NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
67.10 |
65.00 |
-2.10 |
-3.1% |
76.20 |
High |
68.16 |
67.88 |
-0.28 |
-0.4% |
78.60 |
Low |
65.00 |
64.83 |
-0.17 |
-0.3% |
66.00 |
Close |
66.32 |
65.68 |
-0.64 |
-1.0% |
67.07 |
Range |
3.16 |
3.05 |
-0.11 |
-3.5% |
12.60 |
ATR |
4.46 |
4.36 |
-0.10 |
-2.3% |
0.00 |
Volume |
25,805 |
7,664 |
-18,141 |
-70.3% |
62,260 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.28 |
73.53 |
67.36 |
|
R3 |
72.23 |
70.48 |
66.52 |
|
R2 |
69.18 |
69.18 |
66.24 |
|
R1 |
67.43 |
67.43 |
65.96 |
68.31 |
PP |
66.13 |
66.13 |
66.13 |
66.57 |
S1 |
64.38 |
64.38 |
65.40 |
65.26 |
S2 |
63.08 |
63.08 |
65.12 |
|
S3 |
60.03 |
61.33 |
64.84 |
|
S4 |
56.98 |
58.28 |
64.00 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.36 |
100.31 |
74.00 |
|
R3 |
95.76 |
87.71 |
70.54 |
|
R2 |
83.16 |
83.16 |
69.38 |
|
R1 |
75.11 |
75.11 |
68.23 |
72.84 |
PP |
70.56 |
70.56 |
70.56 |
69.42 |
S1 |
62.51 |
62.51 |
65.92 |
60.24 |
S2 |
57.96 |
57.96 |
64.76 |
|
S3 |
45.36 |
49.91 |
63.61 |
|
S4 |
32.76 |
37.31 |
60.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.69 |
64.83 |
8.86 |
13.5% |
3.41 |
5.2% |
10% |
False |
True |
14,329 |
10 |
79.12 |
64.83 |
14.29 |
21.8% |
3.60 |
5.5% |
6% |
False |
True |
14,313 |
20 |
100.75 |
64.83 |
35.92 |
54.7% |
3.80 |
5.8% |
2% |
False |
True |
11,790 |
40 |
113.10 |
64.83 |
48.27 |
73.5% |
3.68 |
5.6% |
2% |
False |
True |
9,495 |
60 |
123.85 |
64.83 |
59.02 |
89.9% |
3.16 |
4.8% |
1% |
False |
True |
7,313 |
80 |
147.91 |
64.83 |
83.08 |
126.5% |
3.19 |
4.9% |
1% |
False |
True |
6,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.84 |
2.618 |
75.86 |
1.618 |
72.81 |
1.000 |
70.93 |
0.618 |
69.76 |
HIGH |
67.88 |
0.618 |
66.71 |
0.500 |
66.36 |
0.382 |
66.00 |
LOW |
64.83 |
0.618 |
62.95 |
1.000 |
61.78 |
1.618 |
59.90 |
2.618 |
56.85 |
4.250 |
51.87 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
66.36 |
67.34 |
PP |
66.13 |
66.79 |
S1 |
65.91 |
66.23 |
|