NYMEX Light Sweet Crude Oil Future August 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 |
66.53 |
70.00 |
3.47 |
5.2% |
77.31 |
High |
66.53 |
73.00 |
6.47 |
9.7% |
79.03 |
Low |
66.53 |
70.00 |
3.47 |
5.2% |
67.14 |
Close |
66.52 |
71.55 |
5.03 |
7.6% |
68.04 |
Range |
0.00 |
3.00 |
3.00 |
|
11.89 |
ATR |
3.08 |
3.33 |
0.24 |
7.9% |
0.00 |
Volume |
742 |
2,214 |
1,472 |
198.4% |
8,599 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.52 |
79.03 |
73.20 |
|
R3 |
77.52 |
76.03 |
72.38 |
|
R2 |
74.52 |
74.52 |
72.10 |
|
R1 |
73.03 |
73.03 |
71.83 |
73.78 |
PP |
71.52 |
71.52 |
71.52 |
71.89 |
S1 |
70.03 |
70.03 |
71.28 |
70.78 |
S2 |
68.52 |
68.52 |
71.00 |
|
S3 |
65.52 |
67.03 |
70.73 |
|
S4 |
62.52 |
64.03 |
69.90 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.07 |
99.45 |
74.58 |
|
R3 |
95.18 |
87.56 |
71.31 |
|
R2 |
83.29 |
83.29 |
70.22 |
|
R1 |
75.67 |
75.67 |
69.13 |
73.54 |
PP |
71.40 |
71.40 |
71.40 |
70.34 |
S1 |
63.78 |
63.78 |
66.95 |
61.65 |
S2 |
59.51 |
59.51 |
65.86 |
|
S3 |
47.62 |
51.89 |
64.77 |
|
S4 |
35.73 |
40.00 |
61.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.00 |
66.53 |
6.47 |
9.0% |
1.58 |
2.2% |
78% |
True |
False |
1,954 |
10 |
79.03 |
66.53 |
12.50 |
17.5% |
1.42 |
2.0% |
40% |
False |
False |
1,659 |
20 |
95.19 |
66.53 |
28.66 |
40.1% |
1.19 |
1.7% |
18% |
False |
False |
1,376 |
40 |
111.60 |
66.53 |
45.07 |
63.0% |
0.94 |
1.3% |
11% |
False |
False |
894 |
60 |
123.71 |
66.53 |
57.18 |
79.9% |
0.63 |
0.9% |
9% |
False |
False |
698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.75 |
2.618 |
80.85 |
1.618 |
77.85 |
1.000 |
76.00 |
0.618 |
74.85 |
HIGH |
73.00 |
0.618 |
71.85 |
0.500 |
71.50 |
0.382 |
71.15 |
LOW |
70.00 |
0.618 |
68.15 |
1.000 |
67.00 |
1.618 |
65.15 |
2.618 |
62.15 |
4.250 |
57.25 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
71.53 |
70.96 |
PP |
71.52 |
70.36 |
S1 |
71.50 |
69.77 |
|