NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
64.58 |
68.16 |
3.58 |
5.5% |
73.87 |
High |
67.01 |
70.47 |
3.46 |
5.2% |
77.63 |
Low |
64.07 |
66.07 |
2.00 |
3.1% |
65.12 |
Close |
64.73 |
69.59 |
4.86 |
7.5% |
66.03 |
Range |
2.94 |
4.40 |
1.46 |
49.7% |
12.51 |
ATR |
4.20 |
4.31 |
0.11 |
2.6% |
0.00 |
Volume |
4,156 |
6,301 |
2,145 |
51.6% |
25,657 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.91 |
80.15 |
72.01 |
|
R3 |
77.51 |
75.75 |
70.80 |
|
R2 |
73.11 |
73.11 |
70.40 |
|
R1 |
71.35 |
71.35 |
69.99 |
72.23 |
PP |
68.71 |
68.71 |
68.71 |
69.15 |
S1 |
66.95 |
66.95 |
69.19 |
67.83 |
S2 |
64.31 |
64.31 |
68.78 |
|
S3 |
59.91 |
62.55 |
68.38 |
|
S4 |
55.51 |
58.15 |
67.17 |
|
|
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 |
70.86 |
64.07 |
6.79 |
9.8% |
3.58 |
5.1% |
81% |
False |
False |
6,940 |
10 |
77.63 |
64.07 |
13.56 |
19.5% |
3.99 |
5.7% |
41% |
False |
False |
6,028 |
20 |
99.14 |
64.07 |
35.07 |
50.4% |
4.12 |
5.9% |
16% |
False |
False |
5,080 |
40 |
112.27 |
64.07 |
48.20 |
69.3% |
3.34 |
4.8% |
11% |
False |
False |
4,001 |
60 |
123.58 |
64.07 |
59.51 |
85.5% |
2.55 |
3.7% |
9% |
False |
False |
3,078 |
80 |
146.86 |
64.07 |
82.79 |
119.0% |
1.97 |
2.8% |
7% |
False |
False |
2,578 |
100 |
146.86 |
64.07 |
82.79 |
119.0% |
1.57 |
2.3% |
7% |
False |
False |
2,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.17 |
2.618 |
81.99 |
1.618 |
77.59 |
1.000 |
74.87 |
0.618 |
73.19 |
HIGH |
70.47 |
0.618 |
68.79 |
0.500 |
68.27 |
0.382 |
67.75 |
LOW |
66.07 |
0.618 |
63.35 |
1.000 |
61.67 |
1.618 |
58.95 |
2.618 |
54.55 |
4.250 |
47.37 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
69.15 |
68.82 |
PP |
68.71 |
68.04 |
S1 |
68.27 |
67.27 |
|