NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
64.50 |
68.11 |
3.61 |
5.6% |
72.70 |
| High |
69.24 |
70.60 |
1.36 |
2.0% |
76.24 |
| Low |
63.65 |
64.04 |
0.39 |
0.6% |
62.65 |
| Close |
67.50 |
65.96 |
-1.54 |
-2.3% |
64.15 |
| Range |
5.59 |
6.56 |
0.97 |
17.4% |
13.59 |
| ATR |
5.53 |
5.61 |
0.07 |
1.3% |
0.00 |
| Volume |
222,083 |
315,415 |
93,332 |
42.0% |
1,188,572 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.55 |
82.81 |
69.57 |
|
| R3 |
79.99 |
76.25 |
67.76 |
|
| R2 |
73.43 |
73.43 |
67.16 |
|
| R1 |
69.69 |
69.69 |
66.56 |
68.28 |
| PP |
66.87 |
66.87 |
66.87 |
66.16 |
| S1 |
63.13 |
63.13 |
65.36 |
61.72 |
| S2 |
60.31 |
60.31 |
64.76 |
|
| S3 |
53.75 |
56.57 |
64.16 |
|
| S4 |
47.19 |
50.01 |
62.35 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.45 |
99.89 |
71.62 |
|
| R3 |
94.86 |
86.30 |
67.89 |
|
| R2 |
81.27 |
81.27 |
66.64 |
|
| R1 |
72.71 |
72.71 |
65.40 |
70.20 |
| PP |
67.68 |
67.68 |
67.68 |
66.42 |
| S1 |
59.12 |
59.12 |
62.90 |
56.61 |
| S2 |
54.09 |
54.09 |
61.66 |
|
| S3 |
40.50 |
45.53 |
60.41 |
|
| S4 |
26.91 |
31.94 |
56.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.60 |
61.30 |
9.30 |
14.1% |
5.41 |
8.2% |
50% |
True |
False |
256,469 |
| 10 |
76.24 |
61.30 |
14.94 |
22.7% |
5.06 |
7.7% |
31% |
False |
False |
244,296 |
| 20 |
95.13 |
61.30 |
33.83 |
51.3% |
5.30 |
8.0% |
14% |
False |
False |
206,370 |
| 40 |
110.98 |
61.30 |
49.68 |
75.3% |
5.51 |
8.3% |
9% |
False |
False |
153,198 |
| 60 |
122.87 |
61.30 |
61.57 |
93.3% |
5.23 |
7.9% |
8% |
False |
False |
118,381 |
| 80 |
148.60 |
61.30 |
87.30 |
132.4% |
5.19 |
7.9% |
5% |
False |
False |
99,681 |
| 100 |
148.60 |
61.30 |
87.30 |
132.4% |
4.98 |
7.6% |
5% |
False |
False |
86,726 |
| 120 |
148.60 |
61.30 |
87.30 |
132.4% |
4.95 |
7.5% |
5% |
False |
False |
79,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.48 |
|
2.618 |
87.77 |
|
1.618 |
81.21 |
|
1.000 |
77.16 |
|
0.618 |
74.65 |
|
HIGH |
70.60 |
|
0.618 |
68.09 |
|
0.500 |
67.32 |
|
0.382 |
66.55 |
|
LOW |
64.04 |
|
0.618 |
59.99 |
|
1.000 |
57.48 |
|
1.618 |
53.43 |
|
2.618 |
46.87 |
|
4.250 |
36.16 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
67.32 |
66.11 |
| PP |
66.87 |
66.06 |
| S1 |
66.41 |
66.01 |
|