NYMEX Light Sweet Crude Oil Future February 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 |
66.92 |
68.42 |
1.50 |
2.2% |
65.00 |
| High |
70.00 |
70.41 |
0.41 |
0.6% |
71.45 |
| Low |
64.45 |
65.10 |
0.65 |
1.0% |
62.45 |
| Close |
69.22 |
65.30 |
-3.92 |
-5.7% |
69.22 |
| Range |
5.55 |
5.31 |
-0.24 |
-4.3% |
9.00 |
| ATR |
5.11 |
5.13 |
0.01 |
0.3% |
0.00 |
| Volume |
30,276 |
22,648 |
-7,628 |
-25.2% |
115,400 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.87 |
79.39 |
68.22 |
|
| R3 |
77.56 |
74.08 |
66.76 |
|
| R2 |
72.25 |
72.25 |
66.27 |
|
| R1 |
68.77 |
68.77 |
65.79 |
67.86 |
| PP |
66.94 |
66.94 |
66.94 |
66.48 |
| S1 |
63.46 |
63.46 |
64.81 |
62.55 |
| S2 |
61.63 |
61.63 |
64.33 |
|
| S3 |
56.32 |
58.15 |
63.84 |
|
| S4 |
51.01 |
52.84 |
62.38 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.71 |
90.96 |
74.17 |
|
| R3 |
85.71 |
81.96 |
71.70 |
|
| R2 |
76.71 |
76.71 |
70.87 |
|
| R1 |
72.96 |
72.96 |
70.05 |
74.84 |
| PP |
67.71 |
67.71 |
67.71 |
68.64 |
| S1 |
63.96 |
63.96 |
68.40 |
65.84 |
| S2 |
58.71 |
58.71 |
67.57 |
|
| S3 |
49.71 |
54.96 |
66.75 |
|
| S4 |
40.71 |
45.96 |
64.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.45 |
62.84 |
8.61 |
13.2% |
5.07 |
7.8% |
29% |
False |
False |
23,820 |
| 10 |
76.49 |
62.45 |
14.04 |
21.5% |
4.94 |
7.6% |
20% |
False |
False |
20,427 |
| 20 |
90.30 |
62.45 |
27.85 |
42.6% |
4.81 |
7.4% |
10% |
False |
False |
16,635 |
| 40 |
109.44 |
62.45 |
46.99 |
72.0% |
4.79 |
7.3% |
6% |
False |
False |
13,037 |
| 60 |
123.65 |
62.45 |
61.20 |
93.7% |
4.47 |
6.8% |
5% |
False |
False |
9,928 |
| 80 |
146.93 |
62.45 |
84.48 |
129.4% |
4.10 |
6.3% |
3% |
False |
False |
8,126 |
| 100 |
148.17 |
62.45 |
85.72 |
131.3% |
3.55 |
5.4% |
3% |
False |
False |
6,716 |
| 120 |
148.17 |
62.45 |
85.72 |
131.3% |
3.14 |
4.8% |
3% |
False |
False |
5,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.98 |
|
2.618 |
84.31 |
|
1.618 |
79.00 |
|
1.000 |
75.72 |
|
0.618 |
73.69 |
|
HIGH |
70.41 |
|
0.618 |
68.38 |
|
0.500 |
67.76 |
|
0.382 |
67.13 |
|
LOW |
65.10 |
|
0.618 |
61.82 |
|
1.000 |
59.79 |
|
1.618 |
56.51 |
|
2.618 |
51.20 |
|
4.250 |
42.53 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
67.76 |
67.95 |
| PP |
66.94 |
67.07 |
| S1 |
66.12 |
66.18 |
|