NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
63.10 |
63.83 |
0.73 |
1.2% |
71.56 |
High |
65.27 |
63.83 |
-1.44 |
-2.2% |
71.56 |
Low |
62.86 |
63.83 |
0.97 |
1.5% |
62.71 |
Close |
65.30 |
63.83 |
-1.47 |
-2.3% |
63.83 |
Range |
2.41 |
0.00 |
-2.41 |
-100.0% |
8.85 |
ATR |
3.39 |
3.26 |
-0.14 |
-4.0% |
0.00 |
Volume |
1,564 |
1,660 |
96 |
6.1% |
6,298 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.83 |
63.83 |
63.83 |
|
R3 |
63.83 |
63.83 |
63.83 |
|
R2 |
63.83 |
63.83 |
63.83 |
|
R1 |
63.83 |
63.83 |
63.83 |
63.83 |
PP |
63.83 |
63.83 |
63.83 |
63.83 |
S1 |
63.83 |
63.83 |
63.83 |
63.83 |
S2 |
63.83 |
63.83 |
63.83 |
|
S3 |
63.83 |
63.83 |
63.83 |
|
S4 |
63.83 |
63.83 |
63.83 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.58 |
87.06 |
68.70 |
|
R3 |
83.73 |
78.21 |
66.26 |
|
R2 |
74.88 |
74.88 |
65.45 |
|
R1 |
69.36 |
69.36 |
64.64 |
67.70 |
PP |
66.03 |
66.03 |
66.03 |
65.20 |
S1 |
60.51 |
60.51 |
63.02 |
58.85 |
S2 |
57.18 |
57.18 |
62.21 |
|
S3 |
48.33 |
51.66 |
61.40 |
|
S4 |
39.48 |
42.81 |
58.96 |
|
|
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 |
13.9% |
1.81 |
2.8% |
13% |
False |
False |
1,259 |
10 |
76.95 |
62.71 |
14.24 |
22.3% |
1.99 |
3.1% |
8% |
False |
False |
1,343 |
20 |
79.03 |
62.71 |
16.32 |
25.6% |
1.77 |
2.8% |
7% |
False |
False |
1,819 |
40 |
109.67 |
62.71 |
46.96 |
73.6% |
1.23 |
1.9% |
2% |
False |
False |
1,323 |
60 |
119.89 |
62.71 |
57.18 |
89.6% |
1.01 |
1.6% |
2% |
False |
False |
1,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.83 |
2.618 |
63.83 |
1.618 |
63.83 |
1.000 |
63.83 |
0.618 |
63.83 |
HIGH |
63.83 |
0.618 |
63.83 |
0.500 |
63.83 |
0.382 |
63.83 |
LOW |
63.83 |
0.618 |
63.83 |
1.000 |
63.83 |
1.618 |
63.83 |
2.618 |
63.83 |
4.250 |
63.83 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
63.83 |
63.99 |
PP |
63.83 |
63.94 |
S1 |
63.83 |
63.88 |
|