NYMEX Light Sweet Crude Oil Future July 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 |
67.90 |
70.35 |
2.45 |
3.6% |
69.53 |
High |
67.98 |
70.85 |
2.87 |
4.2% |
76.25 |
Low |
67.12 |
65.78 |
-1.34 |
-2.0% |
67.04 |
Close |
67.33 |
68.32 |
0.99 |
1.5% |
67.33 |
Range |
0.86 |
5.07 |
4.21 |
489.5% |
9.21 |
ATR |
3.57 |
3.68 |
0.11 |
3.0% |
0.00 |
Volume |
3,475 |
2,128 |
-1,347 |
-38.8% |
14,769 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.53 |
80.99 |
71.11 |
|
R3 |
78.46 |
75.92 |
69.71 |
|
R2 |
73.39 |
73.39 |
69.25 |
|
R1 |
70.85 |
70.85 |
68.78 |
69.59 |
PP |
68.32 |
68.32 |
68.32 |
67.68 |
S1 |
65.78 |
65.78 |
67.86 |
64.52 |
S2 |
63.25 |
63.25 |
67.39 |
|
S3 |
58.18 |
60.71 |
66.93 |
|
S4 |
53.11 |
55.64 |
65.53 |
|
|
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 |
65.78 |
10.47 |
15.3% |
2.77 |
4.1% |
24% |
False |
True |
2,999 |
10 |
76.25 |
65.44 |
10.81 |
15.8% |
2.29 |
3.3% |
27% |
False |
False |
2,674 |
20 |
85.30 |
65.44 |
19.86 |
29.1% |
1.99 |
2.9% |
15% |
False |
False |
2,895 |
40 |
110.25 |
65.44 |
44.81 |
65.6% |
1.72 |
2.5% |
6% |
False |
False |
2,224 |
60 |
123.73 |
65.44 |
58.29 |
85.3% |
1.36 |
2.0% |
5% |
False |
False |
1,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.40 |
2.618 |
84.12 |
1.618 |
79.05 |
1.000 |
75.92 |
0.618 |
73.98 |
HIGH |
70.85 |
0.618 |
68.91 |
0.500 |
68.32 |
0.382 |
67.72 |
LOW |
65.78 |
0.618 |
62.65 |
1.000 |
60.71 |
1.618 |
57.58 |
2.618 |
52.51 |
4.250 |
44.23 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
68.32 |
68.32 |
PP |
68.32 |
68.32 |
S1 |
68.32 |
68.32 |
|