NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
60.54 |
57.35 |
-3.19 |
-5.3% |
68.42 |
High |
61.26 |
61.27 |
0.01 |
0.0% |
72.86 |
Low |
57.40 |
56.54 |
-0.86 |
-1.5% |
61.80 |
Close |
57.95 |
60.00 |
2.05 |
3.5% |
62.81 |
Range |
3.86 |
4.73 |
0.87 |
22.5% |
11.06 |
ATR |
5.07 |
5.04 |
-0.02 |
-0.5% |
0.00 |
Volume |
24,571 |
25,770 |
1,199 |
4.9% |
112,247 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.46 |
71.46 |
62.60 |
|
R3 |
68.73 |
66.73 |
61.30 |
|
R2 |
64.00 |
64.00 |
60.87 |
|
R1 |
62.00 |
62.00 |
60.43 |
63.00 |
PP |
59.27 |
59.27 |
59.27 |
59.77 |
S1 |
57.27 |
57.27 |
59.57 |
58.27 |
S2 |
54.54 |
54.54 |
59.13 |
|
S3 |
49.81 |
52.54 |
58.70 |
|
S4 |
45.08 |
47.81 |
57.40 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.00 |
91.97 |
68.89 |
|
R3 |
87.94 |
80.91 |
65.85 |
|
R2 |
76.88 |
76.88 |
64.84 |
|
R1 |
69.85 |
69.85 |
63.82 |
67.84 |
PP |
65.82 |
65.82 |
65.82 |
64.82 |
S1 |
58.79 |
58.79 |
61.80 |
56.78 |
S2 |
54.76 |
54.76 |
60.78 |
|
S3 |
43.70 |
47.73 |
59.77 |
|
S4 |
32.64 |
36.67 |
56.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.23 |
56.54 |
10.69 |
17.8% |
4.12 |
6.9% |
32% |
False |
True |
25,166 |
10 |
72.86 |
56.54 |
16.32 |
27.2% |
5.04 |
8.4% |
21% |
False |
True |
24,332 |
20 |
76.72 |
56.54 |
20.18 |
33.6% |
4.86 |
8.1% |
17% |
False |
True |
21,316 |
40 |
109.44 |
56.54 |
52.90 |
88.2% |
5.06 |
8.4% |
7% |
False |
True |
16,236 |
60 |
123.65 |
56.54 |
67.11 |
111.9% |
4.71 |
7.8% |
5% |
False |
True |
12,782 |
80 |
129.51 |
56.54 |
72.97 |
121.6% |
4.30 |
7.2% |
5% |
False |
True |
10,310 |
100 |
148.17 |
56.54 |
91.63 |
152.7% |
3.85 |
6.4% |
4% |
False |
True |
8,584 |
120 |
148.17 |
56.54 |
91.63 |
152.7% |
3.36 |
5.6% |
4% |
False |
True |
7,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.37 |
2.618 |
73.65 |
1.618 |
68.92 |
1.000 |
66.00 |
0.618 |
64.19 |
HIGH |
61.27 |
0.618 |
59.46 |
0.500 |
58.91 |
0.382 |
58.35 |
LOW |
56.54 |
0.618 |
53.62 |
1.000 |
51.81 |
1.618 |
48.89 |
2.618 |
44.16 |
4.250 |
36.44 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
59.64 |
60.06 |
PP |
59.27 |
60.04 |
S1 |
58.91 |
60.02 |
|