NYMEX Light Sweet Crude Oil Future February 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 |
65.91 |
69.00 |
3.09 |
4.7% |
72.93 |
| High |
69.81 |
71.45 |
1.64 |
2.3% |
76.72 |
| Low |
64.65 |
65.30 |
0.65 |
1.0% |
63.75 |
| Close |
68.54 |
67.27 |
-1.27 |
-1.9% |
65.06 |
| Range |
5.16 |
6.15 |
0.99 |
19.2% |
12.97 |
| ATR |
5.00 |
5.08 |
0.08 |
1.6% |
0.00 |
| Volume |
20,964 |
28,466 |
7,502 |
35.8% |
78,792 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.46 |
83.01 |
70.65 |
|
| R3 |
80.31 |
76.86 |
68.96 |
|
| R2 |
74.16 |
74.16 |
68.40 |
|
| R1 |
70.71 |
70.71 |
67.83 |
69.36 |
| PP |
68.01 |
68.01 |
68.01 |
67.33 |
| S1 |
64.56 |
64.56 |
66.71 |
63.21 |
| S2 |
61.86 |
61.86 |
66.14 |
|
| S3 |
55.71 |
58.41 |
65.58 |
|
| S4 |
49.56 |
52.26 |
63.89 |
|
|
| 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 |
71.45 |
62.45 |
9.00 |
13.4% |
5.01 |
7.4% |
54% |
True |
False |
20,899 |
| 10 |
76.72 |
62.45 |
14.27 |
21.2% |
4.68 |
6.9% |
34% |
False |
False |
18,299 |
| 20 |
95.00 |
62.45 |
32.55 |
48.4% |
4.71 |
7.0% |
15% |
False |
False |
15,125 |
| 40 |
110.60 |
62.45 |
48.15 |
71.6% |
4.69 |
7.0% |
10% |
False |
False |
12,028 |
| 60 |
123.65 |
62.45 |
61.20 |
91.0% |
4.39 |
6.5% |
8% |
False |
False |
9,186 |
| 80 |
148.17 |
62.45 |
85.72 |
127.4% |
4.06 |
6.0% |
6% |
False |
False |
7,523 |
| 100 |
148.17 |
62.45 |
85.72 |
127.4% |
3.45 |
5.1% |
6% |
False |
False |
6,225 |
| 120 |
148.17 |
62.45 |
85.72 |
127.4% |
3.07 |
4.6% |
6% |
False |
False |
5,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.59 |
|
2.618 |
87.55 |
|
1.618 |
81.40 |
|
1.000 |
77.60 |
|
0.618 |
75.25 |
|
HIGH |
71.45 |
|
0.618 |
69.10 |
|
0.500 |
68.38 |
|
0.382 |
67.65 |
|
LOW |
65.30 |
|
0.618 |
61.50 |
|
1.000 |
59.15 |
|
1.618 |
55.35 |
|
2.618 |
49.20 |
|
4.250 |
39.16 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
68.38 |
67.23 |
| PP |
68.01 |
67.19 |
| S1 |
67.64 |
67.15 |
|