NYMEX Light Sweet Crude Oil Future March 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 |
69.38 |
65.86 |
-3.52 |
-5.1% |
65.60 |
| High |
71.12 |
73.54 |
2.42 |
3.4% |
72.04 |
| Low |
65.83 |
64.45 |
-1.38 |
-2.1% |
62.76 |
| Close |
66.02 |
72.79 |
6.77 |
10.3% |
69.92 |
| Range |
5.29 |
9.09 |
3.80 |
71.8% |
9.28 |
| ATR |
4.98 |
5.27 |
0.29 |
5.9% |
0.00 |
| Volume |
13,865 |
8,855 |
-5,010 |
-36.1% |
74,044 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.53 |
94.25 |
77.79 |
|
| R3 |
88.44 |
85.16 |
75.29 |
|
| R2 |
79.35 |
79.35 |
74.46 |
|
| R1 |
76.07 |
76.07 |
73.62 |
77.71 |
| PP |
70.26 |
70.26 |
70.26 |
71.08 |
| S1 |
66.98 |
66.98 |
71.96 |
68.62 |
| S2 |
61.17 |
61.17 |
71.12 |
|
| S3 |
52.08 |
57.89 |
70.29 |
|
| S4 |
42.99 |
48.80 |
67.79 |
|
|
| 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 |
73.54 |
64.45 |
9.09 |
12.5% |
6.08 |
8.4% |
92% |
True |
True |
13,655 |
| 10 |
73.54 |
62.76 |
10.78 |
14.8% |
5.25 |
7.2% |
93% |
True |
False |
13,586 |
| 20 |
89.27 |
62.76 |
26.51 |
36.4% |
4.91 |
6.7% |
38% |
False |
False |
11,301 |
| 40 |
111.00 |
62.76 |
48.24 |
66.3% |
4.92 |
6.8% |
21% |
False |
False |
9,082 |
| 60 |
123.30 |
62.76 |
60.54 |
83.2% |
4.31 |
5.9% |
17% |
False |
False |
7,016 |
| 80 |
147.14 |
62.76 |
84.38 |
115.9% |
3.83 |
5.3% |
12% |
False |
False |
5,810 |
| 100 |
148.35 |
62.76 |
85.59 |
117.6% |
3.26 |
4.5% |
12% |
False |
False |
4,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.17 |
|
2.618 |
97.34 |
|
1.618 |
88.25 |
|
1.000 |
82.63 |
|
0.618 |
79.16 |
|
HIGH |
73.54 |
|
0.618 |
70.07 |
|
0.500 |
69.00 |
|
0.382 |
67.92 |
|
LOW |
64.45 |
|
0.618 |
58.83 |
|
1.000 |
55.36 |
|
1.618 |
49.74 |
|
2.618 |
40.65 |
|
4.250 |
25.82 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
71.53 |
71.53 |
| PP |
70.26 |
70.26 |
| S1 |
69.00 |
69.00 |
|