NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
68.45 |
63.78 |
-4.67 |
-6.8% |
69.87 |
High |
68.54 |
65.36 |
-3.18 |
-4.6% |
74.05 |
Low |
64.02 |
63.67 |
-0.35 |
-0.5% |
63.67 |
Close |
64.29 |
64.69 |
0.40 |
0.6% |
64.69 |
Range |
4.52 |
1.69 |
-2.83 |
-62.6% |
10.38 |
ATR |
4.74 |
4.53 |
-0.22 |
-4.6% |
0.00 |
Volume |
10,238 |
7,534 |
-2,704 |
-26.4% |
43,297 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.64 |
68.86 |
65.62 |
|
R3 |
67.95 |
67.17 |
65.15 |
|
R2 |
66.26 |
66.26 |
65.00 |
|
R1 |
65.48 |
65.48 |
64.84 |
65.87 |
PP |
64.57 |
64.57 |
64.57 |
64.77 |
S1 |
63.79 |
63.79 |
64.54 |
64.18 |
S2 |
62.88 |
62.88 |
64.38 |
|
S3 |
61.19 |
62.10 |
64.23 |
|
S4 |
59.50 |
60.41 |
63.76 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.61 |
92.03 |
70.40 |
|
R3 |
88.23 |
81.65 |
67.54 |
|
R2 |
77.85 |
77.85 |
66.59 |
|
R1 |
71.27 |
71.27 |
65.64 |
69.37 |
PP |
67.47 |
67.47 |
67.47 |
66.52 |
S1 |
60.89 |
60.89 |
63.74 |
58.99 |
S2 |
57.09 |
57.09 |
62.79 |
|
S3 |
46.71 |
50.51 |
61.84 |
|
S4 |
36.33 |
40.13 |
58.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.05 |
63.67 |
10.38 |
16.0% |
4.71 |
7.3% |
10% |
False |
True |
8,659 |
10 |
74.05 |
63.67 |
10.38 |
16.0% |
4.36 |
6.7% |
10% |
False |
True |
8,339 |
20 |
86.45 |
63.67 |
22.78 |
35.2% |
4.31 |
6.7% |
4% |
False |
True |
6,778 |
40 |
111.15 |
63.67 |
47.48 |
73.4% |
4.03 |
6.2% |
2% |
False |
True |
5,144 |
60 |
123.58 |
63.67 |
59.91 |
92.6% |
3.04 |
4.7% |
2% |
False |
True |
3,996 |
80 |
133.73 |
63.67 |
70.06 |
108.3% |
2.39 |
3.7% |
1% |
False |
True |
3,283 |
100 |
146.86 |
63.67 |
83.19 |
128.6% |
1.91 |
3.0% |
1% |
False |
True |
2,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.54 |
2.618 |
69.78 |
1.618 |
68.09 |
1.000 |
67.05 |
0.618 |
66.40 |
HIGH |
65.36 |
0.618 |
64.71 |
0.500 |
64.52 |
0.382 |
64.32 |
LOW |
63.67 |
0.618 |
62.63 |
1.000 |
61.98 |
1.618 |
60.94 |
2.618 |
59.25 |
4.250 |
56.49 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
64.63 |
68.23 |
PP |
64.57 |
67.05 |
S1 |
64.52 |
65.87 |
|