NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
70.00 |
65.02 |
-4.98 |
-7.1% |
64.78 |
High |
70.46 |
65.50 |
-4.96 |
-7.0% |
70.60 |
Low |
65.00 |
60.16 |
-4.84 |
-7.4% |
61.30 |
Close |
65.30 |
60.77 |
-4.53 |
-6.9% |
67.81 |
Range |
5.46 |
5.34 |
-0.12 |
-2.2% |
9.30 |
ATR |
5.85 |
5.81 |
-0.04 |
-0.6% |
0.00 |
Volume |
329,187 |
272,470 |
-56,717 |
-17.2% |
1,304,656 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.16 |
74.81 |
63.71 |
|
R3 |
72.82 |
69.47 |
62.24 |
|
R2 |
67.48 |
67.48 |
61.75 |
|
R1 |
64.13 |
64.13 |
61.26 |
63.14 |
PP |
62.14 |
62.14 |
62.14 |
61.65 |
S1 |
58.79 |
58.79 |
60.28 |
57.80 |
S2 |
56.80 |
56.80 |
59.79 |
|
S3 |
51.46 |
53.45 |
59.30 |
|
S4 |
46.12 |
48.11 |
57.83 |
|
|
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 |
71.77 |
60.16 |
11.61 |
19.1% |
6.27 |
10.3% |
5% |
False |
True |
274,832 |
10 |
71.77 |
60.16 |
11.61 |
19.1% |
5.84 |
9.6% |
5% |
False |
True |
265,650 |
20 |
85.28 |
60.16 |
25.12 |
41.3% |
5.64 |
9.3% |
2% |
False |
True |
235,588 |
40 |
109.74 |
60.16 |
49.58 |
81.6% |
5.78 |
9.5% |
1% |
False |
True |
179,365 |
60 |
122.87 |
60.16 |
62.71 |
103.2% |
5.43 |
8.9% |
1% |
False |
True |
136,930 |
80 |
138.56 |
60.16 |
78.40 |
129.0% |
5.18 |
8.5% |
1% |
False |
True |
114,579 |
100 |
148.60 |
60.16 |
88.44 |
145.5% |
5.08 |
8.4% |
1% |
False |
True |
98,649 |
120 |
148.60 |
60.16 |
88.44 |
145.5% |
5.07 |
8.3% |
1% |
False |
True |
89,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.20 |
2.618 |
79.48 |
1.618 |
74.14 |
1.000 |
70.84 |
0.618 |
68.80 |
HIGH |
65.50 |
0.618 |
63.46 |
0.500 |
62.83 |
0.382 |
62.20 |
LOW |
60.16 |
0.618 |
56.86 |
1.000 |
54.82 |
1.618 |
51.52 |
2.618 |
46.18 |
4.250 |
37.47 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
62.83 |
65.97 |
PP |
62.14 |
64.23 |
S1 |
61.46 |
62.50 |
|