NYMEX Light Sweet Crude Oil Future April 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 |
69.87 |
66.54 |
-3.33 |
-4.8% |
66.53 |
| High |
71.74 |
74.05 |
2.31 |
3.2% |
72.38 |
| Low |
66.72 |
66.01 |
-0.71 |
-1.1% |
64.07 |
| Close |
66.73 |
73.63 |
6.90 |
10.3% |
70.56 |
| Range |
5.02 |
8.04 |
3.02 |
60.2% |
8.31 |
| ATR |
4.46 |
4.72 |
0.26 |
5.7% |
0.00 |
| Volume |
8,490 |
5,703 |
-2,787 |
-32.8% |
40,097 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.35 |
92.53 |
78.05 |
|
| R3 |
87.31 |
84.49 |
75.84 |
|
| R2 |
79.27 |
79.27 |
75.10 |
|
| R1 |
76.45 |
76.45 |
74.37 |
77.86 |
| PP |
71.23 |
71.23 |
71.23 |
71.94 |
| S1 |
68.41 |
68.41 |
72.89 |
69.82 |
| S2 |
63.19 |
63.19 |
72.16 |
|
| S3 |
55.15 |
60.37 |
71.42 |
|
| S4 |
47.11 |
52.33 |
69.21 |
|
|
| 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 |
74.05 |
66.01 |
8.04 |
10.9% |
5.55 |
7.5% |
95% |
True |
True |
7,889 |
| 10 |
74.05 |
64.07 |
9.98 |
13.6% |
4.61 |
6.3% |
96% |
True |
False |
7,195 |
| 20 |
89.50 |
64.07 |
25.43 |
34.5% |
4.49 |
6.1% |
38% |
False |
False |
6,079 |
| 40 |
111.15 |
64.07 |
47.08 |
63.9% |
3.87 |
5.3% |
20% |
False |
False |
4,600 |
| 60 |
123.58 |
64.07 |
59.51 |
80.8% |
2.90 |
3.9% |
16% |
False |
False |
3,560 |
| 80 |
141.00 |
64.07 |
76.93 |
104.5% |
2.26 |
3.1% |
12% |
False |
False |
2,944 |
| 100 |
146.86 |
64.07 |
82.79 |
112.4% |
1.81 |
2.5% |
12% |
False |
False |
2,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.22 |
|
2.618 |
95.10 |
|
1.618 |
87.06 |
|
1.000 |
82.09 |
|
0.618 |
79.02 |
|
HIGH |
74.05 |
|
0.618 |
70.98 |
|
0.500 |
70.03 |
|
0.382 |
69.08 |
|
LOW |
66.01 |
|
0.618 |
61.04 |
|
1.000 |
57.97 |
|
1.618 |
53.00 |
|
2.618 |
44.96 |
|
4.250 |
31.84 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
72.43 |
72.43 |
| PP |
71.23 |
71.23 |
| S1 |
70.03 |
70.03 |
|