NYMEX Light Sweet Crude Oil Future December 2008
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 |
65.58 |
67.37 |
1.79 |
2.7% |
64.78 |
High |
68.60 |
69.19 |
0.59 |
0.9% |
70.60 |
Low |
63.12 |
63.63 |
0.51 |
0.8% |
61.30 |
Close |
67.81 |
63.91 |
-3.90 |
-5.8% |
67.81 |
Range |
5.48 |
5.56 |
0.08 |
1.5% |
9.30 |
ATR |
5.60 |
5.59 |
0.00 |
0.0% |
0.00 |
Volume |
279,196 |
256,881 |
-22,315 |
-8.0% |
1,304,656 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.26 |
78.64 |
66.97 |
|
R3 |
76.70 |
73.08 |
65.44 |
|
R2 |
71.14 |
71.14 |
64.93 |
|
R1 |
67.52 |
67.52 |
64.42 |
66.55 |
PP |
65.58 |
65.58 |
65.58 |
65.09 |
S1 |
61.96 |
61.96 |
63.40 |
60.99 |
S2 |
60.02 |
60.02 |
62.89 |
|
S3 |
54.46 |
56.40 |
62.38 |
|
S4 |
48.90 |
50.84 |
60.85 |
|
|
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 |
61.61 |
8.99 |
14.1% |
5.36 |
8.4% |
26% |
False |
False |
261,545 |
10 |
76.04 |
61.30 |
14.74 |
23.1% |
5.30 |
8.3% |
18% |
False |
False |
256,136 |
20 |
91.45 |
61.30 |
30.15 |
47.2% |
5.37 |
8.4% |
9% |
False |
False |
221,689 |
40 |
109.74 |
61.30 |
48.44 |
75.8% |
5.57 |
8.7% |
5% |
False |
False |
164,024 |
60 |
122.87 |
61.30 |
61.57 |
96.3% |
5.29 |
8.3% |
4% |
False |
False |
125,334 |
80 |
148.03 |
61.30 |
86.73 |
135.7% |
5.18 |
8.1% |
3% |
False |
False |
105,559 |
100 |
148.60 |
61.30 |
87.30 |
136.6% |
5.01 |
7.8% |
3% |
False |
False |
91,221 |
120 |
148.60 |
61.30 |
87.30 |
136.6% |
4.98 |
7.8% |
3% |
False |
False |
83,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.82 |
2.618 |
83.75 |
1.618 |
78.19 |
1.000 |
74.75 |
0.618 |
72.63 |
HIGH |
69.19 |
0.618 |
67.07 |
0.500 |
66.41 |
0.382 |
65.75 |
LOW |
63.63 |
0.618 |
60.19 |
1.000 |
58.07 |
1.618 |
54.63 |
2.618 |
49.07 |
4.250 |
40.00 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
66.41 |
66.86 |
PP |
65.58 |
65.88 |
S1 |
64.74 |
64.89 |
|