NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
63.75 |
63.10 |
-0.65 |
-1.0% |
70.40 |
High |
63.75 |
65.27 |
1.52 |
2.4% |
76.95 |
Low |
62.71 |
62.86 |
0.15 |
0.2% |
67.84 |
Close |
63.10 |
65.30 |
2.20 |
3.5% |
68.16 |
Range |
1.04 |
2.41 |
1.37 |
131.7% |
9.11 |
ATR |
3.47 |
3.39 |
-0.08 |
-2.2% |
0.00 |
Volume |
1,251 |
1,564 |
313 |
25.0% |
7,135 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.71 |
70.91 |
66.63 |
|
R3 |
69.30 |
68.50 |
65.96 |
|
R2 |
66.89 |
66.89 |
65.74 |
|
R1 |
66.09 |
66.09 |
65.52 |
66.49 |
PP |
64.48 |
64.48 |
64.48 |
64.68 |
S1 |
63.68 |
63.68 |
65.08 |
64.08 |
S2 |
62.07 |
62.07 |
64.86 |
|
S3 |
59.66 |
61.27 |
64.64 |
|
S4 |
57.25 |
58.86 |
63.97 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.31 |
92.35 |
73.17 |
|
R3 |
89.20 |
83.24 |
70.67 |
|
R2 |
80.09 |
80.09 |
69.83 |
|
R1 |
74.13 |
74.13 |
69.00 |
72.56 |
PP |
70.98 |
70.98 |
70.98 |
70.20 |
S1 |
65.02 |
65.02 |
67.32 |
63.45 |
S2 |
61.87 |
61.87 |
66.49 |
|
S3 |
52.76 |
55.91 |
65.65 |
|
S4 |
43.65 |
46.80 |
63.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.56 |
62.71 |
8.85 |
13.6% |
1.89 |
2.9% |
29% |
False |
False |
1,079 |
10 |
76.95 |
62.71 |
14.24 |
21.8% |
2.09 |
3.2% |
18% |
False |
False |
1,903 |
20 |
79.03 |
62.71 |
16.32 |
25.0% |
1.77 |
2.7% |
16% |
False |
False |
1,798 |
40 |
109.67 |
62.71 |
46.96 |
71.9% |
1.23 |
1.9% |
6% |
False |
False |
1,292 |
60 |
123.71 |
62.71 |
61.00 |
93.4% |
1.01 |
1.5% |
4% |
False |
False |
991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.51 |
2.618 |
71.58 |
1.618 |
69.17 |
1.000 |
67.68 |
0.618 |
66.76 |
HIGH |
65.27 |
0.618 |
64.35 |
0.500 |
64.07 |
0.382 |
63.78 |
LOW |
62.86 |
0.618 |
61.37 |
1.000 |
60.45 |
1.618 |
58.96 |
2.618 |
56.55 |
4.250 |
52.62 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
64.89 |
65.05 |
PP |
64.48 |
64.80 |
S1 |
64.07 |
64.55 |
|