NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
66.54 |
72.74 |
6.20 |
9.3% |
66.53 |
| High |
74.05 |
72.78 |
-1.27 |
-1.7% |
72.38 |
| Low |
66.01 |
68.49 |
2.48 |
3.8% |
64.07 |
| Close |
73.63 |
68.69 |
-4.94 |
-6.7% |
70.56 |
| Range |
8.04 |
4.29 |
-3.75 |
-46.6% |
8.31 |
| ATR |
4.72 |
4.75 |
0.03 |
0.6% |
0.00 |
| Volume |
5,703 |
11,332 |
5,629 |
98.7% |
40,097 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.86 |
80.06 |
71.05 |
|
| R3 |
78.57 |
75.77 |
69.87 |
|
| R2 |
74.28 |
74.28 |
69.48 |
|
| R1 |
71.48 |
71.48 |
69.08 |
70.74 |
| PP |
69.99 |
69.99 |
69.99 |
69.61 |
| S1 |
67.19 |
67.19 |
68.30 |
66.45 |
| S2 |
65.70 |
65.70 |
67.90 |
|
| S3 |
61.41 |
62.90 |
67.51 |
|
| S4 |
57.12 |
58.61 |
66.33 |
|
|
| 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 |
11.7% |
5.53 |
8.1% |
33% |
False |
False |
8,895 |
| 10 |
74.05 |
64.07 |
9.98 |
14.5% |
4.55 |
6.6% |
46% |
False |
False |
7,917 |
| 20 |
89.50 |
64.07 |
25.43 |
37.0% |
4.52 |
6.6% |
18% |
False |
False |
6,416 |
| 40 |
111.15 |
64.07 |
47.08 |
68.5% |
3.92 |
5.7% |
10% |
False |
False |
4,813 |
| 60 |
123.58 |
64.07 |
59.51 |
86.6% |
2.98 |
4.3% |
8% |
False |
False |
3,737 |
| 80 |
137.35 |
64.07 |
73.28 |
106.7% |
2.31 |
3.4% |
6% |
False |
False |
3,080 |
| 100 |
146.86 |
64.07 |
82.79 |
120.5% |
1.85 |
2.7% |
6% |
False |
False |
2,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.01 |
|
2.618 |
84.01 |
|
1.618 |
79.72 |
|
1.000 |
77.07 |
|
0.618 |
75.43 |
|
HIGH |
72.78 |
|
0.618 |
71.14 |
|
0.500 |
70.64 |
|
0.382 |
70.13 |
|
LOW |
68.49 |
|
0.618 |
65.84 |
|
1.000 |
64.20 |
|
1.618 |
61.55 |
|
2.618 |
57.26 |
|
4.250 |
50.26 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
70.64 |
70.03 |
| PP |
69.99 |
69.58 |
| S1 |
69.34 |
69.14 |
|