NYMEX Light Sweet Crude Oil Future April 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 |
58.24 |
57.40 |
-0.84 |
-1.4% |
66.83 |
High |
58.78 |
58.07 |
-0.71 |
-1.2% |
68.86 |
Low |
57.22 |
56.47 |
-0.75 |
-1.3% |
58.74 |
Close |
57.32 |
56.83 |
-0.49 |
-0.9% |
60.25 |
Range |
1.56 |
1.60 |
0.04 |
2.6% |
10.12 |
ATR |
4.11 |
3.93 |
-0.18 |
-4.4% |
0.00 |
Volume |
5,719 |
6,915 |
1,196 |
20.9% |
29,098 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.92 |
60.98 |
57.71 |
|
R3 |
60.32 |
59.38 |
57.27 |
|
R2 |
58.72 |
58.72 |
57.12 |
|
R1 |
57.78 |
57.78 |
56.98 |
57.45 |
PP |
57.12 |
57.12 |
57.12 |
56.96 |
S1 |
56.18 |
56.18 |
56.68 |
55.85 |
S2 |
55.52 |
55.52 |
56.54 |
|
S3 |
53.92 |
54.58 |
56.39 |
|
S4 |
52.32 |
52.98 |
55.95 |
|
|
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 |
63.00 |
56.47 |
6.53 |
11.5% |
2.89 |
5.1% |
6% |
False |
True |
6,798 |
10 |
68.86 |
56.47 |
12.39 |
21.8% |
3.22 |
5.7% |
3% |
False |
True |
6,851 |
20 |
74.05 |
56.47 |
17.58 |
30.9% |
3.89 |
6.8% |
2% |
False |
True |
7,384 |
40 |
105.85 |
56.47 |
49.38 |
86.9% |
4.07 |
7.2% |
1% |
False |
True |
5,795 |
60 |
120.30 |
56.47 |
63.83 |
112.3% |
3.41 |
6.0% |
1% |
False |
True |
4,713 |
80 |
126.60 |
56.47 |
70.13 |
123.4% |
2.67 |
4.7% |
1% |
False |
True |
3,778 |
100 |
146.86 |
56.47 |
90.39 |
159.1% |
2.17 |
3.8% |
0% |
False |
True |
3,224 |
120 |
146.86 |
56.47 |
90.39 |
159.1% |
1.85 |
3.2% |
0% |
False |
True |
2,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.87 |
2.618 |
62.26 |
1.618 |
60.66 |
1.000 |
59.67 |
0.618 |
59.06 |
HIGH |
58.07 |
0.618 |
57.46 |
0.500 |
57.27 |
0.382 |
57.08 |
LOW |
56.47 |
0.618 |
55.48 |
1.000 |
54.87 |
1.618 |
53.88 |
2.618 |
52.28 |
4.250 |
49.67 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
57.27 |
59.12 |
PP |
57.12 |
58.36 |
S1 |
56.98 |
57.59 |
|