NYMEX Light Sweet Crude Oil Future February 2009
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 |
62.54 |
64.28 |
1.74 |
2.8% |
68.42 |
High |
64.30 |
67.23 |
2.93 |
4.6% |
72.86 |
Low |
61.80 |
61.20 |
-0.60 |
-1.0% |
61.80 |
Close |
62.81 |
64.19 |
1.38 |
2.2% |
62.81 |
Range |
2.50 |
6.03 |
3.53 |
141.2% |
11.06 |
ATR |
5.18 |
5.24 |
0.06 |
1.2% |
0.00 |
Volume |
25,029 |
22,084 |
-2,945 |
-11.8% |
112,247 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.30 |
79.27 |
67.51 |
|
R3 |
76.27 |
73.24 |
65.85 |
|
R2 |
70.24 |
70.24 |
65.30 |
|
R1 |
67.21 |
67.21 |
64.74 |
65.71 |
PP |
64.21 |
64.21 |
64.21 |
63.46 |
S1 |
61.18 |
61.18 |
63.64 |
59.68 |
S2 |
58.18 |
58.18 |
63.08 |
|
S3 |
52.15 |
55.15 |
62.53 |
|
S4 |
46.12 |
49.12 |
60.87 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.00 |
91.97 |
68.89 |
|
R3 |
87.94 |
80.91 |
65.85 |
|
R2 |
76.88 |
76.88 |
64.84 |
|
R1 |
69.85 |
69.85 |
63.82 |
67.84 |
PP |
65.82 |
65.82 |
65.82 |
64.82 |
S1 |
58.79 |
58.79 |
61.80 |
56.78 |
S2 |
54.76 |
54.76 |
60.78 |
|
S3 |
43.70 |
47.73 |
59.77 |
|
S4 |
32.64 |
36.67 |
56.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.86 |
61.20 |
11.66 |
18.2% |
5.49 |
8.6% |
26% |
False |
True |
22,336 |
10 |
72.86 |
61.20 |
11.66 |
18.2% |
5.28 |
8.2% |
26% |
False |
True |
23,078 |
20 |
85.78 |
61.20 |
24.58 |
38.3% |
5.06 |
7.9% |
12% |
False |
True |
19,056 |
40 |
109.44 |
61.20 |
48.24 |
75.2% |
5.08 |
7.9% |
6% |
False |
True |
14,949 |
60 |
123.65 |
61.20 |
62.45 |
97.3% |
4.67 |
7.3% |
5% |
False |
True |
11,557 |
80 |
133.55 |
61.20 |
72.35 |
112.7% |
4.29 |
6.7% |
4% |
False |
True |
9,381 |
100 |
148.17 |
61.20 |
86.97 |
135.5% |
3.78 |
5.9% |
3% |
False |
True |
7,804 |
120 |
148.17 |
61.20 |
86.97 |
135.5% |
3.27 |
5.1% |
3% |
False |
True |
6,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.86 |
2.618 |
83.02 |
1.618 |
76.99 |
1.000 |
73.26 |
0.618 |
70.96 |
HIGH |
67.23 |
0.618 |
64.93 |
0.500 |
64.22 |
0.382 |
63.50 |
LOW |
61.20 |
0.618 |
57.47 |
1.000 |
55.17 |
1.618 |
51.44 |
2.618 |
45.41 |
4.250 |
35.57 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
64.22 |
64.22 |
PP |
64.21 |
64.21 |
S1 |
64.20 |
64.20 |
|