NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
68.11 |
65.58 |
-2.53 |
-3.7% |
64.78 |
High |
70.60 |
68.60 |
-2.00 |
-2.8% |
70.60 |
Low |
64.04 |
63.12 |
-0.92 |
-1.4% |
61.30 |
Close |
65.96 |
67.81 |
1.85 |
2.8% |
67.81 |
Range |
6.56 |
5.48 |
-1.08 |
-16.5% |
9.30 |
ATR |
5.61 |
5.60 |
-0.01 |
-0.2% |
0.00 |
Volume |
315,415 |
279,196 |
-36,219 |
-11.5% |
1,304,656 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.95 |
80.86 |
70.82 |
|
R3 |
77.47 |
75.38 |
69.32 |
|
R2 |
71.99 |
71.99 |
68.81 |
|
R1 |
69.90 |
69.90 |
68.31 |
70.95 |
PP |
66.51 |
66.51 |
66.51 |
67.03 |
S1 |
64.42 |
64.42 |
67.31 |
65.47 |
S2 |
61.03 |
61.03 |
66.81 |
|
S3 |
55.55 |
58.94 |
66.30 |
|
S4 |
50.07 |
53.46 |
64.80 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.47 |
90.44 |
72.93 |
|
R3 |
85.17 |
81.14 |
70.37 |
|
R2 |
75.87 |
75.87 |
69.52 |
|
R1 |
71.84 |
71.84 |
68.66 |
73.86 |
PP |
66.57 |
66.57 |
66.57 |
67.58 |
S1 |
62.54 |
62.54 |
66.96 |
64.56 |
S2 |
57.27 |
57.27 |
66.11 |
|
S3 |
47.97 |
53.24 |
65.25 |
|
S4 |
38.67 |
43.94 |
62.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
70.60 |
61.30 |
9.30 |
13.7% |
5.14 |
7.6% |
70% |
False |
False |
260,931 |
10 |
76.24 |
61.30 |
14.94 |
22.0% |
5.17 |
7.6% |
44% |
False |
False |
249,322 |
20 |
91.72 |
61.30 |
30.42 |
44.9% |
5.35 |
7.9% |
21% |
False |
False |
214,271 |
40 |
110.98 |
61.30 |
49.68 |
73.3% |
5.57 |
8.2% |
13% |
False |
False |
158,920 |
60 |
122.87 |
61.30 |
61.57 |
90.8% |
5.27 |
7.8% |
11% |
False |
False |
122,099 |
80 |
148.60 |
61.30 |
87.30 |
128.7% |
5.18 |
7.6% |
7% |
False |
False |
102,805 |
100 |
148.60 |
61.30 |
87.30 |
128.7% |
4.99 |
7.4% |
7% |
False |
False |
89,099 |
120 |
148.60 |
61.30 |
87.30 |
128.7% |
4.98 |
7.3% |
7% |
False |
False |
81,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.89 |
2.618 |
82.95 |
1.618 |
77.47 |
1.000 |
74.08 |
0.618 |
71.99 |
HIGH |
68.60 |
0.618 |
66.51 |
0.500 |
65.86 |
0.382 |
65.21 |
LOW |
63.12 |
0.618 |
59.73 |
1.000 |
57.64 |
1.618 |
54.25 |
2.618 |
48.77 |
4.250 |
39.83 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
67.16 |
67.49 |
PP |
66.51 |
67.18 |
S1 |
65.86 |
66.86 |
|