NYMEX Light Sweet Crude Oil Future January 2009
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 |
65.82 |
61.43 |
-4.39 |
-6.7% |
68.00 |
High |
66.14 |
63.53 |
-2.61 |
-3.9% |
72.37 |
Low |
60.91 |
60.74 |
-0.17 |
-0.3% |
60.74 |
Close |
61.47 |
61.87 |
0.40 |
0.7% |
61.87 |
Range |
5.23 |
2.79 |
-2.44 |
-46.7% |
11.63 |
ATR |
5.67 |
5.47 |
-0.21 |
-3.6% |
0.00 |
Volume |
63,261 |
87,869 |
24,608 |
38.9% |
355,085 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.42 |
68.93 |
63.40 |
|
R3 |
67.63 |
66.14 |
62.64 |
|
R2 |
64.84 |
64.84 |
62.38 |
|
R1 |
63.35 |
63.35 |
62.13 |
64.10 |
PP |
62.05 |
62.05 |
62.05 |
62.42 |
S1 |
60.56 |
60.56 |
61.61 |
61.31 |
S2 |
59.26 |
59.26 |
61.36 |
|
S3 |
56.47 |
57.77 |
61.10 |
|
S4 |
53.68 |
54.98 |
60.34 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.88 |
92.51 |
68.27 |
|
R3 |
88.25 |
80.88 |
65.07 |
|
R2 |
76.62 |
76.62 |
64.00 |
|
R1 |
69.25 |
69.25 |
62.94 |
67.12 |
PP |
64.99 |
64.99 |
64.99 |
63.93 |
S1 |
57.62 |
57.62 |
60.80 |
55.49 |
S2 |
53.36 |
53.36 |
59.74 |
|
S3 |
41.73 |
45.99 |
58.67 |
|
S4 |
30.10 |
34.36 |
55.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.37 |
60.74 |
11.63 |
18.8% |
5.62 |
9.1% |
10% |
False |
True |
71,017 |
10 |
72.37 |
60.74 |
11.63 |
18.8% |
5.36 |
8.7% |
10% |
False |
True |
63,942 |
20 |
85.58 |
60.74 |
24.84 |
40.1% |
5.23 |
8.4% |
5% |
False |
True |
54,975 |
40 |
109.36 |
60.74 |
48.62 |
78.6% |
5.50 |
8.9% |
2% |
False |
True |
44,609 |
60 |
123.22 |
60.74 |
62.48 |
101.0% |
5.06 |
8.2% |
2% |
False |
True |
33,303 |
80 |
134.20 |
60.74 |
73.46 |
118.7% |
4.76 |
7.7% |
2% |
False |
True |
26,916 |
100 |
148.35 |
60.74 |
87.61 |
141.6% |
4.45 |
7.2% |
1% |
False |
True |
22,287 |
120 |
148.35 |
60.74 |
87.61 |
141.6% |
4.21 |
6.8% |
1% |
False |
True |
19,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.39 |
2.618 |
70.83 |
1.618 |
68.04 |
1.000 |
66.32 |
0.618 |
65.25 |
HIGH |
63.53 |
0.618 |
62.46 |
0.500 |
62.14 |
0.382 |
61.81 |
LOW |
60.74 |
0.618 |
59.02 |
1.000 |
57.95 |
1.618 |
56.23 |
2.618 |
53.44 |
4.250 |
48.88 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
62.14 |
65.84 |
PP |
62.05 |
64.52 |
S1 |
61.96 |
63.19 |
|