NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
69.78 |
67.90 |
-1.88 |
-2.7% |
69.53 |
High |
70.15 |
67.98 |
-2.17 |
-3.1% |
76.25 |
Low |
67.04 |
67.12 |
0.08 |
0.1% |
67.04 |
Close |
67.04 |
67.33 |
0.29 |
0.4% |
67.33 |
Range |
3.11 |
0.86 |
-2.25 |
-72.3% |
9.21 |
ATR |
3.77 |
3.57 |
-0.20 |
-5.4% |
0.00 |
Volume |
2,695 |
3,475 |
780 |
28.9% |
14,769 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.06 |
69.55 |
67.80 |
|
R3 |
69.20 |
68.69 |
67.57 |
|
R2 |
68.34 |
68.34 |
67.49 |
|
R1 |
67.83 |
67.83 |
67.41 |
67.66 |
PP |
67.48 |
67.48 |
67.48 |
67.39 |
S1 |
66.97 |
66.97 |
67.25 |
66.80 |
S2 |
66.62 |
66.62 |
67.17 |
|
S3 |
65.76 |
66.11 |
67.09 |
|
S4 |
64.90 |
65.25 |
66.86 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.84 |
91.79 |
72.40 |
|
R3 |
88.63 |
82.58 |
69.86 |
|
R2 |
79.42 |
79.42 |
69.02 |
|
R1 |
73.37 |
73.37 |
68.17 |
71.79 |
PP |
70.21 |
70.21 |
70.21 |
69.42 |
S1 |
64.16 |
64.16 |
66.49 |
62.58 |
S2 |
61.00 |
61.00 |
65.64 |
|
S3 |
51.79 |
54.95 |
64.80 |
|
S4 |
42.58 |
45.74 |
62.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.25 |
67.04 |
9.21 |
13.7% |
1.92 |
2.9% |
3% |
False |
False |
2,953 |
10 |
76.25 |
65.44 |
10.81 |
16.1% |
2.01 |
3.0% |
17% |
False |
False |
3,128 |
20 |
85.30 |
65.44 |
19.86 |
29.5% |
1.74 |
2.6% |
10% |
False |
False |
2,906 |
40 |
110.25 |
65.44 |
44.81 |
66.6% |
1.65 |
2.5% |
4% |
False |
False |
2,195 |
60 |
123.73 |
65.44 |
58.29 |
86.6% |
1.28 |
1.9% |
3% |
False |
False |
1,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.64 |
2.618 |
70.23 |
1.618 |
69.37 |
1.000 |
68.84 |
0.618 |
68.51 |
HIGH |
67.98 |
0.618 |
67.65 |
0.500 |
67.55 |
0.382 |
67.45 |
LOW |
67.12 |
0.618 |
66.59 |
1.000 |
66.26 |
1.618 |
65.73 |
2.618 |
64.87 |
4.250 |
63.47 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
67.55 |
69.58 |
PP |
67.48 |
68.83 |
S1 |
67.40 |
68.08 |
|