NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
71.30 |
66.81 |
-4.49 |
-6.3% |
65.00 |
| High |
71.30 |
66.84 |
-4.46 |
-6.3% |
71.45 |
| Low |
66.56 |
61.83 |
-4.73 |
-7.1% |
62.45 |
| Close |
66.84 |
62.36 |
-4.48 |
-6.7% |
69.22 |
| Range |
4.74 |
5.01 |
0.27 |
5.7% |
9.00 |
| ATR |
5.42 |
5.39 |
-0.03 |
-0.5% |
0.00 |
| Volume |
24,829 |
22,130 |
-2,699 |
-10.9% |
115,400 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.71 |
75.54 |
65.12 |
|
| R3 |
73.70 |
70.53 |
63.74 |
|
| R2 |
68.69 |
68.69 |
63.28 |
|
| R1 |
65.52 |
65.52 |
62.82 |
64.60 |
| PP |
63.68 |
63.68 |
63.68 |
63.22 |
| S1 |
60.51 |
60.51 |
61.90 |
59.59 |
| S2 |
58.67 |
58.67 |
61.44 |
|
| S3 |
53.66 |
55.50 |
60.98 |
|
| S4 |
48.65 |
50.49 |
59.60 |
|
|
| 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 |
61.83 |
11.03 |
17.7% |
5.96 |
9.6% |
5% |
False |
True |
23,498 |
| 10 |
72.86 |
61.83 |
11.03 |
17.7% |
5.48 |
8.8% |
5% |
False |
True |
22,199 |
| 20 |
85.78 |
61.83 |
23.95 |
38.4% |
5.11 |
8.2% |
2% |
False |
True |
17,824 |
| 40 |
109.44 |
61.83 |
47.61 |
76.3% |
5.07 |
8.1% |
1% |
False |
True |
14,118 |
| 60 |
123.65 |
61.83 |
61.82 |
99.1% |
4.63 |
7.4% |
1% |
False |
True |
10,829 |
| 80 |
138.64 |
61.83 |
76.81 |
123.2% |
4.24 |
6.8% |
1% |
False |
True |
8,864 |
| 100 |
148.17 |
61.83 |
86.34 |
138.5% |
3.70 |
5.9% |
1% |
False |
True |
7,346 |
| 120 |
148.17 |
61.83 |
86.34 |
138.5% |
3.26 |
5.2% |
1% |
False |
True |
6,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.13 |
|
2.618 |
79.96 |
|
1.618 |
74.95 |
|
1.000 |
71.85 |
|
0.618 |
69.94 |
|
HIGH |
66.84 |
|
0.618 |
64.93 |
|
0.500 |
64.34 |
|
0.382 |
63.74 |
|
LOW |
61.83 |
|
0.618 |
58.73 |
|
1.000 |
56.82 |
|
1.618 |
53.72 |
|
2.618 |
48.71 |
|
4.250 |
40.54 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
64.34 |
67.35 |
| PP |
63.68 |
65.68 |
| S1 |
63.02 |
64.02 |
|