NYMEX Light Sweet Crude Oil Future June 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 |
60.03 |
59.00 |
-1.03 |
-1.7% |
68.32 |
High |
60.52 |
59.96 |
-0.56 |
-0.9% |
70.47 |
Low |
58.89 |
58.12 |
-0.77 |
-1.3% |
60.19 |
Close |
59.00 |
58.69 |
-0.31 |
-0.5% |
62.10 |
Range |
1.63 |
1.84 |
0.21 |
12.9% |
10.28 |
ATR |
4.27 |
4.09 |
-0.17 |
-4.1% |
0.00 |
Volume |
8,060 |
13,132 |
5,072 |
62.9% |
66,189 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.44 |
63.41 |
59.70 |
|
R3 |
62.60 |
61.57 |
59.20 |
|
R2 |
60.76 |
60.76 |
59.03 |
|
R1 |
59.73 |
59.73 |
58.86 |
59.33 |
PP |
58.92 |
58.92 |
58.92 |
58.72 |
S1 |
57.89 |
57.89 |
58.52 |
57.49 |
S2 |
57.08 |
57.08 |
58.35 |
|
S3 |
55.24 |
56.05 |
58.18 |
|
S4 |
53.40 |
54.21 |
57.68 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.09 |
88.88 |
67.75 |
|
R3 |
84.81 |
78.60 |
64.93 |
|
R2 |
74.53 |
74.53 |
63.98 |
|
R1 |
68.32 |
68.32 |
63.04 |
66.29 |
PP |
64.25 |
64.25 |
64.25 |
63.24 |
S1 |
58.04 |
58.04 |
61.16 |
56.01 |
S2 |
53.97 |
53.97 |
60.22 |
|
S3 |
43.69 |
47.76 |
59.27 |
|
S4 |
33.41 |
37.48 |
56.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.00 |
58.12 |
6.88 |
11.7% |
3.18 |
5.4% |
8% |
False |
True |
12,496 |
10 |
70.47 |
58.12 |
12.35 |
21.0% |
3.21 |
5.5% |
5% |
False |
True |
13,300 |
20 |
76.00 |
58.12 |
17.88 |
30.5% |
3.81 |
6.5% |
3% |
False |
True |
14,216 |
40 |
108.06 |
58.12 |
49.94 |
85.1% |
3.88 |
6.6% |
1% |
False |
True |
12,272 |
60 |
121.37 |
58.12 |
63.25 |
107.8% |
3.71 |
6.3% |
1% |
False |
True |
10,199 |
80 |
129.18 |
58.12 |
71.06 |
121.1% |
3.37 |
5.7% |
1% |
False |
True |
8,451 |
100 |
147.91 |
58.12 |
89.79 |
153.0% |
3.28 |
5.6% |
1% |
False |
True |
7,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.78 |
2.618 |
64.78 |
1.618 |
62.94 |
1.000 |
61.80 |
0.618 |
61.10 |
HIGH |
59.96 |
0.618 |
59.26 |
0.500 |
59.04 |
0.382 |
58.82 |
LOW |
58.12 |
0.618 |
56.98 |
1.000 |
56.28 |
1.618 |
55.14 |
2.618 |
53.30 |
4.250 |
50.30 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
59.04 |
60.91 |
PP |
58.92 |
60.17 |
S1 |
58.81 |
59.43 |
|