NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
69.58 |
67.25 |
-2.33 |
-3.3% |
65.60 |
| High |
72.04 |
70.61 |
-1.43 |
-2.0% |
72.04 |
| Low |
66.13 |
65.75 |
-0.38 |
-0.6% |
62.76 |
| Close |
67.97 |
69.92 |
1.95 |
2.9% |
69.92 |
| Range |
5.91 |
4.86 |
-1.05 |
-17.8% |
9.28 |
| ATR |
4.96 |
4.96 |
-0.01 |
-0.1% |
0.00 |
| Volume |
14,603 |
15,984 |
1,381 |
9.5% |
74,044 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.34 |
81.49 |
72.59 |
|
| R3 |
78.48 |
76.63 |
71.26 |
|
| R2 |
73.62 |
73.62 |
70.81 |
|
| R1 |
71.77 |
71.77 |
70.37 |
72.70 |
| PP |
68.76 |
68.76 |
68.76 |
69.22 |
| S1 |
66.91 |
66.91 |
69.47 |
67.84 |
| S2 |
63.90 |
63.90 |
69.03 |
|
| S3 |
59.04 |
62.05 |
68.58 |
|
| S4 |
54.18 |
57.19 |
67.25 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.08 |
92.28 |
75.02 |
|
| R3 |
86.80 |
83.00 |
72.47 |
|
| R2 |
77.52 |
77.52 |
71.62 |
|
| R1 |
73.72 |
73.72 |
70.77 |
75.62 |
| PP |
68.24 |
68.24 |
68.24 |
69.19 |
| S1 |
64.44 |
64.44 |
69.07 |
66.34 |
| S2 |
58.96 |
58.96 |
68.22 |
|
| S3 |
49.68 |
55.16 |
67.37 |
|
| S4 |
40.40 |
45.88 |
64.82 |
|
|
| 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 |
13.3% |
4.67 |
6.7% |
77% |
False |
False |
14,808 |
| 10 |
77.08 |
62.76 |
14.32 |
20.5% |
4.71 |
6.7% |
50% |
False |
False |
12,723 |
| 20 |
91.35 |
62.76 |
28.59 |
40.9% |
4.63 |
6.6% |
25% |
False |
False |
10,876 |
| 40 |
111.00 |
62.76 |
48.24 |
69.0% |
4.76 |
6.8% |
15% |
False |
False |
8,741 |
| 60 |
123.30 |
62.76 |
60.54 |
86.6% |
4.12 |
5.9% |
12% |
False |
False |
6,722 |
| 80 |
148.35 |
62.76 |
85.59 |
122.4% |
3.79 |
5.4% |
8% |
False |
False |
5,565 |
| 100 |
148.35 |
62.76 |
85.59 |
122.4% |
3.12 |
4.5% |
8% |
False |
False |
4,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.27 |
|
2.618 |
83.33 |
|
1.618 |
78.47 |
|
1.000 |
75.47 |
|
0.618 |
73.61 |
|
HIGH |
70.61 |
|
0.618 |
68.75 |
|
0.500 |
68.18 |
|
0.382 |
67.61 |
|
LOW |
65.75 |
|
0.618 |
62.75 |
|
1.000 |
60.89 |
|
1.618 |
57.89 |
|
2.618 |
53.03 |
|
4.250 |
45.10 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.34 |
69.51 |
| PP |
68.76 |
69.09 |
| S1 |
68.18 |
68.68 |
|