NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
60.67 |
61.80 |
1.13 |
1.9% |
67.37 |
High |
62.82 |
65.56 |
2.74 |
4.4% |
71.77 |
Low |
59.97 |
59.10 |
-0.87 |
-1.5% |
59.97 |
Close |
61.04 |
62.41 |
1.37 |
2.2% |
61.04 |
Range |
2.85 |
6.46 |
3.61 |
126.7% |
11.80 |
ATR |
5.60 |
5.66 |
0.06 |
1.1% |
0.00 |
Volume |
292,018 |
236,045 |
-55,973 |
-19.2% |
1,386,982 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.74 |
78.53 |
65.96 |
|
R3 |
75.28 |
72.07 |
64.19 |
|
R2 |
68.82 |
68.82 |
63.59 |
|
R1 |
65.61 |
65.61 |
63.00 |
67.22 |
PP |
62.36 |
62.36 |
62.36 |
63.16 |
S1 |
59.15 |
59.15 |
61.82 |
60.76 |
S2 |
55.90 |
55.90 |
61.23 |
|
S3 |
49.44 |
52.69 |
60.63 |
|
S4 |
42.98 |
46.23 |
58.86 |
|
|
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 |
59.10 |
12.67 |
20.3% |
5.93 |
9.5% |
26% |
False |
True |
273,229 |
10 |
71.77 |
59.10 |
12.67 |
20.3% |
5.64 |
9.0% |
26% |
False |
True |
267,387 |
20 |
85.28 |
59.10 |
26.18 |
41.9% |
5.47 |
8.8% |
13% |
False |
True |
241,086 |
40 |
109.74 |
59.10 |
50.64 |
81.1% |
5.78 |
9.3% |
7% |
False |
True |
189,303 |
60 |
122.87 |
59.10 |
63.77 |
102.2% |
5.46 |
8.8% |
5% |
False |
True |
144,153 |
80 |
134.15 |
59.10 |
75.05 |
120.3% |
5.16 |
8.3% |
4% |
False |
True |
119,962 |
100 |
148.60 |
59.10 |
89.50 |
143.4% |
5.07 |
8.1% |
4% |
False |
True |
103,129 |
120 |
148.60 |
59.10 |
89.50 |
143.4% |
5.05 |
8.1% |
4% |
False |
True |
93,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.02 |
2.618 |
82.47 |
1.618 |
76.01 |
1.000 |
72.02 |
0.618 |
69.55 |
HIGH |
65.56 |
0.618 |
63.09 |
0.500 |
62.33 |
0.382 |
61.57 |
LOW |
59.10 |
0.618 |
55.11 |
1.000 |
52.64 |
1.618 |
48.65 |
2.618 |
42.19 |
4.250 |
31.65 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
62.38 |
62.38 |
PP |
62.36 |
62.36 |
S1 |
62.33 |
62.33 |
|