NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
57.52 |
58.92 |
1.40 |
2.4% |
63.34 |
High |
61.15 |
59.02 |
-2.13 |
-3.5% |
64.57 |
Low |
56.38 |
57.24 |
0.86 |
1.5% |
54.63 |
Close |
60.48 |
57.40 |
-3.08 |
-5.1% |
55.96 |
Range |
4.77 |
1.78 |
-2.99 |
-62.7% |
9.94 |
ATR |
3.39 |
3.38 |
-0.01 |
-0.3% |
0.00 |
Volume |
3,651 |
4,869 |
1,218 |
33.4% |
16,462 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.23 |
62.09 |
58.38 |
|
R3 |
61.45 |
60.31 |
57.89 |
|
R2 |
59.67 |
59.67 |
57.73 |
|
R1 |
58.53 |
58.53 |
57.56 |
58.21 |
PP |
57.89 |
57.89 |
57.89 |
57.73 |
S1 |
56.75 |
56.75 |
57.24 |
56.43 |
S2 |
56.11 |
56.11 |
57.07 |
|
S3 |
54.33 |
54.97 |
56.91 |
|
S4 |
52.55 |
53.19 |
56.42 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.21 |
82.02 |
61.43 |
|
R3 |
78.27 |
72.08 |
58.69 |
|
R2 |
68.33 |
68.33 |
57.78 |
|
R1 |
62.14 |
62.14 |
56.87 |
60.27 |
PP |
58.39 |
58.39 |
58.39 |
57.45 |
S1 |
52.20 |
52.20 |
55.05 |
50.33 |
S2 |
48.45 |
48.45 |
54.14 |
|
S3 |
38.51 |
42.26 |
53.23 |
|
S4 |
28.57 |
32.32 |
50.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.15 |
54.63 |
6.52 |
11.4% |
2.49 |
4.3% |
42% |
False |
False |
3,824 |
10 |
65.19 |
54.63 |
10.56 |
18.4% |
2.48 |
4.3% |
26% |
False |
False |
3,586 |
20 |
76.25 |
54.63 |
21.62 |
37.7% |
2.33 |
4.1% |
13% |
False |
False |
3,167 |
40 |
99.62 |
54.63 |
44.99 |
78.4% |
2.01 |
3.5% |
6% |
False |
False |
2,865 |
60 |
113.00 |
54.63 |
58.37 |
101.7% |
1.67 |
2.9% |
5% |
False |
False |
2,192 |
80 |
123.73 |
54.63 |
69.10 |
120.4% |
1.35 |
2.3% |
4% |
False |
False |
1,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.59 |
2.618 |
63.68 |
1.618 |
61.90 |
1.000 |
60.80 |
0.618 |
60.12 |
HIGH |
59.02 |
0.618 |
58.34 |
0.500 |
58.13 |
0.382 |
57.92 |
LOW |
57.24 |
0.618 |
56.14 |
1.000 |
55.46 |
1.618 |
54.36 |
2.618 |
52.58 |
4.250 |
49.68 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
58.13 |
57.89 |
PP |
57.89 |
57.73 |
S1 |
57.64 |
57.56 |
|