NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
69.00 |
66.92 |
-2.08 |
-3.0% |
65.00 |
High |
71.45 |
70.00 |
-1.45 |
-2.0% |
71.45 |
Low |
65.30 |
64.45 |
-0.85 |
-1.3% |
62.45 |
Close |
67.27 |
69.22 |
1.95 |
2.9% |
69.22 |
Range |
6.15 |
5.55 |
-0.60 |
-9.8% |
9.00 |
ATR |
5.08 |
5.11 |
0.03 |
0.7% |
0.00 |
Volume |
28,466 |
30,276 |
1,810 |
6.4% |
115,400 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.54 |
82.43 |
72.27 |
|
R3 |
78.99 |
76.88 |
70.75 |
|
R2 |
73.44 |
73.44 |
70.24 |
|
R1 |
71.33 |
71.33 |
69.73 |
72.39 |
PP |
67.89 |
67.89 |
67.89 |
68.42 |
S1 |
65.78 |
65.78 |
68.71 |
66.84 |
S2 |
62.34 |
62.34 |
68.20 |
|
S3 |
56.79 |
60.23 |
67.69 |
|
S4 |
51.24 |
54.68 |
66.17 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.71 |
90.96 |
74.17 |
|
R3 |
85.71 |
81.96 |
71.70 |
|
R2 |
76.71 |
76.71 |
70.87 |
|
R1 |
72.96 |
72.96 |
70.05 |
74.84 |
PP |
67.71 |
67.71 |
67.71 |
68.64 |
S1 |
63.96 |
63.96 |
68.40 |
65.84 |
S2 |
58.71 |
58.71 |
67.57 |
|
S3 |
49.71 |
54.96 |
66.75 |
|
S4 |
40.71 |
45.96 |
64.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.45 |
62.45 |
9.00 |
13.0% |
4.85 |
7.0% |
75% |
False |
False |
23,080 |
10 |
76.72 |
62.45 |
14.27 |
20.6% |
4.81 |
6.9% |
47% |
False |
False |
19,419 |
20 |
91.28 |
62.45 |
28.83 |
41.6% |
4.78 |
6.9% |
23% |
False |
False |
16,044 |
40 |
110.60 |
62.45 |
48.15 |
69.6% |
4.76 |
6.9% |
14% |
False |
False |
12,645 |
60 |
123.65 |
62.45 |
61.20 |
88.4% |
4.44 |
6.4% |
11% |
False |
False |
9,633 |
80 |
148.17 |
62.45 |
85.72 |
123.8% |
4.06 |
5.9% |
8% |
False |
False |
7,863 |
100 |
148.17 |
62.45 |
85.72 |
123.8% |
3.50 |
5.1% |
8% |
False |
False |
6,501 |
120 |
148.17 |
62.45 |
85.72 |
123.8% |
3.12 |
4.5% |
8% |
False |
False |
5,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.59 |
2.618 |
84.53 |
1.618 |
78.98 |
1.000 |
75.55 |
0.618 |
73.43 |
HIGH |
70.00 |
0.618 |
67.88 |
0.500 |
67.23 |
0.382 |
66.57 |
LOW |
64.45 |
0.618 |
61.02 |
1.000 |
58.90 |
1.618 |
55.47 |
2.618 |
49.92 |
4.250 |
40.86 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
68.56 |
68.80 |
PP |
67.89 |
68.37 |
S1 |
67.23 |
67.95 |
|