NYMEX Light Sweet Crude Oil Future April 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 |
67.85 |
69.87 |
2.02 |
3.0% |
66.53 |
| High |
70.89 |
71.74 |
0.85 |
1.2% |
72.38 |
| Low |
66.36 |
66.72 |
0.36 |
0.5% |
64.07 |
| Close |
70.56 |
66.73 |
-3.83 |
-5.4% |
70.56 |
| Range |
4.53 |
5.02 |
0.49 |
10.8% |
8.31 |
| ATR |
4.42 |
4.46 |
0.04 |
1.0% |
0.00 |
| Volume |
8,637 |
8,490 |
-147 |
-1.7% |
40,097 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.46 |
80.11 |
69.49 |
|
| R3 |
78.44 |
75.09 |
68.11 |
|
| R2 |
73.42 |
73.42 |
67.65 |
|
| R1 |
70.07 |
70.07 |
67.19 |
69.24 |
| PP |
68.40 |
68.40 |
68.40 |
67.98 |
| S1 |
65.05 |
65.05 |
66.27 |
64.22 |
| S2 |
63.38 |
63.38 |
65.81 |
|
| S3 |
58.36 |
60.03 |
65.35 |
|
| S4 |
53.34 |
55.01 |
63.97 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.93 |
90.56 |
75.13 |
|
| R3 |
85.62 |
82.25 |
72.85 |
|
| R2 |
77.31 |
77.31 |
72.08 |
|
| R1 |
73.94 |
73.94 |
71.32 |
75.63 |
| PP |
69.00 |
69.00 |
69.00 |
69.85 |
| S1 |
65.63 |
65.63 |
69.80 |
67.32 |
| S2 |
60.69 |
60.69 |
69.04 |
|
| S3 |
52.38 |
57.32 |
68.27 |
|
| S4 |
44.07 |
49.01 |
65.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.38 |
64.07 |
8.31 |
12.5% |
4.53 |
6.8% |
32% |
False |
False |
7,579 |
| 10 |
77.63 |
64.07 |
13.56 |
20.3% |
4.30 |
6.4% |
20% |
False |
False |
6,932 |
| 20 |
90.14 |
64.07 |
26.07 |
39.1% |
4.24 |
6.3% |
10% |
False |
False |
5,945 |
| 40 |
111.15 |
64.07 |
47.08 |
70.6% |
3.68 |
5.5% |
6% |
False |
False |
4,510 |
| 60 |
123.58 |
64.07 |
59.51 |
89.2% |
2.81 |
4.2% |
4% |
False |
False |
3,475 |
| 80 |
146.86 |
64.07 |
82.79 |
124.1% |
2.16 |
3.2% |
3% |
False |
False |
2,891 |
| 100 |
146.86 |
64.07 |
82.79 |
124.1% |
1.73 |
2.6% |
3% |
False |
False |
2,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.08 |
|
2.618 |
84.88 |
|
1.618 |
79.86 |
|
1.000 |
76.76 |
|
0.618 |
74.84 |
|
HIGH |
71.74 |
|
0.618 |
69.82 |
|
0.500 |
69.23 |
|
0.382 |
68.64 |
|
LOW |
66.72 |
|
0.618 |
63.62 |
|
1.000 |
61.70 |
|
1.618 |
58.60 |
|
2.618 |
53.58 |
|
4.250 |
45.39 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.23 |
69.37 |
| PP |
68.40 |
68.49 |
| S1 |
67.56 |
67.61 |
|