NYMEX Light Sweet Crude Oil Future March 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 |
66.39 |
69.58 |
3.19 |
4.8% |
74.41 |
| High |
70.57 |
72.04 |
1.47 |
2.1% |
77.08 |
| Low |
65.31 |
66.13 |
0.82 |
1.3% |
64.26 |
| Close |
69.07 |
67.97 |
-1.10 |
-1.6% |
65.54 |
| Range |
5.26 |
5.91 |
0.65 |
12.4% |
12.82 |
| ATR |
4.89 |
4.96 |
0.07 |
1.5% |
0.00 |
| Volume |
14,969 |
14,603 |
-366 |
-2.4% |
53,187 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.44 |
83.12 |
71.22 |
|
| R3 |
80.53 |
77.21 |
69.60 |
|
| R2 |
74.62 |
74.62 |
69.05 |
|
| R1 |
71.30 |
71.30 |
68.51 |
70.01 |
| PP |
68.71 |
68.71 |
68.71 |
68.07 |
| S1 |
65.39 |
65.39 |
67.43 |
64.10 |
| S2 |
62.80 |
62.80 |
66.89 |
|
| S3 |
56.89 |
59.48 |
66.34 |
|
| S4 |
50.98 |
53.57 |
64.72 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.42 |
99.30 |
72.59 |
|
| R3 |
94.60 |
86.48 |
69.07 |
|
| R2 |
81.78 |
81.78 |
67.89 |
|
| R1 |
73.66 |
73.66 |
66.72 |
71.31 |
| PP |
68.96 |
68.96 |
68.96 |
67.79 |
| S1 |
60.84 |
60.84 |
64.36 |
58.49 |
| S2 |
56.14 |
56.14 |
63.19 |
|
| S3 |
43.32 |
48.02 |
62.01 |
|
| S4 |
30.50 |
35.20 |
58.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.04 |
62.76 |
9.28 |
13.7% |
4.97 |
7.3% |
56% |
True |
False |
14,572 |
| 10 |
77.08 |
62.76 |
14.32 |
21.1% |
4.61 |
6.8% |
36% |
False |
False |
12,706 |
| 20 |
95.20 |
62.76 |
32.44 |
47.7% |
4.60 |
6.8% |
16% |
False |
False |
10,535 |
| 40 |
111.00 |
62.76 |
48.24 |
71.0% |
4.71 |
6.9% |
11% |
False |
False |
8,416 |
| 60 |
123.30 |
62.76 |
60.54 |
89.1% |
4.07 |
6.0% |
9% |
False |
False |
6,500 |
| 80 |
148.35 |
62.76 |
85.59 |
125.9% |
3.75 |
5.5% |
6% |
False |
False |
5,383 |
| 100 |
148.35 |
62.76 |
85.59 |
125.9% |
3.07 |
4.5% |
6% |
False |
False |
4,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.16 |
|
2.618 |
87.51 |
|
1.618 |
81.60 |
|
1.000 |
77.95 |
|
0.618 |
75.69 |
|
HIGH |
72.04 |
|
0.618 |
69.78 |
|
0.500 |
69.09 |
|
0.382 |
68.39 |
|
LOW |
66.13 |
|
0.618 |
62.48 |
|
1.000 |
60.22 |
|
1.618 |
56.57 |
|
2.618 |
50.66 |
|
4.250 |
41.01 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.09 |
67.89 |
| PP |
68.71 |
67.80 |
| S1 |
68.34 |
67.72 |
|