NYMEX Light Sweet Crude Oil Future May 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 |
64.81 |
68.59 |
3.78 |
5.8% |
69.16 |
High |
66.50 |
69.72 |
3.22 |
4.8% |
75.10 |
Low |
64.60 |
64.50 |
-0.10 |
-0.2% |
64.60 |
Close |
65.61 |
66.79 |
1.18 |
1.8% |
65.61 |
Range |
1.90 |
5.22 |
3.32 |
174.7% |
10.50 |
ATR |
3.86 |
3.96 |
0.10 |
2.5% |
0.00 |
Volume |
6,925 |
5,433 |
-1,492 |
-21.5% |
36,865 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.66 |
79.95 |
69.66 |
|
R3 |
77.44 |
74.73 |
68.23 |
|
R2 |
72.22 |
72.22 |
67.75 |
|
R1 |
69.51 |
69.51 |
67.27 |
68.26 |
PP |
67.00 |
67.00 |
67.00 |
66.38 |
S1 |
64.29 |
64.29 |
66.31 |
63.04 |
S2 |
61.78 |
61.78 |
65.83 |
|
S3 |
56.56 |
59.07 |
65.35 |
|
S4 |
51.34 |
53.85 |
63.92 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.94 |
93.27 |
71.39 |
|
R3 |
89.44 |
82.77 |
68.50 |
|
R2 |
78.94 |
78.94 |
67.54 |
|
R1 |
72.27 |
72.27 |
66.57 |
70.36 |
PP |
68.44 |
68.44 |
68.44 |
67.48 |
S1 |
61.77 |
61.77 |
64.65 |
59.86 |
S2 |
57.94 |
57.94 |
63.69 |
|
S3 |
47.44 |
51.27 |
62.72 |
|
S4 |
36.94 |
40.77 |
59.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.10 |
64.50 |
10.60 |
15.9% |
4.88 |
7.3% |
22% |
False |
True |
7,430 |
10 |
75.10 |
64.50 |
10.60 |
15.9% |
4.11 |
6.2% |
22% |
False |
True |
6,538 |
20 |
86.05 |
64.50 |
21.55 |
32.3% |
3.37 |
5.0% |
11% |
False |
True |
5,367 |
40 |
109.58 |
64.50 |
45.08 |
67.5% |
2.50 |
3.7% |
5% |
False |
True |
3,901 |
60 |
123.71 |
64.50 |
59.21 |
88.7% |
1.77 |
2.6% |
4% |
False |
True |
3,059 |
80 |
133.68 |
64.50 |
69.18 |
103.6% |
1.40 |
2.1% |
3% |
False |
True |
2,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.91 |
2.618 |
83.39 |
1.618 |
78.17 |
1.000 |
74.94 |
0.618 |
72.95 |
HIGH |
69.72 |
0.618 |
67.73 |
0.500 |
67.11 |
0.382 |
66.49 |
LOW |
64.50 |
0.618 |
61.27 |
1.000 |
59.28 |
1.618 |
56.05 |
2.618 |
50.83 |
4.250 |
42.32 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
67.11 |
67.11 |
PP |
67.00 |
67.00 |
S1 |
66.90 |
66.90 |
|