NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
63.20 |
62.95 |
-0.25 |
-0.4% |
68.00 |
High |
66.39 |
62.95 |
-3.44 |
-5.2% |
72.37 |
Low |
60.20 |
59.18 |
-1.02 |
-1.7% |
60.74 |
Close |
63.27 |
60.22 |
-3.05 |
-4.8% |
61.87 |
Range |
6.19 |
3.77 |
-2.42 |
-39.1% |
11.63 |
ATR |
5.52 |
5.42 |
-0.10 |
-1.8% |
0.00 |
Volume |
85,123 |
109,206 |
24,083 |
28.3% |
355,085 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.09 |
69.93 |
62.29 |
|
R3 |
68.32 |
66.16 |
61.26 |
|
R2 |
64.55 |
64.55 |
60.91 |
|
R1 |
62.39 |
62.39 |
60.57 |
61.59 |
PP |
60.78 |
60.78 |
60.78 |
60.38 |
S1 |
58.62 |
58.62 |
59.87 |
57.82 |
S2 |
57.01 |
57.01 |
59.53 |
|
S3 |
53.24 |
54.85 |
59.18 |
|
S4 |
49.47 |
51.08 |
58.15 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.88 |
92.51 |
68.27 |
|
R3 |
88.25 |
80.88 |
65.07 |
|
R2 |
76.62 |
76.62 |
64.00 |
|
R1 |
69.25 |
69.25 |
62.94 |
67.12 |
PP |
64.99 |
64.99 |
64.99 |
63.93 |
S1 |
57.62 |
57.62 |
60.80 |
55.49 |
S2 |
53.36 |
53.36 |
59.74 |
|
S3 |
41.73 |
45.99 |
58.67 |
|
S4 |
30.10 |
34.36 |
55.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.94 |
59.18 |
11.76 |
19.5% |
4.64 |
7.7% |
9% |
False |
True |
84,953 |
10 |
72.37 |
59.18 |
13.19 |
21.9% |
5.57 |
9.2% |
8% |
False |
True |
72,853 |
20 |
79.90 |
59.18 |
20.72 |
34.4% |
5.24 |
8.7% |
5% |
False |
True |
60,097 |
40 |
109.36 |
59.18 |
50.18 |
83.3% |
5.50 |
9.1% |
2% |
False |
True |
48,454 |
60 |
123.22 |
59.18 |
64.04 |
106.3% |
5.13 |
8.5% |
2% |
False |
True |
36,358 |
80 |
134.05 |
59.18 |
74.87 |
124.3% |
4.80 |
8.0% |
1% |
False |
True |
29,209 |
100 |
148.35 |
59.18 |
89.17 |
148.1% |
4.52 |
7.5% |
1% |
False |
True |
24,182 |
120 |
148.35 |
59.18 |
89.17 |
148.1% |
4.23 |
7.0% |
1% |
False |
True |
20,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.97 |
2.618 |
72.82 |
1.618 |
69.05 |
1.000 |
66.72 |
0.618 |
65.28 |
HIGH |
62.95 |
0.618 |
61.51 |
0.500 |
61.07 |
0.382 |
60.62 |
LOW |
59.18 |
0.618 |
56.85 |
1.000 |
55.41 |
1.618 |
53.08 |
2.618 |
49.31 |
4.250 |
43.16 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
61.07 |
62.79 |
PP |
60.78 |
61.93 |
S1 |
60.50 |
61.08 |
|