NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
66.01 |
68.00 |
1.99 |
3.0% |
65.24 |
| High |
69.26 |
69.76 |
0.50 |
0.7% |
71.03 |
| Low |
63.69 |
64.31 |
0.62 |
1.0% |
61.70 |
| Close |
68.48 |
64.59 |
-3.89 |
-5.7% |
68.48 |
| Range |
5.57 |
5.45 |
-0.12 |
-2.2% |
9.33 |
| ATR |
5.44 |
5.44 |
0.00 |
0.0% |
0.00 |
| Volume |
74,649 |
71,527 |
-3,122 |
-4.2% |
284,340 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.57 |
79.03 |
67.59 |
|
| R3 |
77.12 |
73.58 |
66.09 |
|
| R2 |
71.67 |
71.67 |
65.59 |
|
| R1 |
68.13 |
68.13 |
65.09 |
67.18 |
| PP |
66.22 |
66.22 |
66.22 |
65.74 |
| S1 |
62.68 |
62.68 |
64.09 |
61.73 |
| S2 |
60.77 |
60.77 |
63.59 |
|
| S3 |
55.32 |
57.23 |
63.09 |
|
| S4 |
49.87 |
51.78 |
61.59 |
|
|
| 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 |
62.13 |
8.90 |
13.8% |
5.30 |
8.2% |
28% |
False |
False |
59,137 |
| 10 |
76.22 |
61.70 |
14.52 |
22.5% |
5.23 |
8.1% |
20% |
False |
False |
56,976 |
| 20 |
90.92 |
61.70 |
29.22 |
45.2% |
5.17 |
8.0% |
10% |
False |
False |
50,118 |
| 40 |
109.36 |
61.70 |
47.66 |
73.8% |
5.25 |
8.1% |
6% |
False |
False |
39,199 |
| 60 |
123.22 |
61.70 |
61.52 |
95.2% |
4.93 |
7.6% |
5% |
False |
False |
29,277 |
| 80 |
147.60 |
61.70 |
85.90 |
133.0% |
4.76 |
7.4% |
3% |
False |
False |
23,610 |
| 100 |
148.35 |
61.70 |
86.65 |
134.2% |
4.34 |
6.7% |
3% |
False |
False |
19,545 |
| 120 |
148.35 |
61.70 |
86.65 |
134.2% |
4.10 |
6.4% |
3% |
False |
False |
16,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.92 |
|
2.618 |
84.03 |
|
1.618 |
78.58 |
|
1.000 |
75.21 |
|
0.618 |
73.13 |
|
HIGH |
69.76 |
|
0.618 |
67.68 |
|
0.500 |
67.04 |
|
0.382 |
66.39 |
|
LOW |
64.31 |
|
0.618 |
60.94 |
|
1.000 |
58.86 |
|
1.618 |
55.49 |
|
2.618 |
50.04 |
|
4.250 |
41.15 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
67.04 |
67.36 |
| PP |
66.22 |
66.44 |
| S1 |
65.41 |
65.51 |
|