NYMEX Light Sweet Crude Oil Future March 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 |
57.30 |
56.80 |
-0.50 |
-0.9% |
64.50 |
High |
57.99 |
57.46 |
-0.53 |
-0.9% |
68.06 |
Low |
56.33 |
55.28 |
-1.05 |
-1.9% |
57.59 |
Close |
56.45 |
55.88 |
-0.57 |
-1.0% |
59.30 |
Range |
1.66 |
2.18 |
0.52 |
31.3% |
10.47 |
ATR |
4.48 |
4.31 |
-0.16 |
-3.7% |
0.00 |
Volume |
14,079 |
17,819 |
3,740 |
26.6% |
68,312 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.75 |
61.49 |
57.08 |
|
R3 |
60.57 |
59.31 |
56.48 |
|
R2 |
58.39 |
58.39 |
56.28 |
|
R1 |
57.13 |
57.13 |
56.08 |
56.67 |
PP |
56.21 |
56.21 |
56.21 |
55.98 |
S1 |
54.95 |
54.95 |
55.68 |
54.49 |
S2 |
54.03 |
54.03 |
55.48 |
|
S3 |
51.85 |
52.77 |
55.28 |
|
S4 |
49.67 |
50.59 |
54.68 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.06 |
86.65 |
65.06 |
|
R3 |
82.59 |
76.18 |
62.18 |
|
R2 |
72.12 |
72.12 |
61.22 |
|
R1 |
65.71 |
65.71 |
60.26 |
63.68 |
PP |
61.65 |
61.65 |
61.65 |
60.64 |
S1 |
55.24 |
55.24 |
58.34 |
53.21 |
S2 |
51.18 |
51.18 |
57.38 |
|
S3 |
40.71 |
44.77 |
56.42 |
|
S4 |
30.24 |
34.30 |
53.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.86 |
55.28 |
6.58 |
11.8% |
3.05 |
5.5% |
9% |
False |
True |
16,983 |
10 |
68.06 |
55.28 |
12.78 |
22.9% |
3.42 |
6.1% |
5% |
False |
True |
15,602 |
20 |
73.54 |
55.28 |
18.26 |
32.7% |
4.29 |
7.7% |
3% |
False |
True |
14,788 |
40 |
107.60 |
55.28 |
52.32 |
93.6% |
4.62 |
8.3% |
1% |
False |
True |
11,498 |
60 |
121.38 |
55.28 |
66.10 |
118.3% |
4.45 |
8.0% |
1% |
False |
True |
9,512 |
80 |
128.22 |
55.28 |
72.94 |
130.5% |
4.01 |
7.2% |
1% |
False |
True |
7,656 |
100 |
148.35 |
55.28 |
93.07 |
166.6% |
3.61 |
6.5% |
1% |
False |
True |
6,496 |
120 |
148.35 |
55.28 |
93.07 |
166.6% |
3.06 |
5.5% |
1% |
False |
True |
5,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.73 |
2.618 |
63.17 |
1.618 |
60.99 |
1.000 |
59.64 |
0.618 |
58.81 |
HIGH |
57.46 |
0.618 |
56.63 |
0.500 |
56.37 |
0.382 |
56.11 |
LOW |
55.28 |
0.618 |
53.93 |
1.000 |
53.10 |
1.618 |
51.75 |
2.618 |
49.57 |
4.250 |
46.02 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
56.37 |
58.20 |
PP |
56.21 |
57.42 |
S1 |
56.04 |
56.65 |
|