NYMEX Light Sweet Crude Oil Future February 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 |
68.42 |
65.21 |
-3.21 |
-4.7% |
65.00 |
| High |
70.41 |
72.86 |
2.45 |
3.5% |
71.45 |
| Low |
65.10 |
63.69 |
-1.41 |
-2.2% |
62.45 |
| Close |
65.30 |
71.96 |
6.66 |
10.2% |
69.22 |
| Range |
5.31 |
9.17 |
3.86 |
72.7% |
9.00 |
| ATR |
5.13 |
5.42 |
0.29 |
5.6% |
0.00 |
| Volume |
22,648 |
17,611 |
-5,037 |
-22.2% |
115,400 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.01 |
93.66 |
77.00 |
|
| R3 |
87.84 |
84.49 |
74.48 |
|
| R2 |
78.67 |
78.67 |
73.64 |
|
| R1 |
75.32 |
75.32 |
72.80 |
77.00 |
| PP |
69.50 |
69.50 |
69.50 |
70.34 |
| S1 |
66.15 |
66.15 |
71.12 |
67.83 |
| S2 |
60.33 |
60.33 |
70.28 |
|
| S3 |
51.16 |
56.98 |
69.44 |
|
| S4 |
41.99 |
47.81 |
66.92 |
|
|
| 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 |
72.86 |
63.69 |
9.17 |
12.7% |
6.27 |
8.7% |
90% |
True |
True |
23,993 |
| 10 |
72.86 |
62.45 |
10.41 |
14.5% |
5.33 |
7.4% |
91% |
True |
False |
21,394 |
| 20 |
89.32 |
62.45 |
26.87 |
37.3% |
5.06 |
7.0% |
35% |
False |
False |
17,037 |
| 40 |
109.44 |
62.45 |
46.99 |
65.3% |
4.97 |
6.9% |
20% |
False |
False |
13,347 |
| 60 |
123.65 |
62.45 |
61.20 |
85.0% |
4.57 |
6.3% |
16% |
False |
False |
10,157 |
| 80 |
145.82 |
62.45 |
83.37 |
115.9% |
4.20 |
5.8% |
11% |
False |
False |
8,327 |
| 100 |
148.17 |
62.45 |
85.72 |
119.1% |
3.64 |
5.1% |
11% |
False |
False |
6,887 |
| 120 |
148.17 |
62.45 |
85.72 |
119.1% |
3.21 |
4.5% |
11% |
False |
False |
5,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.83 |
|
2.618 |
96.87 |
|
1.618 |
87.70 |
|
1.000 |
82.03 |
|
0.618 |
78.53 |
|
HIGH |
72.86 |
|
0.618 |
69.36 |
|
0.500 |
68.28 |
|
0.382 |
67.19 |
|
LOW |
63.69 |
|
0.618 |
58.02 |
|
1.000 |
54.52 |
|
1.618 |
48.85 |
|
2.618 |
39.68 |
|
4.250 |
24.72 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
70.73 |
70.73 |
| PP |
69.50 |
69.50 |
| S1 |
68.28 |
68.28 |
|