NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
68.16 |
70.14 |
1.98 |
2.9% |
73.87 |
High |
70.47 |
72.38 |
1.91 |
2.7% |
77.63 |
Low |
66.07 |
66.61 |
0.54 |
0.8% |
65.12 |
Close |
69.59 |
68.62 |
-0.97 |
-1.4% |
66.03 |
Range |
4.40 |
5.77 |
1.37 |
31.1% |
12.51 |
ATR |
4.31 |
4.41 |
0.10 |
2.4% |
0.00 |
Volume |
6,301 |
10,315 |
4,014 |
63.7% |
25,657 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.51 |
83.34 |
71.79 |
|
R3 |
80.74 |
77.57 |
70.21 |
|
R2 |
74.97 |
74.97 |
69.68 |
|
R1 |
71.80 |
71.80 |
69.15 |
70.50 |
PP |
69.20 |
69.20 |
69.20 |
68.56 |
S1 |
66.03 |
66.03 |
68.09 |
64.73 |
S2 |
63.43 |
63.43 |
67.56 |
|
S3 |
57.66 |
60.26 |
67.03 |
|
S4 |
51.89 |
54.49 |
65.45 |
|
|
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 |
72.38 |
64.07 |
8.31 |
12.1% |
4.24 |
6.2% |
55% |
True |
False |
7,596 |
10 |
77.63 |
64.07 |
13.56 |
19.8% |
4.07 |
5.9% |
34% |
False |
False |
6,640 |
20 |
95.28 |
64.07 |
31.21 |
45.5% |
4.16 |
6.1% |
15% |
False |
False |
5,438 |
40 |
111.15 |
64.07 |
47.08 |
68.6% |
3.48 |
5.1% |
10% |
False |
False |
4,214 |
60 |
123.58 |
64.07 |
59.51 |
86.7% |
2.65 |
3.9% |
8% |
False |
False |
3,229 |
80 |
146.86 |
64.07 |
82.79 |
120.6% |
2.04 |
3.0% |
5% |
False |
False |
2,686 |
100 |
146.86 |
64.07 |
82.79 |
120.6% |
1.63 |
2.4% |
5% |
False |
False |
2,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.90 |
2.618 |
87.49 |
1.618 |
81.72 |
1.000 |
78.15 |
0.618 |
75.95 |
HIGH |
72.38 |
0.618 |
70.18 |
0.500 |
69.50 |
0.382 |
68.81 |
LOW |
66.61 |
0.618 |
63.04 |
1.000 |
60.84 |
1.618 |
57.27 |
2.618 |
51.50 |
4.250 |
42.09 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
69.50 |
68.49 |
PP |
69.20 |
68.36 |
S1 |
68.91 |
68.23 |
|