NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
62.97 |
65.91 |
2.94 |
4.7% |
72.93 |
| High |
66.04 |
69.81 |
3.77 |
5.7% |
76.72 |
| Low |
62.84 |
64.65 |
1.81 |
2.9% |
63.75 |
| Close |
63.72 |
68.54 |
4.82 |
7.6% |
65.06 |
| Range |
3.20 |
5.16 |
1.96 |
61.3% |
12.97 |
| ATR |
4.91 |
5.00 |
0.08 |
1.7% |
0.00 |
| Volume |
16,747 |
20,964 |
4,217 |
25.2% |
78,792 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.15 |
81.00 |
71.38 |
|
| R3 |
77.99 |
75.84 |
69.96 |
|
| R2 |
72.83 |
72.83 |
69.49 |
|
| R1 |
70.68 |
70.68 |
69.01 |
71.76 |
| PP |
67.67 |
67.67 |
67.67 |
68.20 |
| S1 |
65.52 |
65.52 |
68.07 |
66.60 |
| S2 |
62.51 |
62.51 |
67.59 |
|
| S3 |
57.35 |
60.36 |
67.12 |
|
| S4 |
52.19 |
55.20 |
65.70 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.42 |
99.21 |
72.19 |
|
| R3 |
94.45 |
86.24 |
68.63 |
|
| R2 |
81.48 |
81.48 |
67.44 |
|
| R1 |
73.27 |
73.27 |
66.25 |
70.89 |
| PP |
68.51 |
68.51 |
68.51 |
67.32 |
| S1 |
60.30 |
60.30 |
63.87 |
57.92 |
| S2 |
55.54 |
55.54 |
62.68 |
|
| S3 |
42.57 |
47.33 |
61.49 |
|
| S4 |
29.60 |
34.36 |
57.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.22 |
62.45 |
7.77 |
11.3% |
4.47 |
6.5% |
78% |
False |
False |
20,197 |
| 10 |
76.72 |
62.45 |
14.27 |
20.8% |
4.57 |
6.7% |
43% |
False |
False |
16,455 |
| 20 |
99.55 |
62.45 |
37.10 |
54.1% |
4.73 |
6.9% |
16% |
False |
False |
14,276 |
| 40 |
112.15 |
62.45 |
49.70 |
72.5% |
4.61 |
6.7% |
12% |
False |
False |
11,480 |
| 60 |
123.65 |
62.45 |
61.20 |
89.3% |
4.32 |
6.3% |
10% |
False |
False |
8,807 |
| 80 |
148.17 |
62.45 |
85.72 |
125.1% |
4.00 |
5.8% |
7% |
False |
False |
7,191 |
| 100 |
148.17 |
62.45 |
85.72 |
125.1% |
3.41 |
5.0% |
7% |
False |
False |
5,954 |
| 120 |
148.17 |
62.45 |
85.72 |
125.1% |
3.02 |
4.4% |
7% |
False |
False |
5,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.74 |
|
2.618 |
83.32 |
|
1.618 |
78.16 |
|
1.000 |
74.97 |
|
0.618 |
73.00 |
|
HIGH |
69.81 |
|
0.618 |
67.84 |
|
0.500 |
67.23 |
|
0.382 |
66.62 |
|
LOW |
64.65 |
|
0.618 |
61.46 |
|
1.000 |
59.49 |
|
1.618 |
56.30 |
|
2.618 |
51.14 |
|
4.250 |
42.72 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
68.10 |
67.74 |
| PP |
67.67 |
66.93 |
| S1 |
67.23 |
66.13 |
|