NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
72.74 |
68.45 |
-4.29 |
-5.9% |
66.53 |
High |
72.78 |
68.54 |
-4.24 |
-5.8% |
72.38 |
Low |
68.49 |
64.02 |
-4.47 |
-6.5% |
64.07 |
Close |
68.69 |
64.29 |
-4.40 |
-6.4% |
70.56 |
Range |
4.29 |
4.52 |
0.23 |
5.4% |
8.31 |
ATR |
4.75 |
4.74 |
-0.01 |
-0.1% |
0.00 |
Volume |
11,332 |
10,238 |
-1,094 |
-9.7% |
40,097 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.18 |
76.25 |
66.78 |
|
R3 |
74.66 |
71.73 |
65.53 |
|
R2 |
70.14 |
70.14 |
65.12 |
|
R1 |
67.21 |
67.21 |
64.70 |
66.42 |
PP |
65.62 |
65.62 |
65.62 |
65.22 |
S1 |
62.69 |
62.69 |
63.88 |
61.90 |
S2 |
61.10 |
61.10 |
63.46 |
|
S3 |
56.58 |
58.17 |
63.05 |
|
S4 |
52.06 |
53.65 |
61.80 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.93 |
90.56 |
75.13 |
|
R3 |
85.62 |
82.25 |
72.85 |
|
R2 |
77.31 |
77.31 |
72.08 |
|
R1 |
73.94 |
73.94 |
71.32 |
75.63 |
PP |
69.00 |
69.00 |
69.00 |
69.85 |
S1 |
65.63 |
65.63 |
69.80 |
67.32 |
S2 |
60.69 |
60.69 |
69.04 |
|
S3 |
52.38 |
57.32 |
68.27 |
|
S4 |
44.07 |
49.01 |
65.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.05 |
64.02 |
10.03 |
15.6% |
5.28 |
8.2% |
3% |
False |
True |
8,880 |
10 |
74.05 |
64.02 |
10.03 |
15.6% |
4.76 |
7.4% |
3% |
False |
True |
8,238 |
20 |
86.45 |
64.02 |
22.43 |
34.9% |
4.54 |
7.1% |
1% |
False |
True |
6,605 |
40 |
111.15 |
64.02 |
47.13 |
73.3% |
4.00 |
6.2% |
1% |
False |
True |
5,041 |
60 |
123.58 |
64.02 |
59.56 |
92.6% |
3.01 |
4.7% |
0% |
False |
True |
3,887 |
80 |
133.73 |
64.02 |
69.71 |
108.4% |
2.37 |
3.7% |
0% |
False |
True |
3,199 |
100 |
146.86 |
64.02 |
82.84 |
128.9% |
1.90 |
2.9% |
0% |
False |
True |
2,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.75 |
2.618 |
80.37 |
1.618 |
75.85 |
1.000 |
73.06 |
0.618 |
71.33 |
HIGH |
68.54 |
0.618 |
66.81 |
0.500 |
66.28 |
0.382 |
65.75 |
LOW |
64.02 |
0.618 |
61.23 |
1.000 |
59.50 |
1.618 |
56.71 |
2.618 |
52.19 |
4.250 |
44.81 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
66.28 |
69.04 |
PP |
65.62 |
67.45 |
S1 |
64.95 |
65.87 |
|