NYMEX Light Sweet Crude Oil Future January 2009
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 |
70.94 |
65.82 |
-5.12 |
-7.2% |
65.24 |
High |
70.94 |
66.14 |
-4.80 |
-6.8% |
71.03 |
Low |
65.71 |
60.91 |
-4.80 |
-7.3% |
61.70 |
Close |
66.01 |
61.47 |
-4.54 |
-6.9% |
68.48 |
Range |
5.23 |
5.23 |
0.00 |
0.0% |
9.33 |
ATR |
5.71 |
5.67 |
-0.03 |
-0.6% |
0.00 |
Volume |
79,306 |
63,261 |
-16,045 |
-20.2% |
284,340 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.53 |
75.23 |
64.35 |
|
R3 |
73.30 |
70.00 |
62.91 |
|
R2 |
68.07 |
68.07 |
62.43 |
|
R1 |
64.77 |
64.77 |
61.95 |
63.81 |
PP |
62.84 |
62.84 |
62.84 |
62.36 |
S1 |
59.54 |
59.54 |
60.99 |
58.58 |
S2 |
57.61 |
57.61 |
60.51 |
|
S3 |
52.38 |
54.31 |
60.03 |
|
S4 |
47.15 |
49.08 |
58.59 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.06 |
91.10 |
73.61 |
|
R3 |
85.73 |
81.77 |
71.05 |
|
R2 |
76.40 |
76.40 |
70.19 |
|
R1 |
72.44 |
72.44 |
69.34 |
74.42 |
PP |
67.07 |
67.07 |
67.07 |
68.06 |
S1 |
63.11 |
63.11 |
67.62 |
65.09 |
S2 |
57.74 |
57.74 |
66.77 |
|
S3 |
48.41 |
53.78 |
65.91 |
|
S4 |
39.08 |
44.45 |
63.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.37 |
60.91 |
11.46 |
18.6% |
6.18 |
10.1% |
5% |
False |
True |
68,373 |
10 |
72.37 |
60.91 |
11.46 |
18.6% |
5.76 |
9.4% |
5% |
False |
True |
61,690 |
20 |
85.58 |
60.91 |
24.67 |
40.1% |
5.45 |
8.9% |
2% |
False |
True |
52,763 |
40 |
109.36 |
60.91 |
48.45 |
78.8% |
5.50 |
8.9% |
1% |
False |
True |
42,878 |
60 |
123.22 |
60.91 |
62.31 |
101.4% |
5.08 |
8.3% |
1% |
False |
True |
31,958 |
80 |
138.50 |
60.91 |
77.59 |
126.2% |
4.80 |
7.8% |
1% |
False |
True |
25,863 |
100 |
148.35 |
60.91 |
87.44 |
142.2% |
4.45 |
7.2% |
1% |
False |
True |
21,438 |
120 |
148.35 |
60.91 |
87.44 |
142.2% |
4.23 |
6.9% |
1% |
False |
True |
18,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.37 |
2.618 |
79.83 |
1.618 |
74.60 |
1.000 |
71.37 |
0.618 |
69.37 |
HIGH |
66.14 |
0.618 |
64.14 |
0.500 |
63.53 |
0.382 |
62.91 |
LOW |
60.91 |
0.618 |
57.68 |
1.000 |
55.68 |
1.618 |
52.45 |
2.618 |
47.22 |
4.250 |
38.68 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
63.53 |
66.64 |
PP |
62.84 |
64.92 |
S1 |
62.16 |
63.19 |
|