NYMEX Light Sweet Crude Oil Future April 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 |
59.10 |
62.61 |
3.51 |
5.9% |
66.83 |
High |
63.00 |
62.61 |
-0.39 |
-0.6% |
68.86 |
Low |
58.74 |
59.53 |
0.79 |
1.3% |
58.74 |
Close |
61.90 |
60.25 |
-1.65 |
-2.7% |
60.25 |
Range |
4.26 |
3.08 |
-1.18 |
-27.7% |
10.12 |
ATR |
4.43 |
4.34 |
-0.10 |
-2.2% |
0.00 |
Volume |
5,628 |
6,719 |
1,091 |
19.4% |
29,098 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.04 |
68.22 |
61.94 |
|
R3 |
66.96 |
65.14 |
61.10 |
|
R2 |
63.88 |
63.88 |
60.81 |
|
R1 |
62.06 |
62.06 |
60.53 |
61.43 |
PP |
60.80 |
60.80 |
60.80 |
60.48 |
S1 |
58.98 |
58.98 |
59.97 |
58.35 |
S2 |
57.72 |
57.72 |
59.69 |
|
S3 |
54.64 |
55.90 |
59.40 |
|
S4 |
51.56 |
52.82 |
58.56 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.98 |
86.73 |
65.82 |
|
R3 |
82.86 |
76.61 |
63.03 |
|
R2 |
72.74 |
72.74 |
62.11 |
|
R1 |
66.49 |
66.49 |
61.18 |
64.56 |
PP |
62.62 |
62.62 |
62.62 |
61.65 |
S1 |
56.37 |
56.37 |
59.32 |
54.44 |
S2 |
52.50 |
52.50 |
58.39 |
|
S3 |
42.38 |
46.25 |
57.47 |
|
S4 |
32.26 |
36.13 |
54.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
68.86 |
58.74 |
10.12 |
16.8% |
3.77 |
6.3% |
15% |
False |
False |
5,819 |
10 |
74.05 |
58.74 |
15.31 |
25.4% |
4.24 |
7.0% |
10% |
False |
False |
7,239 |
20 |
77.63 |
58.74 |
18.89 |
31.4% |
4.21 |
7.0% |
8% |
False |
False |
6,907 |
40 |
111.15 |
58.74 |
52.41 |
87.0% |
4.12 |
6.8% |
3% |
False |
False |
5,600 |
60 |
121.19 |
58.74 |
62.45 |
103.7% |
3.32 |
5.5% |
2% |
False |
False |
4,391 |
80 |
126.96 |
58.74 |
68.22 |
113.2% |
2.60 |
4.3% |
2% |
False |
False |
3,596 |
100 |
146.86 |
58.74 |
88.12 |
146.3% |
2.10 |
3.5% |
2% |
False |
False |
3,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.70 |
2.618 |
70.67 |
1.618 |
67.59 |
1.000 |
65.69 |
0.618 |
64.51 |
HIGH |
62.61 |
0.618 |
61.43 |
0.500 |
61.07 |
0.382 |
60.71 |
LOW |
59.53 |
0.618 |
57.63 |
1.000 |
56.45 |
1.618 |
54.55 |
2.618 |
51.47 |
4.250 |
46.44 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
61.07 |
60.93 |
PP |
60.80 |
60.70 |
S1 |
60.52 |
60.48 |
|