NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
63.78 |
66.83 |
3.05 |
4.8% |
69.87 |
High |
65.36 |
68.86 |
3.50 |
5.4% |
74.05 |
Low |
63.67 |
64.16 |
0.49 |
0.8% |
63.67 |
Close |
64.69 |
65.95 |
1.26 |
1.9% |
64.69 |
Range |
1.69 |
4.70 |
3.01 |
178.1% |
10.38 |
ATR |
4.53 |
4.54 |
0.01 |
0.3% |
0.00 |
Volume |
7,534 |
5,277 |
-2,257 |
-30.0% |
43,297 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.42 |
77.89 |
68.54 |
|
R3 |
75.72 |
73.19 |
67.24 |
|
R2 |
71.02 |
71.02 |
66.81 |
|
R1 |
68.49 |
68.49 |
66.38 |
67.41 |
PP |
66.32 |
66.32 |
66.32 |
65.78 |
S1 |
63.79 |
63.79 |
65.52 |
62.71 |
S2 |
61.62 |
61.62 |
65.09 |
|
S3 |
56.92 |
59.09 |
64.66 |
|
S4 |
52.22 |
54.39 |
63.37 |
|
|
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 |
15.7% |
4.65 |
7.0% |
22% |
False |
False |
8,016 |
10 |
74.05 |
63.67 |
10.38 |
15.7% |
4.59 |
7.0% |
22% |
False |
False |
7,798 |
20 |
86.45 |
63.67 |
22.78 |
34.5% |
4.42 |
6.7% |
10% |
False |
False |
6,706 |
40 |
111.15 |
63.67 |
47.48 |
72.0% |
4.06 |
6.2% |
5% |
False |
False |
5,246 |
60 |
123.58 |
63.67 |
59.91 |
90.8% |
3.11 |
4.7% |
4% |
False |
False |
4,067 |
80 |
133.73 |
63.67 |
70.06 |
106.2% |
2.45 |
3.7% |
3% |
False |
False |
3,343 |
100 |
146.86 |
63.67 |
83.19 |
126.1% |
1.96 |
3.0% |
3% |
False |
False |
2,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.84 |
2.618 |
81.16 |
1.618 |
76.46 |
1.000 |
73.56 |
0.618 |
71.76 |
HIGH |
68.86 |
0.618 |
67.06 |
0.500 |
66.51 |
0.382 |
65.96 |
LOW |
64.16 |
0.618 |
61.26 |
1.000 |
59.46 |
1.618 |
56.56 |
2.618 |
51.86 |
4.250 |
44.19 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
66.51 |
66.27 |
PP |
66.32 |
66.16 |
S1 |
66.14 |
66.06 |
|