NYMEX Light Sweet Crude Oil Future August 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 |
58.24 |
59.50 |
1.26 |
2.2% |
65.09 |
High |
62.05 |
59.50 |
-2.55 |
-4.1% |
65.09 |
Low |
58.24 |
59.50 |
1.26 |
2.2% |
56.35 |
Close |
61.35 |
58.32 |
-3.03 |
-4.9% |
56.85 |
Range |
3.81 |
0.00 |
-3.81 |
-100.0% |
8.74 |
ATR |
2.96 |
2.88 |
-0.08 |
-2.7% |
0.00 |
Volume |
2,303 |
4,009 |
1,706 |
74.1% |
9,215 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.11 |
58.71 |
58.32 |
|
R3 |
59.11 |
58.71 |
58.32 |
|
R2 |
59.11 |
59.11 |
58.32 |
|
R1 |
58.71 |
58.71 |
58.32 |
58.91 |
PP |
59.11 |
59.11 |
59.11 |
59.21 |
S1 |
58.71 |
58.71 |
58.32 |
58.91 |
S2 |
59.11 |
59.11 |
58.32 |
|
S3 |
59.11 |
58.71 |
58.32 |
|
S4 |
59.11 |
58.71 |
58.32 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.65 |
79.99 |
61.66 |
|
R3 |
76.91 |
71.25 |
59.25 |
|
R2 |
68.17 |
68.17 |
58.45 |
|
R1 |
62.51 |
62.51 |
57.65 |
60.97 |
PP |
59.43 |
59.43 |
59.43 |
58.66 |
S1 |
53.77 |
53.77 |
56.05 |
52.23 |
S2 |
50.69 |
50.69 |
55.25 |
|
S3 |
41.95 |
45.03 |
54.45 |
|
S4 |
33.21 |
36.29 |
52.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.05 |
56.35 |
5.70 |
9.8% |
1.20 |
2.1% |
35% |
False |
False |
2,405 |
10 |
65.27 |
56.35 |
8.92 |
15.3% |
1.36 |
2.3% |
22% |
False |
False |
2,000 |
20 |
76.95 |
56.35 |
20.60 |
35.3% |
1.79 |
3.1% |
10% |
False |
False |
1,972 |
40 |
99.90 |
56.35 |
43.55 |
74.7% |
1.41 |
2.4% |
5% |
False |
False |
1,646 |
60 |
113.14 |
56.35 |
56.79 |
97.4% |
1.17 |
2.0% |
3% |
False |
False |
1,219 |
80 |
123.71 |
56.35 |
67.36 |
115.5% |
0.88 |
1.5% |
3% |
False |
False |
990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.50 |
2.618 |
59.50 |
1.618 |
59.50 |
1.000 |
59.50 |
0.618 |
59.50 |
HIGH |
59.50 |
0.618 |
59.50 |
0.500 |
59.50 |
0.382 |
59.50 |
LOW |
59.50 |
0.618 |
59.50 |
1.000 |
59.50 |
1.618 |
59.50 |
2.618 |
59.50 |
4.250 |
59.50 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
59.50 |
59.20 |
PP |
59.11 |
58.91 |
S1 |
58.71 |
58.61 |
|