NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
56.45 |
60.10 |
3.65 |
6.5% |
63.20 |
High |
60.45 |
60.65 |
0.20 |
0.3% |
66.39 |
Low |
55.54 |
56.40 |
0.86 |
1.5% |
55.54 |
Close |
59.06 |
57.60 |
-1.46 |
-2.5% |
57.60 |
Range |
4.91 |
4.25 |
-0.66 |
-13.4% |
10.85 |
ATR |
5.28 |
5.21 |
-0.07 |
-1.4% |
0.00 |
Volume |
103,153 |
136,035 |
32,882 |
31.9% |
520,828 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.97 |
68.53 |
59.94 |
|
R3 |
66.72 |
64.28 |
58.77 |
|
R2 |
62.47 |
62.47 |
58.38 |
|
R1 |
60.03 |
60.03 |
57.99 |
59.13 |
PP |
58.22 |
58.22 |
58.22 |
57.76 |
S1 |
55.78 |
55.78 |
57.21 |
54.88 |
S2 |
53.97 |
53.97 |
56.82 |
|
S3 |
49.72 |
51.53 |
56.43 |
|
S4 |
45.47 |
47.28 |
55.26 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.39 |
85.85 |
63.57 |
|
R3 |
81.54 |
75.00 |
60.58 |
|
R2 |
70.69 |
70.69 |
59.59 |
|
R1 |
64.15 |
64.15 |
58.59 |
62.00 |
PP |
59.84 |
59.84 |
59.84 |
58.77 |
S1 |
53.30 |
53.30 |
56.61 |
51.15 |
S2 |
48.99 |
48.99 |
55.61 |
|
S3 |
38.14 |
42.45 |
54.62 |
|
S4 |
27.29 |
31.60 |
51.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.39 |
55.54 |
10.85 |
18.8% |
4.61 |
8.0% |
19% |
False |
False |
104,165 |
10 |
72.37 |
55.54 |
16.83 |
29.2% |
5.12 |
8.9% |
12% |
False |
False |
87,591 |
20 |
76.45 |
55.54 |
20.91 |
36.3% |
5.11 |
8.9% |
10% |
False |
False |
70,318 |
40 |
109.36 |
55.54 |
53.82 |
93.4% |
5.39 |
9.4% |
4% |
False |
False |
54,240 |
60 |
123.22 |
55.54 |
67.68 |
117.5% |
5.10 |
8.9% |
3% |
False |
False |
41,520 |
80 |
129.52 |
55.54 |
73.98 |
128.4% |
4.82 |
8.4% |
3% |
False |
False |
33,117 |
100 |
148.35 |
55.54 |
92.81 |
161.1% |
4.58 |
7.9% |
2% |
False |
False |
27,384 |
120 |
148.35 |
55.54 |
92.81 |
161.1% |
4.31 |
7.5% |
2% |
False |
False |
23,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.71 |
2.618 |
71.78 |
1.618 |
67.53 |
1.000 |
64.90 |
0.618 |
63.28 |
HIGH |
60.65 |
0.618 |
59.03 |
0.500 |
58.53 |
0.382 |
58.02 |
LOW |
56.40 |
0.618 |
53.77 |
1.000 |
52.15 |
1.618 |
49.52 |
2.618 |
45.27 |
4.250 |
38.34 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
58.53 |
58.10 |
PP |
58.22 |
57.93 |
S1 |
57.91 |
57.77 |
|