NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
72.10 |
69.77 |
-2.33 |
-3.2% |
67.10 |
High |
73.80 |
69.80 |
-4.00 |
-5.4% |
73.44 |
Low |
70.06 |
65.72 |
-4.34 |
-6.2% |
64.83 |
Close |
70.45 |
66.15 |
-4.30 |
-6.1% |
71.73 |
Range |
3.74 |
4.08 |
0.34 |
9.1% |
8.61 |
ATR |
4.89 |
4.88 |
-0.01 |
-0.2% |
0.00 |
Volume |
18,406 |
13,527 |
-4,879 |
-26.5% |
79,623 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.46 |
76.89 |
68.39 |
|
R3 |
75.38 |
72.81 |
67.27 |
|
R2 |
71.30 |
71.30 |
66.90 |
|
R1 |
68.73 |
68.73 |
66.52 |
67.98 |
PP |
67.22 |
67.22 |
67.22 |
66.85 |
S1 |
64.65 |
64.65 |
65.78 |
63.90 |
S2 |
63.14 |
63.14 |
65.40 |
|
S3 |
59.06 |
60.57 |
65.03 |
|
S4 |
54.98 |
56.49 |
63.91 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.83 |
92.39 |
76.47 |
|
R3 |
87.22 |
83.78 |
74.10 |
|
R2 |
78.61 |
78.61 |
73.31 |
|
R1 |
75.17 |
75.17 |
72.52 |
76.89 |
PP |
70.00 |
70.00 |
70.00 |
70.86 |
S1 |
66.56 |
66.56 |
70.94 |
68.28 |
S2 |
61.39 |
61.39 |
70.15 |
|
S3 |
52.78 |
57.95 |
69.36 |
|
S4 |
44.17 |
49.34 |
66.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.00 |
65.72 |
10.28 |
15.5% |
5.01 |
7.6% |
4% |
False |
True |
15,143 |
10 |
76.00 |
64.83 |
11.17 |
16.9% |
4.54 |
6.9% |
12% |
False |
False |
14,906 |
20 |
87.13 |
64.83 |
22.30 |
33.7% |
4.21 |
6.4% |
6% |
False |
False |
13,916 |
40 |
109.98 |
64.83 |
45.15 |
68.3% |
4.11 |
6.2% |
3% |
False |
False |
11,140 |
60 |
123.85 |
64.83 |
59.02 |
89.2% |
3.56 |
5.4% |
2% |
False |
False |
8,677 |
80 |
137.93 |
64.83 |
73.10 |
110.5% |
3.30 |
5.0% |
2% |
False |
False |
7,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.14 |
2.618 |
80.48 |
1.618 |
76.40 |
1.000 |
73.88 |
0.618 |
72.32 |
HIGH |
69.80 |
0.618 |
68.24 |
0.500 |
67.76 |
0.382 |
67.28 |
LOW |
65.72 |
0.618 |
63.20 |
1.000 |
61.64 |
1.618 |
59.12 |
2.618 |
55.04 |
4.250 |
48.38 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
67.76 |
70.86 |
PP |
67.22 |
69.29 |
S1 |
66.69 |
67.72 |
|