NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
65.44 |
70.57 |
5.13 |
7.8% |
78.55 |
High |
67.66 |
71.80 |
4.14 |
6.1% |
78.55 |
Low |
65.44 |
69.69 |
4.25 |
6.5% |
67.25 |
Close |
66.10 |
71.09 |
4.99 |
7.5% |
67.55 |
Range |
2.22 |
2.11 |
-0.11 |
-5.0% |
11.30 |
ATR |
3.32 |
3.49 |
0.17 |
5.1% |
0.00 |
Volume |
1,425 |
2,865 |
1,440 |
101.1% |
10,583 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.19 |
76.25 |
72.25 |
|
R3 |
75.08 |
74.14 |
71.67 |
|
R2 |
72.97 |
72.97 |
71.48 |
|
R1 |
72.03 |
72.03 |
71.28 |
72.50 |
PP |
70.86 |
70.86 |
70.86 |
71.10 |
S1 |
69.92 |
69.92 |
70.90 |
70.39 |
S2 |
68.75 |
68.75 |
70.70 |
|
S3 |
66.64 |
67.81 |
70.51 |
|
S4 |
64.53 |
65.70 |
69.93 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.02 |
97.58 |
73.77 |
|
R3 |
93.72 |
86.28 |
70.66 |
|
R2 |
82.42 |
82.42 |
69.62 |
|
R1 |
74.98 |
74.98 |
68.59 |
73.05 |
PP |
71.12 |
71.12 |
71.12 |
70.15 |
S1 |
63.68 |
63.68 |
66.51 |
61.75 |
S2 |
59.82 |
59.82 |
65.48 |
|
S3 |
48.52 |
52.38 |
64.44 |
|
S4 |
37.22 |
41.08 |
61.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.00 |
65.44 |
6.56 |
9.2% |
1.76 |
2.5% |
86% |
False |
False |
3,128 |
10 |
78.55 |
65.44 |
13.11 |
18.4% |
1.83 |
2.6% |
43% |
False |
False |
3,023 |
20 |
94.90 |
65.44 |
29.46 |
41.4% |
1.79 |
2.5% |
19% |
False |
False |
2,635 |
40 |
112.96 |
65.44 |
47.52 |
66.8% |
1.40 |
2.0% |
12% |
False |
False |
1,764 |
60 |
123.73 |
65.44 |
58.29 |
82.0% |
1.06 |
1.5% |
10% |
False |
False |
1,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.77 |
2.618 |
77.32 |
1.618 |
75.21 |
1.000 |
73.91 |
0.618 |
73.10 |
HIGH |
71.80 |
0.618 |
70.99 |
0.500 |
70.75 |
0.382 |
70.50 |
LOW |
69.69 |
0.618 |
68.39 |
1.000 |
67.58 |
1.618 |
66.28 |
2.618 |
64.17 |
4.250 |
60.72 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
70.98 |
70.27 |
PP |
70.86 |
69.44 |
S1 |
70.75 |
68.62 |
|