NYMEX Light Sweet Crude Oil Future July 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 |
69.18 |
69.53 |
0.35 |
0.5% |
66.50 |
| High |
72.37 |
69.53 |
-2.84 |
-3.9% |
72.37 |
| Low |
68.52 |
68.70 |
0.18 |
0.3% |
65.44 |
| Close |
72.25 |
68.75 |
-3.50 |
-4.8% |
72.25 |
| Range |
3.85 |
0.83 |
-3.02 |
-78.4% |
6.93 |
| ATR |
3.34 |
3.36 |
0.01 |
0.4% |
0.00 |
| Volume |
2,867 |
1,901 |
-966 |
-33.7% |
16,520 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.48 |
70.95 |
69.21 |
|
| R3 |
70.65 |
70.12 |
68.98 |
|
| R2 |
69.82 |
69.82 |
68.90 |
|
| R1 |
69.29 |
69.29 |
68.83 |
69.14 |
| PP |
68.99 |
68.99 |
68.99 |
68.92 |
| S1 |
68.46 |
68.46 |
68.67 |
68.31 |
| S2 |
68.16 |
68.16 |
68.60 |
|
| S3 |
67.33 |
67.63 |
68.52 |
|
| S4 |
66.50 |
66.80 |
68.29 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.81 |
88.46 |
76.06 |
|
| R3 |
83.88 |
81.53 |
74.16 |
|
| R2 |
76.95 |
76.95 |
73.52 |
|
| R1 |
74.60 |
74.60 |
72.89 |
75.78 |
| PP |
70.02 |
70.02 |
70.02 |
70.61 |
| S1 |
67.67 |
67.67 |
71.61 |
68.85 |
| S2 |
63.09 |
63.09 |
70.98 |
|
| S3 |
56.16 |
60.74 |
70.34 |
|
| S4 |
49.23 |
53.81 |
68.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.37 |
65.44 |
6.93 |
10.1% |
1.80 |
2.6% |
48% |
False |
False |
2,349 |
| 10 |
75.63 |
65.44 |
10.19 |
14.8% |
1.66 |
2.4% |
32% |
False |
False |
2,731 |
| 20 |
91.66 |
65.44 |
26.22 |
38.1% |
1.94 |
2.8% |
13% |
False |
False |
2,587 |
| 40 |
110.25 |
65.44 |
44.81 |
65.2% |
1.51 |
2.2% |
7% |
False |
False |
1,911 |
| 60 |
123.73 |
65.44 |
58.29 |
84.8% |
1.13 |
1.6% |
6% |
False |
False |
1,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.06 |
|
2.618 |
71.70 |
|
1.618 |
70.87 |
|
1.000 |
70.36 |
|
0.618 |
70.04 |
|
HIGH |
69.53 |
|
0.618 |
69.21 |
|
0.500 |
69.12 |
|
0.382 |
69.02 |
|
LOW |
68.70 |
|
0.618 |
68.19 |
|
1.000 |
67.87 |
|
1.618 |
67.36 |
|
2.618 |
66.53 |
|
4.250 |
65.17 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.12 |
70.45 |
| PP |
68.99 |
69.88 |
| S1 |
68.87 |
69.32 |
|