NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
66.53 |
64.58 |
-1.95 |
-2.9% |
73.87 |
High |
66.56 |
67.01 |
0.45 |
0.7% |
77.63 |
Low |
64.20 |
64.07 |
-0.13 |
-0.2% |
65.12 |
Close |
65.28 |
64.73 |
-0.55 |
-0.8% |
66.03 |
Range |
2.36 |
2.94 |
0.58 |
24.6% |
12.51 |
ATR |
4.29 |
4.20 |
-0.10 |
-2.3% |
0.00 |
Volume |
10,688 |
4,156 |
-6,532 |
-61.1% |
25,657 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.09 |
72.35 |
66.35 |
|
R3 |
71.15 |
69.41 |
65.54 |
|
R2 |
68.21 |
68.21 |
65.27 |
|
R1 |
66.47 |
66.47 |
65.00 |
67.34 |
PP |
65.27 |
65.27 |
65.27 |
65.71 |
S1 |
63.53 |
63.53 |
64.46 |
64.40 |
S2 |
62.33 |
62.33 |
64.19 |
|
S3 |
59.39 |
60.59 |
63.92 |
|
S4 |
56.45 |
57.65 |
63.11 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.12 |
99.09 |
72.91 |
|
R3 |
94.61 |
86.58 |
69.47 |
|
R2 |
82.10 |
82.10 |
68.32 |
|
R1 |
74.07 |
74.07 |
67.18 |
71.83 |
PP |
69.59 |
69.59 |
69.59 |
68.48 |
S1 |
61.56 |
61.56 |
64.88 |
59.32 |
S2 |
57.08 |
57.08 |
63.74 |
|
S3 |
44.57 |
49.05 |
62.59 |
|
S4 |
32.06 |
36.54 |
59.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.32 |
64.07 |
9.25 |
14.3% |
3.66 |
5.7% |
7% |
False |
True |
6,501 |
10 |
80.94 |
64.07 |
16.87 |
26.1% |
3.97 |
6.1% |
4% |
False |
True |
5,678 |
20 |
102.60 |
64.07 |
38.53 |
59.5% |
4.21 |
6.5% |
2% |
False |
True |
5,025 |
40 |
112.27 |
64.07 |
48.20 |
74.5% |
3.26 |
5.0% |
1% |
False |
True |
3,939 |
60 |
123.58 |
64.07 |
59.51 |
91.9% |
2.48 |
3.8% |
1% |
False |
True |
2,990 |
80 |
146.86 |
64.07 |
82.79 |
127.9% |
1.91 |
3.0% |
1% |
False |
True |
2,519 |
100 |
146.86 |
64.07 |
82.79 |
127.9% |
1.53 |
2.4% |
1% |
False |
True |
2,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.51 |
2.618 |
74.71 |
1.618 |
71.77 |
1.000 |
69.95 |
0.618 |
68.83 |
HIGH |
67.01 |
0.618 |
65.89 |
0.500 |
65.54 |
0.382 |
65.19 |
LOW |
64.07 |
0.618 |
62.25 |
1.000 |
61.13 |
1.618 |
59.31 |
2.618 |
56.37 |
4.250 |
51.58 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
65.54 |
67.47 |
PP |
65.27 |
66.55 |
S1 |
65.00 |
65.64 |
|