NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
65.02 |
60.67 |
-4.35 |
-6.7% |
67.37 |
High |
65.50 |
62.82 |
-2.68 |
-4.1% |
71.77 |
Low |
60.16 |
59.97 |
-0.19 |
-0.3% |
59.97 |
Close |
60.77 |
61.04 |
0.27 |
0.4% |
61.04 |
Range |
5.34 |
2.85 |
-2.49 |
-46.6% |
11.80 |
ATR |
5.81 |
5.60 |
-0.21 |
-3.6% |
0.00 |
Volume |
272,470 |
292,018 |
19,548 |
7.2% |
1,386,982 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.83 |
68.28 |
62.61 |
|
R3 |
66.98 |
65.43 |
61.82 |
|
R2 |
64.13 |
64.13 |
61.56 |
|
R1 |
62.58 |
62.58 |
61.30 |
63.36 |
PP |
61.28 |
61.28 |
61.28 |
61.66 |
S1 |
59.73 |
59.73 |
60.78 |
60.51 |
S2 |
58.43 |
58.43 |
60.52 |
|
S3 |
55.58 |
56.88 |
60.26 |
|
S4 |
52.73 |
54.03 |
59.47 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.66 |
92.15 |
67.53 |
|
R3 |
87.86 |
80.35 |
64.29 |
|
R2 |
76.06 |
76.06 |
63.20 |
|
R1 |
68.55 |
68.55 |
62.12 |
66.41 |
PP |
64.26 |
64.26 |
64.26 |
63.19 |
S1 |
56.75 |
56.75 |
59.96 |
54.61 |
S2 |
52.46 |
52.46 |
58.88 |
|
S3 |
40.66 |
44.95 |
57.80 |
|
S4 |
28.86 |
33.15 |
54.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.77 |
59.97 |
11.80 |
19.3% |
5.75 |
9.4% |
9% |
False |
True |
277,396 |
10 |
71.77 |
59.97 |
11.80 |
19.3% |
5.44 |
8.9% |
9% |
False |
True |
269,163 |
20 |
85.28 |
59.97 |
25.31 |
41.5% |
5.39 |
8.8% |
4% |
False |
True |
241,529 |
40 |
109.74 |
59.97 |
49.77 |
81.5% |
5.78 |
9.5% |
2% |
False |
True |
185,011 |
60 |
122.87 |
59.97 |
62.90 |
103.0% |
5.40 |
8.9% |
2% |
False |
True |
140,856 |
80 |
134.20 |
59.97 |
74.23 |
121.6% |
5.13 |
8.4% |
1% |
False |
True |
117,687 |
100 |
148.60 |
59.97 |
88.63 |
145.2% |
5.06 |
8.3% |
1% |
False |
True |
101,138 |
120 |
148.60 |
59.97 |
88.63 |
145.2% |
5.04 |
8.3% |
1% |
False |
True |
91,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.93 |
2.618 |
70.28 |
1.618 |
67.43 |
1.000 |
65.67 |
0.618 |
64.58 |
HIGH |
62.82 |
0.618 |
61.73 |
0.500 |
61.40 |
0.382 |
61.06 |
LOW |
59.97 |
0.618 |
58.21 |
1.000 |
57.12 |
1.618 |
55.36 |
2.618 |
52.51 |
4.250 |
47.86 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
61.40 |
65.22 |
PP |
61.28 |
63.82 |
S1 |
61.16 |
62.43 |
|