NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
67.37 |
63.80 |
-3.57 |
-5.3% |
64.78 |
| High |
69.19 |
71.77 |
2.58 |
3.7% |
70.60 |
| Low |
63.63 |
62.25 |
-1.38 |
-2.2% |
61.30 |
| Close |
63.91 |
70.53 |
6.62 |
10.4% |
67.81 |
| Range |
5.56 |
9.52 |
3.96 |
71.2% |
9.30 |
| ATR |
5.59 |
5.88 |
0.28 |
5.0% |
0.00 |
| Volume |
256,881 |
236,426 |
-20,455 |
-8.0% |
1,304,656 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.74 |
93.16 |
75.77 |
|
| R3 |
87.22 |
83.64 |
73.15 |
|
| R2 |
77.70 |
77.70 |
72.28 |
|
| R1 |
74.12 |
74.12 |
71.40 |
75.91 |
| PP |
68.18 |
68.18 |
68.18 |
69.08 |
| S1 |
64.60 |
64.60 |
69.66 |
66.39 |
| S2 |
58.66 |
58.66 |
68.78 |
|
| S3 |
49.14 |
55.08 |
67.91 |
|
| S4 |
39.62 |
45.56 |
65.29 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.47 |
90.44 |
72.93 |
|
| R3 |
85.17 |
81.14 |
70.37 |
|
| R2 |
75.87 |
75.87 |
69.52 |
|
| R1 |
71.84 |
71.84 |
68.66 |
73.86 |
| PP |
66.57 |
66.57 |
66.57 |
67.58 |
| S1 |
62.54 |
62.54 |
66.96 |
64.56 |
| S2 |
57.27 |
57.27 |
66.11 |
|
| S3 |
47.97 |
53.24 |
65.25 |
|
| S4 |
38.67 |
43.94 |
62.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.77 |
62.25 |
9.52 |
13.5% |
6.54 |
9.3% |
87% |
True |
True |
262,000 |
| 10 |
71.80 |
61.30 |
10.50 |
14.9% |
5.67 |
8.0% |
88% |
False |
False |
256,016 |
| 20 |
89.57 |
61.30 |
28.27 |
40.1% |
5.59 |
7.9% |
33% |
False |
False |
226,571 |
| 40 |
109.74 |
61.30 |
48.44 |
68.7% |
5.69 |
8.1% |
19% |
False |
False |
168,485 |
| 60 |
122.87 |
61.30 |
61.57 |
87.3% |
5.38 |
7.6% |
15% |
False |
False |
128,280 |
| 80 |
148.03 |
61.30 |
86.73 |
123.0% |
5.26 |
7.5% |
11% |
False |
False |
107,931 |
| 100 |
148.60 |
61.30 |
87.30 |
123.8% |
5.05 |
7.2% |
11% |
False |
False |
93,267 |
| 120 |
148.60 |
61.30 |
87.30 |
123.8% |
5.03 |
7.1% |
11% |
False |
False |
85,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.23 |
|
2.618 |
96.69 |
|
1.618 |
87.17 |
|
1.000 |
81.29 |
|
0.618 |
77.65 |
|
HIGH |
71.77 |
|
0.618 |
68.13 |
|
0.500 |
67.01 |
|
0.382 |
65.89 |
|
LOW |
62.25 |
|
0.618 |
56.37 |
|
1.000 |
52.73 |
|
1.618 |
46.85 |
|
2.618 |
37.33 |
|
4.250 |
21.79 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.36 |
69.36 |
| PP |
68.18 |
68.18 |
| S1 |
67.01 |
67.01 |
|