NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
52.20 |
54.00 |
1.80 |
3.4% |
59.16 |
High |
53.74 |
58.31 |
4.57 |
8.5% |
61.77 |
Low |
51.54 |
52.03 |
0.49 |
1.0% |
51.54 |
Close |
53.09 |
57.68 |
4.59 |
8.6% |
53.09 |
Range |
2.20 |
6.28 |
4.08 |
185.5% |
10.23 |
ATR |
3.87 |
4.04 |
0.17 |
4.4% |
0.00 |
Volume |
14,538 |
14,006 |
-532 |
-3.7% |
51,165 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.85 |
72.54 |
61.13 |
|
R3 |
68.57 |
66.26 |
59.41 |
|
R2 |
62.29 |
62.29 |
58.83 |
|
R1 |
59.98 |
59.98 |
58.26 |
61.14 |
PP |
56.01 |
56.01 |
56.01 |
56.58 |
S1 |
53.70 |
53.70 |
57.10 |
54.86 |
S2 |
49.73 |
49.73 |
56.53 |
|
S3 |
43.45 |
47.42 |
55.95 |
|
S4 |
37.17 |
41.14 |
54.23 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.16 |
79.85 |
58.72 |
|
R3 |
75.93 |
69.62 |
55.90 |
|
R2 |
65.70 |
65.70 |
54.97 |
|
R1 |
59.39 |
59.39 |
54.03 |
57.43 |
PP |
55.47 |
55.47 |
55.47 |
54.49 |
S1 |
49.16 |
49.16 |
52.15 |
47.20 |
S2 |
45.24 |
45.24 |
51.21 |
|
S3 |
35.01 |
38.93 |
50.28 |
|
S4 |
24.78 |
28.70 |
47.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.78 |
51.54 |
7.24 |
12.6% |
3.28 |
5.7% |
85% |
False |
False |
11,231 |
10 |
65.00 |
51.54 |
13.46 |
23.3% |
3.45 |
6.0% |
46% |
False |
False |
8,899 |
20 |
74.05 |
51.54 |
22.51 |
39.0% |
4.02 |
7.0% |
27% |
False |
False |
8,348 |
40 |
102.60 |
51.54 |
51.06 |
88.5% |
4.20 |
7.3% |
12% |
False |
False |
6,638 |
60 |
112.91 |
51.54 |
61.37 |
106.4% |
3.55 |
6.2% |
10% |
False |
False |
5,376 |
80 |
123.58 |
51.54 |
72.04 |
124.9% |
2.83 |
4.9% |
9% |
False |
False |
4,283 |
100 |
146.86 |
51.54 |
95.32 |
165.3% |
2.30 |
4.0% |
6% |
False |
False |
3,646 |
120 |
146.86 |
51.54 |
95.32 |
165.3% |
1.92 |
3.3% |
6% |
False |
False |
3,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.00 |
2.618 |
74.75 |
1.618 |
68.47 |
1.000 |
64.59 |
0.618 |
62.19 |
HIGH |
58.31 |
0.618 |
55.91 |
0.500 |
55.17 |
0.382 |
54.43 |
LOW |
52.03 |
0.618 |
48.15 |
1.000 |
45.75 |
1.618 |
41.87 |
2.618 |
35.59 |
4.250 |
25.34 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
56.84 |
56.76 |
PP |
56.01 |
55.84 |
S1 |
55.17 |
54.93 |
|