NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
62.24 |
64.50 |
2.26 |
3.6% |
72.70 |
High |
65.20 |
69.24 |
4.04 |
6.2% |
76.24 |
Low |
61.61 |
63.65 |
2.04 |
3.3% |
62.65 |
Close |
62.73 |
67.50 |
4.77 |
7.6% |
64.15 |
Range |
3.59 |
5.59 |
2.00 |
55.7% |
13.59 |
ATR |
5.46 |
5.53 |
0.08 |
1.4% |
0.00 |
Volume |
234,150 |
222,083 |
-12,067 |
-5.2% |
1,188,572 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.57 |
81.12 |
70.57 |
|
R3 |
77.98 |
75.53 |
69.04 |
|
R2 |
72.39 |
72.39 |
68.52 |
|
R1 |
69.94 |
69.94 |
68.01 |
71.17 |
PP |
66.80 |
66.80 |
66.80 |
67.41 |
S1 |
64.35 |
64.35 |
66.99 |
65.58 |
S2 |
61.21 |
61.21 |
66.48 |
|
S3 |
55.62 |
58.76 |
65.96 |
|
S4 |
50.03 |
53.17 |
64.43 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.45 |
99.89 |
71.62 |
|
R3 |
94.86 |
86.30 |
67.89 |
|
R2 |
81.27 |
81.27 |
66.64 |
|
R1 |
72.71 |
72.71 |
65.40 |
70.20 |
PP |
67.68 |
67.68 |
67.68 |
66.42 |
S1 |
59.12 |
59.12 |
62.90 |
56.61 |
S2 |
54.09 |
54.09 |
61.66 |
|
S3 |
40.50 |
45.53 |
60.41 |
|
S4 |
26.91 |
31.94 |
56.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.50 |
61.30 |
8.20 |
12.1% |
4.80 |
7.1% |
76% |
False |
False |
247,850 |
10 |
76.24 |
61.30 |
14.94 |
22.1% |
5.00 |
7.4% |
41% |
False |
False |
228,212 |
20 |
99.50 |
61.30 |
38.20 |
56.6% |
5.31 |
7.9% |
16% |
False |
False |
197,714 |
40 |
112.90 |
61.30 |
51.60 |
76.4% |
5.47 |
8.1% |
12% |
False |
False |
146,752 |
60 |
122.87 |
61.30 |
61.57 |
91.2% |
5.17 |
7.7% |
10% |
False |
False |
114,260 |
80 |
148.60 |
61.30 |
87.30 |
129.3% |
5.15 |
7.6% |
7% |
False |
False |
96,310 |
100 |
148.60 |
61.30 |
87.30 |
129.3% |
4.99 |
7.4% |
7% |
False |
False |
84,027 |
120 |
148.60 |
61.30 |
87.30 |
129.3% |
4.92 |
7.3% |
7% |
False |
False |
77,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.00 |
2.618 |
83.87 |
1.618 |
78.28 |
1.000 |
74.83 |
0.618 |
72.69 |
HIGH |
69.24 |
0.618 |
67.10 |
0.500 |
66.45 |
0.382 |
65.79 |
LOW |
63.65 |
0.618 |
60.20 |
1.000 |
58.06 |
1.618 |
54.61 |
2.618 |
49.02 |
4.250 |
39.89 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
67.15 |
66.76 |
PP |
66.80 |
66.01 |
S1 |
66.45 |
65.27 |
|