NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
59.83 |
62.08 |
2.25 |
3.8% |
58.24 |
High |
59.83 |
62.08 |
2.25 |
3.8% |
62.08 |
Low |
59.83 |
62.08 |
2.25 |
3.8% |
58.24 |
Close |
61.95 |
62.08 |
0.13 |
0.2% |
62.08 |
Range |
|
|
|
|
|
ATR |
2.78 |
2.60 |
-0.19 |
-6.8% |
0.00 |
Volume |
2,165 |
2,517 |
352 |
16.3% |
10,994 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.08 |
62.08 |
62.08 |
|
R3 |
62.08 |
62.08 |
62.08 |
|
R2 |
62.08 |
62.08 |
62.08 |
|
R1 |
62.08 |
62.08 |
62.08 |
62.08 |
PP |
62.08 |
62.08 |
62.08 |
62.08 |
S1 |
62.08 |
62.08 |
62.08 |
62.08 |
S2 |
62.08 |
62.08 |
62.08 |
|
S3 |
62.08 |
62.08 |
62.08 |
|
S4 |
62.08 |
62.08 |
62.08 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.32 |
71.04 |
64.19 |
|
R3 |
68.48 |
67.20 |
63.14 |
|
R2 |
64.64 |
64.64 |
62.78 |
|
R1 |
63.36 |
63.36 |
62.43 |
64.00 |
PP |
60.80 |
60.80 |
60.80 |
61.12 |
S1 |
59.52 |
59.52 |
61.73 |
60.16 |
S2 |
56.96 |
56.96 |
61.38 |
|
S3 |
53.12 |
55.68 |
61.02 |
|
S4 |
49.28 |
51.84 |
59.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.08 |
56.35 |
5.73 |
9.2% |
0.85 |
1.4% |
100% |
True |
False |
2,586 |
10 |
65.09 |
56.35 |
8.74 |
14.1% |
1.02 |
1.6% |
66% |
False |
False |
2,186 |
20 |
76.95 |
56.35 |
20.60 |
33.2% |
1.55 |
2.5% |
28% |
False |
False |
2,045 |
40 |
94.32 |
56.35 |
37.97 |
61.2% |
1.41 |
2.3% |
15% |
False |
False |
1,726 |
60 |
109.67 |
56.35 |
53.32 |
85.9% |
1.17 |
1.9% |
11% |
False |
False |
1,286 |
80 |
123.71 |
56.35 |
67.36 |
108.5% |
0.88 |
1.4% |
9% |
False |
False |
1,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.08 |
2.618 |
62.08 |
1.618 |
62.08 |
1.000 |
62.08 |
0.618 |
62.08 |
HIGH |
62.08 |
0.618 |
62.08 |
0.500 |
62.08 |
0.382 |
62.08 |
LOW |
62.08 |
0.618 |
62.08 |
1.000 |
62.08 |
1.618 |
62.08 |
2.618 |
62.08 |
4.250 |
62.08 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
62.08 |
61.65 |
PP |
62.08 |
61.22 |
S1 |
62.08 |
60.79 |
|