NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
62.86 |
64.50 |
1.64 |
2.6% |
69.38 |
| High |
65.12 |
68.06 |
2.94 |
4.5% |
73.54 |
| Low |
62.85 |
62.56 |
-0.29 |
-0.5% |
62.80 |
| Close |
63.76 |
65.09 |
1.33 |
2.1% |
63.76 |
| Range |
2.27 |
5.50 |
3.23 |
142.3% |
10.74 |
| ATR |
5.04 |
5.07 |
0.03 |
0.7% |
0.00 |
| Volume |
17,085 |
12,080 |
-5,005 |
-29.3% |
69,231 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.74 |
78.91 |
68.12 |
|
| R3 |
76.24 |
73.41 |
66.60 |
|
| R2 |
70.74 |
70.74 |
66.10 |
|
| R1 |
67.91 |
67.91 |
65.59 |
69.33 |
| PP |
65.24 |
65.24 |
65.24 |
65.94 |
| S1 |
62.41 |
62.41 |
64.59 |
63.83 |
| S2 |
59.74 |
59.74 |
64.08 |
|
| S3 |
54.24 |
56.91 |
63.58 |
|
| S4 |
48.74 |
51.41 |
62.07 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.92 |
92.08 |
69.67 |
|
| R3 |
88.18 |
81.34 |
66.71 |
|
| R2 |
77.44 |
77.44 |
65.73 |
|
| R1 |
70.60 |
70.60 |
64.74 |
68.65 |
| PP |
66.70 |
66.70 |
66.70 |
65.73 |
| S1 |
59.86 |
59.86 |
62.78 |
57.91 |
| S2 |
55.96 |
55.96 |
61.79 |
|
| S3 |
45.22 |
49.12 |
60.81 |
|
| S4 |
34.48 |
38.38 |
57.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.54 |
62.56 |
10.98 |
16.9% |
5.23 |
8.0% |
23% |
False |
True |
13,489 |
| 10 |
73.54 |
62.56 |
10.98 |
16.9% |
5.06 |
7.8% |
23% |
False |
True |
13,759 |
| 20 |
86.05 |
62.56 |
23.49 |
36.1% |
4.92 |
7.6% |
11% |
False |
True |
12,388 |
| 40 |
111.00 |
62.56 |
48.44 |
74.4% |
4.97 |
7.6% |
5% |
False |
True |
9,981 |
| 60 |
123.30 |
62.56 |
60.74 |
93.3% |
4.42 |
6.8% |
4% |
False |
True |
7,868 |
| 80 |
133.67 |
62.56 |
71.11 |
109.2% |
3.87 |
5.9% |
4% |
False |
True |
6,460 |
| 100 |
148.35 |
62.56 |
85.79 |
131.8% |
3.42 |
5.3% |
3% |
False |
True |
5,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.44 |
|
2.618 |
82.46 |
|
1.618 |
76.96 |
|
1.000 |
73.56 |
|
0.618 |
71.46 |
|
HIGH |
68.06 |
|
0.618 |
65.96 |
|
0.500 |
65.31 |
|
0.382 |
64.66 |
|
LOW |
62.56 |
|
0.618 |
59.16 |
|
1.000 |
57.06 |
|
1.618 |
53.66 |
|
2.618 |
48.16 |
|
4.250 |
39.19 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
65.31 |
65.31 |
| PP |
65.24 |
65.24 |
| S1 |
65.16 |
65.16 |
|