NYMEX Light Sweet Crude Oil Future March 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 |
67.25 |
69.38 |
2.13 |
3.2% |
65.60 |
| High |
70.61 |
71.12 |
0.51 |
0.7% |
72.04 |
| Low |
65.75 |
65.83 |
0.08 |
0.1% |
62.76 |
| Close |
69.92 |
66.02 |
-3.90 |
-5.6% |
69.92 |
| Range |
4.86 |
5.29 |
0.43 |
8.8% |
9.28 |
| ATR |
4.96 |
4.98 |
0.02 |
0.5% |
0.00 |
| Volume |
15,984 |
13,865 |
-2,119 |
-13.3% |
74,044 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.53 |
80.06 |
68.93 |
|
| R3 |
78.24 |
74.77 |
67.47 |
|
| R2 |
72.95 |
72.95 |
66.99 |
|
| R1 |
69.48 |
69.48 |
66.50 |
68.57 |
| PP |
67.66 |
67.66 |
67.66 |
67.20 |
| S1 |
64.19 |
64.19 |
65.54 |
63.28 |
| S2 |
62.37 |
62.37 |
65.05 |
|
| S3 |
57.08 |
58.90 |
64.57 |
|
| S4 |
51.79 |
53.61 |
63.11 |
|
|
| 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 |
63.39 |
8.65 |
13.1% |
4.88 |
7.4% |
30% |
False |
False |
14,029 |
| 10 |
77.04 |
62.76 |
14.28 |
21.6% |
4.86 |
7.4% |
23% |
False |
False |
13,252 |
| 20 |
90.57 |
62.76 |
27.81 |
42.1% |
4.67 |
7.1% |
12% |
False |
False |
11,251 |
| 40 |
111.00 |
62.76 |
48.24 |
73.1% |
4.80 |
7.3% |
7% |
False |
False |
8,976 |
| 60 |
123.30 |
62.76 |
60.54 |
91.7% |
4.19 |
6.4% |
5% |
False |
False |
6,905 |
| 80 |
147.14 |
62.76 |
84.38 |
127.8% |
3.80 |
5.7% |
4% |
False |
False |
5,716 |
| 100 |
148.35 |
62.76 |
85.59 |
129.6% |
3.17 |
4.8% |
4% |
False |
False |
4,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.60 |
|
2.618 |
84.97 |
|
1.618 |
79.68 |
|
1.000 |
76.41 |
|
0.618 |
74.39 |
|
HIGH |
71.12 |
|
0.618 |
69.10 |
|
0.500 |
68.48 |
|
0.382 |
67.85 |
|
LOW |
65.83 |
|
0.618 |
62.56 |
|
1.000 |
60.54 |
|
1.618 |
57.27 |
|
2.618 |
51.98 |
|
4.250 |
43.35 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
68.48 |
68.90 |
| PP |
67.66 |
67.94 |
| S1 |
66.84 |
66.98 |
|