NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
56.54 |
55.63 |
-0.91 |
-1.6% |
64.28 |
High |
57.20 |
56.61 |
-0.59 |
-1.0% |
67.23 |
Low |
55.18 |
54.30 |
-0.88 |
-1.6% |
56.54 |
Close |
55.58 |
54.95 |
-0.63 |
-1.1% |
58.40 |
Range |
2.02 |
2.31 |
0.29 |
14.4% |
10.69 |
ATR |
4.72 |
4.54 |
-0.17 |
-3.6% |
0.00 |
Volume |
22,796 |
34,913 |
12,117 |
53.2% |
132,030 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.22 |
60.89 |
56.22 |
|
R3 |
59.91 |
58.58 |
55.59 |
|
R2 |
57.60 |
57.60 |
55.37 |
|
R1 |
56.27 |
56.27 |
55.16 |
55.78 |
PP |
55.29 |
55.29 |
55.29 |
55.04 |
S1 |
53.96 |
53.96 |
54.74 |
53.47 |
S2 |
52.98 |
52.98 |
54.53 |
|
S3 |
50.67 |
51.65 |
54.31 |
|
S4 |
48.36 |
49.34 |
53.68 |
|
|
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 |
61.45 |
54.30 |
7.15 |
13.0% |
3.49 |
6.3% |
9% |
False |
True |
29,141 |
10 |
67.23 |
54.30 |
12.93 |
23.5% |
3.83 |
7.0% |
5% |
False |
True |
26,790 |
20 |
72.86 |
54.30 |
18.56 |
33.8% |
4.58 |
8.3% |
4% |
False |
True |
24,635 |
40 |
107.32 |
54.30 |
53.02 |
96.5% |
4.85 |
8.8% |
1% |
False |
True |
18,076 |
60 |
121.18 |
54.30 |
66.88 |
121.7% |
4.60 |
8.4% |
1% |
False |
True |
14,594 |
80 |
129.51 |
54.30 |
75.21 |
136.9% |
4.38 |
8.0% |
1% |
False |
True |
11,680 |
100 |
148.17 |
54.30 |
93.87 |
170.8% |
3.92 |
7.1% |
1% |
False |
True |
9,753 |
120 |
148.17 |
54.30 |
93.87 |
170.8% |
3.44 |
6.3% |
1% |
False |
True |
8,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.43 |
2.618 |
62.66 |
1.618 |
60.35 |
1.000 |
58.92 |
0.618 |
58.04 |
HIGH |
56.61 |
0.618 |
55.73 |
0.500 |
55.46 |
0.382 |
55.18 |
LOW |
54.30 |
0.618 |
52.87 |
1.000 |
51.99 |
1.618 |
50.56 |
2.618 |
48.25 |
4.250 |
44.48 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
55.46 |
57.31 |
PP |
55.29 |
56.52 |
S1 |
55.12 |
55.74 |
|