NYMEX Light Sweet Crude Oil Future February 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 |
57.35 |
61.05 |
3.70 |
6.5% |
64.28 |
High |
61.27 |
61.45 |
0.18 |
0.3% |
67.23 |
Low |
56.54 |
57.30 |
0.76 |
1.3% |
56.54 |
Close |
60.00 |
58.40 |
-1.60 |
-2.7% |
58.40 |
Range |
4.73 |
4.15 |
-0.58 |
-12.3% |
10.69 |
ATR |
5.04 |
4.98 |
-0.06 |
-1.3% |
0.00 |
Volume |
25,770 |
31,225 |
5,455 |
21.2% |
132,030 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.50 |
69.10 |
60.68 |
|
R3 |
67.35 |
64.95 |
59.54 |
|
R2 |
63.20 |
63.20 |
59.16 |
|
R1 |
60.80 |
60.80 |
58.78 |
59.93 |
PP |
59.05 |
59.05 |
59.05 |
58.61 |
S1 |
56.65 |
56.65 |
58.02 |
55.78 |
S2 |
54.90 |
54.90 |
57.64 |
|
S3 |
50.75 |
52.50 |
57.26 |
|
S4 |
46.60 |
48.35 |
56.12 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.79 |
86.29 |
64.28 |
|
R3 |
82.10 |
75.60 |
61.34 |
|
R2 |
71.41 |
71.41 |
60.36 |
|
R1 |
64.91 |
64.91 |
59.38 |
62.82 |
PP |
60.72 |
60.72 |
60.72 |
59.68 |
S1 |
54.22 |
54.22 |
57.42 |
52.13 |
S2 |
50.03 |
50.03 |
56.44 |
|
S3 |
39.34 |
43.53 |
55.46 |
|
S4 |
28.65 |
32.84 |
52.52 |
|
|
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 |
18.3% |
4.45 |
7.6% |
17% |
False |
False |
26,406 |
10 |
72.86 |
56.54 |
16.32 |
27.9% |
4.90 |
8.4% |
11% |
False |
False |
24,427 |
20 |
76.72 |
56.54 |
20.18 |
34.6% |
4.85 |
8.3% |
9% |
False |
False |
21,923 |
40 |
109.44 |
56.54 |
52.90 |
90.6% |
5.03 |
8.6% |
4% |
False |
False |
16,760 |
60 |
123.65 |
56.54 |
67.11 |
114.9% |
4.68 |
8.0% |
3% |
False |
False |
13,248 |
80 |
129.51 |
56.54 |
72.97 |
124.9% |
4.34 |
7.4% |
3% |
False |
False |
10,669 |
100 |
148.17 |
56.54 |
91.63 |
156.9% |
3.87 |
6.6% |
2% |
False |
False |
8,889 |
120 |
148.17 |
56.54 |
91.63 |
156.9% |
3.38 |
5.8% |
2% |
False |
False |
7,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.09 |
2.618 |
72.31 |
1.618 |
68.16 |
1.000 |
65.60 |
0.618 |
64.01 |
HIGH |
61.45 |
0.618 |
59.86 |
0.500 |
59.38 |
0.382 |
58.89 |
LOW |
57.30 |
0.618 |
54.74 |
1.000 |
53.15 |
1.618 |
50.59 |
2.618 |
46.44 |
4.250 |
39.66 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
59.38 |
59.00 |
PP |
59.05 |
58.80 |
S1 |
58.73 |
58.60 |
|