NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
68.00 |
64.52 |
-3.48 |
-5.1% |
65.24 |
| High |
69.76 |
72.37 |
2.61 |
3.7% |
71.03 |
| Low |
64.31 |
62.95 |
-1.36 |
-2.1% |
61.70 |
| Close |
64.59 |
71.19 |
6.60 |
10.2% |
68.48 |
| Range |
5.45 |
9.42 |
3.97 |
72.8% |
9.33 |
| ATR |
5.44 |
5.72 |
0.28 |
5.2% |
0.00 |
| Volume |
71,527 |
53,122 |
-18,405 |
-25.7% |
284,340 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.10 |
93.56 |
76.37 |
|
| R3 |
87.68 |
84.14 |
73.78 |
|
| R2 |
78.26 |
78.26 |
72.92 |
|
| R1 |
74.72 |
74.72 |
72.05 |
76.49 |
| PP |
68.84 |
68.84 |
68.84 |
69.72 |
| S1 |
65.30 |
65.30 |
70.33 |
67.07 |
| S2 |
59.42 |
59.42 |
69.46 |
|
| S3 |
50.00 |
55.88 |
68.60 |
|
| S4 |
40.58 |
46.46 |
66.01 |
|
|
| 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 |
72.37 |
62.95 |
9.42 |
13.2% |
6.49 |
9.1% |
87% |
True |
True |
60,753 |
| 10 |
72.37 |
61.70 |
10.67 |
15.0% |
5.62 |
7.9% |
89% |
True |
False |
58,967 |
| 20 |
89.21 |
61.70 |
27.51 |
38.6% |
5.39 |
7.6% |
34% |
False |
False |
51,157 |
| 40 |
109.36 |
61.70 |
47.66 |
66.9% |
5.40 |
7.6% |
20% |
False |
False |
40,275 |
| 60 |
123.22 |
61.70 |
61.52 |
86.4% |
5.02 |
7.1% |
15% |
False |
False |
29,932 |
| 80 |
147.30 |
61.70 |
85.60 |
120.2% |
4.84 |
6.8% |
11% |
False |
False |
24,215 |
| 100 |
148.35 |
61.70 |
86.65 |
121.7% |
4.40 |
6.2% |
11% |
False |
False |
20,049 |
| 120 |
148.35 |
61.70 |
86.65 |
121.7% |
4.17 |
5.9% |
11% |
False |
False |
17,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.41 |
|
2.618 |
97.03 |
|
1.618 |
87.61 |
|
1.000 |
81.79 |
|
0.618 |
78.19 |
|
HIGH |
72.37 |
|
0.618 |
68.77 |
|
0.500 |
67.66 |
|
0.382 |
66.55 |
|
LOW |
62.95 |
|
0.618 |
57.13 |
|
1.000 |
53.53 |
|
1.618 |
47.71 |
|
2.618 |
38.29 |
|
4.250 |
22.92 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
70.01 |
70.01 |
| PP |
68.84 |
68.84 |
| S1 |
67.66 |
67.66 |
|