NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
65.57 |
68.61 |
3.04 |
4.6% |
72.71 |
| High |
69.68 |
71.03 |
1.35 |
1.9% |
76.45 |
| Low |
64.10 |
64.60 |
0.50 |
0.8% |
63.12 |
| Close |
67.99 |
66.54 |
-1.45 |
-2.1% |
64.58 |
| Range |
5.58 |
6.43 |
0.85 |
15.2% |
13.33 |
| ATR |
5.35 |
5.43 |
0.08 |
1.4% |
0.00 |
| Volume |
40,109 |
64,358 |
24,249 |
60.5% |
246,111 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.68 |
83.04 |
70.08 |
|
| R3 |
80.25 |
76.61 |
68.31 |
|
| R2 |
73.82 |
73.82 |
67.72 |
|
| R1 |
70.18 |
70.18 |
67.13 |
68.79 |
| PP |
67.39 |
67.39 |
67.39 |
66.69 |
| S1 |
63.75 |
63.75 |
65.95 |
62.36 |
| S2 |
60.96 |
60.96 |
65.36 |
|
| S3 |
54.53 |
57.32 |
64.77 |
|
| S4 |
48.10 |
50.89 |
63.00 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.04 |
99.64 |
71.91 |
|
| R3 |
94.71 |
86.31 |
68.25 |
|
| R2 |
81.38 |
81.38 |
67.02 |
|
| R1 |
72.98 |
72.98 |
65.80 |
70.52 |
| PP |
68.05 |
68.05 |
68.05 |
66.82 |
| S1 |
59.65 |
59.65 |
63.36 |
57.19 |
| S2 |
54.72 |
54.72 |
62.14 |
|
| S3 |
41.39 |
46.32 |
60.91 |
|
| S4 |
28.06 |
32.99 |
57.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.03 |
61.70 |
9.33 |
14.0% |
5.34 |
8.0% |
52% |
True |
False |
55,007 |
| 10 |
76.45 |
61.70 |
14.75 |
22.2% |
4.99 |
7.5% |
33% |
False |
False |
50,538 |
| 20 |
94.90 |
61.70 |
33.20 |
49.9% |
5.09 |
7.7% |
15% |
False |
False |
46,002 |
| 40 |
111.02 |
61.70 |
49.32 |
74.1% |
5.17 |
7.8% |
10% |
False |
False |
36,168 |
| 60 |
123.22 |
61.70 |
61.52 |
92.5% |
4.85 |
7.3% |
8% |
False |
False |
27,235 |
| 80 |
148.35 |
61.70 |
86.65 |
130.2% |
4.75 |
7.1% |
6% |
False |
False |
21,876 |
| 100 |
148.35 |
61.70 |
86.65 |
130.2% |
4.29 |
6.4% |
6% |
False |
False |
18,140 |
| 120 |
148.35 |
61.70 |
86.65 |
130.2% |
4.04 |
6.1% |
6% |
False |
False |
15,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.36 |
|
2.618 |
87.86 |
|
1.618 |
81.43 |
|
1.000 |
77.46 |
|
0.618 |
75.00 |
|
HIGH |
71.03 |
|
0.618 |
68.57 |
|
0.500 |
67.82 |
|
0.382 |
67.06 |
|
LOW |
64.60 |
|
0.618 |
60.63 |
|
1.000 |
58.17 |
|
1.618 |
54.20 |
|
2.618 |
47.77 |
|
4.250 |
37.27 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
67.82 |
66.58 |
| PP |
67.39 |
66.57 |
| S1 |
66.97 |
66.55 |
|