NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
66.86 |
65.15 |
-1.71 |
-2.6% |
75.91 |
High |
67.06 |
65.15 |
-1.91 |
-2.8% |
75.91 |
Low |
66.54 |
65.15 |
-1.39 |
-2.1% |
66.54 |
Close |
66.54 |
65.81 |
-0.73 |
-1.1% |
66.54 |
Range |
0.52 |
0.00 |
-0.52 |
-100.0% |
9.37 |
ATR |
3.52 |
3.37 |
-0.15 |
-4.3% |
0.00 |
Volume |
4,252 |
8,230 |
3,978 |
93.6% |
17,312 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.37 |
65.59 |
65.81 |
|
R3 |
65.37 |
65.59 |
65.81 |
|
R2 |
65.37 |
65.37 |
65.81 |
|
R1 |
65.59 |
65.59 |
65.81 |
65.48 |
PP |
65.37 |
65.37 |
65.37 |
65.32 |
S1 |
65.59 |
65.59 |
65.81 |
65.48 |
S2 |
65.37 |
65.37 |
65.81 |
|
S3 |
65.37 |
65.59 |
65.81 |
|
S4 |
65.37 |
65.59 |
65.81 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.77 |
91.53 |
71.69 |
|
R3 |
88.40 |
82.16 |
69.12 |
|
R2 |
79.03 |
79.03 |
68.26 |
|
R1 |
72.79 |
72.79 |
67.40 |
71.23 |
PP |
69.66 |
69.66 |
69.66 |
68.88 |
S1 |
63.42 |
63.42 |
65.68 |
61.86 |
S2 |
60.29 |
60.29 |
64.82 |
|
S3 |
50.92 |
54.05 |
63.96 |
|
S4 |
41.55 |
44.68 |
61.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.24 |
65.15 |
9.09 |
13.8% |
1.92 |
2.9% |
7% |
False |
True |
4,365 |
10 |
86.05 |
65.15 |
20.90 |
31.8% |
2.64 |
4.0% |
3% |
False |
True |
4,196 |
20 |
100.60 |
65.15 |
35.45 |
53.9% |
2.21 |
3.4% |
2% |
False |
True |
3,383 |
40 |
112.52 |
65.15 |
47.37 |
72.0% |
1.62 |
2.5% |
1% |
False |
True |
2,697 |
60 |
123.71 |
65.15 |
58.56 |
89.0% |
1.15 |
1.7% |
1% |
False |
True |
2,084 |
80 |
146.69 |
65.15 |
81.54 |
123.9% |
0.93 |
1.4% |
1% |
False |
True |
1,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.15 |
2.618 |
65.15 |
1.618 |
65.15 |
1.000 |
65.15 |
0.618 |
65.15 |
HIGH |
65.15 |
0.618 |
65.15 |
0.500 |
65.15 |
0.382 |
65.15 |
LOW |
65.15 |
0.618 |
65.15 |
1.000 |
65.15 |
1.618 |
65.15 |
2.618 |
65.15 |
4.250 |
65.15 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
65.59 |
68.18 |
PP |
65.37 |
67.39 |
S1 |
65.15 |
66.60 |
|