NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
69.98 |
72.08 |
2.10 |
3.0% |
67.00 |
High |
76.95 |
72.08 |
-4.87 |
-6.3% |
73.00 |
Low |
69.98 |
72.08 |
2.10 |
3.0% |
66.53 |
Close |
76.72 |
72.00 |
-4.72 |
-6.2% |
72.77 |
Range |
6.97 |
0.00 |
-6.97 |
-100.0% |
6.47 |
ATR |
3.48 |
3.56 |
0.08 |
2.4% |
0.00 |
Volume |
2,677 |
1,859 |
-818 |
-30.6% |
14,367 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.05 |
72.03 |
72.00 |
|
R3 |
72.05 |
72.03 |
72.00 |
|
R2 |
72.05 |
72.05 |
72.00 |
|
R1 |
72.03 |
72.03 |
72.00 |
72.04 |
PP |
72.05 |
72.05 |
72.05 |
72.06 |
S1 |
72.03 |
72.03 |
72.00 |
72.04 |
S2 |
72.05 |
72.05 |
72.00 |
|
S3 |
72.05 |
72.03 |
72.00 |
|
S4 |
72.05 |
72.03 |
72.00 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.18 |
87.94 |
76.33 |
|
R3 |
83.71 |
81.47 |
74.55 |
|
R2 |
77.24 |
77.24 |
73.96 |
|
R1 |
75.00 |
75.00 |
73.36 |
76.12 |
PP |
70.77 |
70.77 |
70.77 |
71.33 |
S1 |
68.53 |
68.53 |
72.18 |
69.65 |
S2 |
64.30 |
64.30 |
71.58 |
|
S3 |
57.83 |
62.06 |
70.99 |
|
S4 |
51.36 |
55.59 |
69.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.95 |
69.13 |
7.82 |
10.9% |
2.06 |
2.9% |
37% |
False |
False |
2,735 |
10 |
76.95 |
66.53 |
10.42 |
14.5% |
1.82 |
2.5% |
52% |
False |
False |
2,344 |
20 |
88.98 |
66.53 |
22.45 |
31.2% |
1.46 |
2.0% |
24% |
False |
False |
1,666 |
40 |
109.67 |
66.53 |
43.14 |
59.9% |
1.20 |
1.7% |
13% |
False |
False |
1,176 |
60 |
123.71 |
66.53 |
57.18 |
79.4% |
0.80 |
1.1% |
10% |
False |
False |
895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.08 |
2.618 |
72.08 |
1.618 |
72.08 |
1.000 |
72.08 |
0.618 |
72.08 |
HIGH |
72.08 |
0.618 |
72.08 |
0.500 |
72.08 |
0.382 |
72.08 |
LOW |
72.08 |
0.618 |
72.08 |
1.000 |
72.08 |
1.618 |
72.08 |
2.618 |
72.08 |
4.250 |
72.08 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
72.08 |
73.35 |
PP |
72.05 |
72.90 |
S1 |
72.03 |
72.45 |
|