NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
68.61 |
66.01 |
-2.60 |
-3.8% |
65.24 |
| High |
71.03 |
69.26 |
-1.77 |
-2.5% |
71.03 |
| Low |
64.60 |
63.69 |
-0.91 |
-1.4% |
61.70 |
| Close |
66.54 |
68.48 |
1.94 |
2.9% |
68.48 |
| Range |
6.43 |
5.57 |
-0.86 |
-13.4% |
9.33 |
| ATR |
5.43 |
5.44 |
0.01 |
0.2% |
0.00 |
| Volume |
64,358 |
74,649 |
10,291 |
16.0% |
284,340 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.85 |
81.74 |
71.54 |
|
| R3 |
78.28 |
76.17 |
70.01 |
|
| R2 |
72.71 |
72.71 |
69.50 |
|
| R1 |
70.60 |
70.60 |
68.99 |
71.66 |
| PP |
67.14 |
67.14 |
67.14 |
67.67 |
| S1 |
65.03 |
65.03 |
67.97 |
66.09 |
| S2 |
61.57 |
61.57 |
67.46 |
|
| S3 |
56.00 |
59.46 |
66.95 |
|
| S4 |
50.43 |
53.89 |
65.42 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.06 |
91.10 |
73.61 |
|
| R3 |
85.73 |
81.77 |
71.05 |
|
| R2 |
76.40 |
76.40 |
70.19 |
|
| R1 |
72.44 |
72.44 |
69.34 |
74.42 |
| PP |
67.07 |
67.07 |
67.07 |
68.06 |
| S1 |
63.11 |
63.11 |
67.62 |
65.09 |
| S2 |
57.74 |
57.74 |
66.77 |
|
| S3 |
48.41 |
53.78 |
65.91 |
|
| S4 |
39.08 |
44.45 |
63.35 |
|
|
| 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 |
13.6% |
5.10 |
7.5% |
73% |
False |
False |
56,868 |
| 10 |
76.45 |
61.70 |
14.75 |
21.5% |
5.10 |
7.4% |
46% |
False |
False |
53,045 |
| 20 |
91.45 |
61.70 |
29.75 |
43.4% |
5.15 |
7.5% |
23% |
False |
False |
48,011 |
| 40 |
111.02 |
61.70 |
49.32 |
72.0% |
5.24 |
7.6% |
14% |
False |
False |
37,715 |
| 60 |
123.22 |
61.70 |
61.52 |
89.8% |
4.90 |
7.2% |
11% |
False |
False |
28,269 |
| 80 |
148.35 |
61.70 |
86.65 |
126.5% |
4.75 |
6.9% |
8% |
False |
False |
22,760 |
| 100 |
148.35 |
61.70 |
86.65 |
126.5% |
4.30 |
6.3% |
8% |
False |
False |
18,860 |
| 120 |
148.35 |
61.70 |
86.65 |
126.5% |
4.08 |
6.0% |
8% |
False |
False |
16,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.93 |
|
2.618 |
83.84 |
|
1.618 |
78.27 |
|
1.000 |
74.83 |
|
0.618 |
72.70 |
|
HIGH |
69.26 |
|
0.618 |
67.13 |
|
0.500 |
66.48 |
|
0.382 |
65.82 |
|
LOW |
63.69 |
|
0.618 |
60.25 |
|
1.000 |
58.12 |
|
1.618 |
54.68 |
|
2.618 |
49.11 |
|
4.250 |
40.02 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
67.81 |
68.11 |
| PP |
67.14 |
67.73 |
| S1 |
66.48 |
67.36 |
|