NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
63.80 |
70.00 |
6.20 |
9.7% |
64.78 |
| High |
71.77 |
70.46 |
-1.31 |
-1.8% |
70.60 |
| Low |
62.25 |
65.00 |
2.75 |
4.4% |
61.30 |
| Close |
70.53 |
65.30 |
-5.23 |
-7.4% |
67.81 |
| Range |
9.52 |
5.46 |
-4.06 |
-42.6% |
9.30 |
| ATR |
5.88 |
5.85 |
-0.02 |
-0.4% |
0.00 |
| Volume |
236,426 |
329,187 |
92,761 |
39.2% |
1,304,656 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.30 |
79.76 |
68.30 |
|
| R3 |
77.84 |
74.30 |
66.80 |
|
| R2 |
72.38 |
72.38 |
66.30 |
|
| R1 |
68.84 |
68.84 |
65.80 |
67.88 |
| PP |
66.92 |
66.92 |
66.92 |
66.44 |
| S1 |
63.38 |
63.38 |
64.80 |
62.42 |
| S2 |
61.46 |
61.46 |
64.30 |
|
| S3 |
56.00 |
57.92 |
63.80 |
|
| S4 |
50.54 |
52.46 |
62.30 |
|
|
| 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 |
14.6% |
6.52 |
10.0% |
32% |
False |
False |
283,421 |
| 10 |
71.77 |
61.30 |
10.47 |
16.0% |
5.66 |
8.7% |
38% |
False |
False |
265,635 |
| 20 |
89.28 |
61.30 |
27.98 |
42.8% |
5.62 |
8.6% |
14% |
False |
False |
233,369 |
| 40 |
109.74 |
61.30 |
48.44 |
74.2% |
5.73 |
8.8% |
8% |
False |
False |
174,627 |
| 60 |
122.87 |
61.30 |
61.57 |
94.3% |
5.41 |
8.3% |
6% |
False |
False |
133,024 |
| 80 |
141.00 |
61.30 |
79.70 |
122.1% |
5.20 |
8.0% |
5% |
False |
False |
111,760 |
| 100 |
148.60 |
61.30 |
87.30 |
133.7% |
5.07 |
7.8% |
5% |
False |
False |
96,229 |
| 120 |
148.60 |
61.30 |
87.30 |
133.7% |
5.06 |
7.7% |
5% |
False |
False |
87,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.67 |
|
2.618 |
84.75 |
|
1.618 |
79.29 |
|
1.000 |
75.92 |
|
0.618 |
73.83 |
|
HIGH |
70.46 |
|
0.618 |
68.37 |
|
0.500 |
67.73 |
|
0.382 |
67.09 |
|
LOW |
65.00 |
|
0.618 |
61.63 |
|
1.000 |
59.54 |
|
1.618 |
56.17 |
|
2.618 |
50.71 |
|
4.250 |
41.80 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
67.73 |
67.01 |
| PP |
66.92 |
66.44 |
| S1 |
66.11 |
65.87 |
|