NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
72.08 |
70.50 |
-1.58 |
-2.2% |
67.00 |
| High |
72.08 |
70.92 |
-1.16 |
-1.6% |
73.00 |
| Low |
72.08 |
68.08 |
-4.00 |
-5.5% |
66.53 |
| Close |
72.00 |
67.89 |
-4.11 |
-5.7% |
72.77 |
| Range |
0.00 |
2.84 |
2.84 |
|
6.47 |
| ATR |
3.56 |
3.59 |
0.03 |
0.7% |
0.00 |
| Volume |
1,859 |
966 |
-893 |
-48.0% |
14,367 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.48 |
75.53 |
69.45 |
|
| R3 |
74.64 |
72.69 |
68.67 |
|
| R2 |
71.80 |
71.80 |
68.41 |
|
| R1 |
69.85 |
69.85 |
68.15 |
69.41 |
| PP |
68.96 |
68.96 |
68.96 |
68.74 |
| S1 |
67.01 |
67.01 |
67.63 |
66.57 |
| S2 |
66.12 |
66.12 |
67.37 |
|
| S3 |
63.28 |
64.17 |
67.11 |
|
| S4 |
60.44 |
61.33 |
66.33 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.18 |
87.94 |
76.33 |
|
| R3 |
83.71 |
81.47 |
74.55 |
|
| R2 |
77.24 |
77.24 |
73.96 |
|
| R1 |
75.00 |
75.00 |
73.36 |
76.12 |
| PP |
70.77 |
70.77 |
70.77 |
71.33 |
| S1 |
68.53 |
68.53 |
72.18 |
69.65 |
| S2 |
64.30 |
64.30 |
71.58 |
|
| S3 |
57.83 |
62.06 |
70.99 |
|
| S4 |
51.36 |
55.59 |
69.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.95 |
68.08 |
8.87 |
13.1% |
2.29 |
3.4% |
-2% |
False |
True |
2,728 |
| 10 |
76.95 |
66.53 |
10.42 |
15.3% |
2.03 |
3.0% |
13% |
False |
False |
2,368 |
| 20 |
84.82 |
66.53 |
18.29 |
26.9% |
1.59 |
2.3% |
7% |
False |
False |
1,686 |
| 40 |
109.67 |
66.53 |
43.14 |
63.5% |
1.25 |
1.8% |
3% |
False |
False |
1,188 |
| 60 |
123.71 |
66.53 |
57.18 |
84.2% |
0.85 |
1.2% |
2% |
False |
False |
911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.99 |
|
2.618 |
78.36 |
|
1.618 |
75.52 |
|
1.000 |
73.76 |
|
0.618 |
72.68 |
|
HIGH |
70.92 |
|
0.618 |
69.84 |
|
0.500 |
69.50 |
|
0.382 |
69.16 |
|
LOW |
68.08 |
|
0.618 |
66.32 |
|
1.000 |
65.24 |
|
1.618 |
63.48 |
|
2.618 |
60.64 |
|
4.250 |
56.01 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.50 |
72.52 |
| PP |
68.96 |
70.97 |
| S1 |
68.43 |
69.43 |
|