NYMEX Light Sweet Crude Oil Future August 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 |
70.50 |
67.84 |
-2.66 |
-3.8% |
70.40 |
High |
70.92 |
68.23 |
-2.69 |
-3.8% |
76.95 |
Low |
68.08 |
67.84 |
-0.24 |
-0.4% |
67.84 |
Close |
67.89 |
68.16 |
0.27 |
0.4% |
68.16 |
Range |
2.84 |
0.39 |
-2.45 |
-86.3% |
9.11 |
ATR |
3.59 |
3.36 |
-0.23 |
-6.4% |
0.00 |
Volume |
966 |
761 |
-205 |
-21.2% |
7,135 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.25 |
69.09 |
68.37 |
|
R3 |
68.86 |
68.70 |
68.27 |
|
R2 |
68.47 |
68.47 |
68.23 |
|
R1 |
68.31 |
68.31 |
68.20 |
68.39 |
PP |
68.08 |
68.08 |
68.08 |
68.12 |
S1 |
67.92 |
67.92 |
68.12 |
68.00 |
S2 |
67.69 |
67.69 |
68.09 |
|
S3 |
67.30 |
67.53 |
68.05 |
|
S4 |
66.91 |
67.14 |
67.95 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.31 |
92.35 |
73.17 |
|
R3 |
89.20 |
83.24 |
70.67 |
|
R2 |
80.09 |
80.09 |
69.83 |
|
R1 |
74.13 |
74.13 |
69.00 |
72.56 |
PP |
70.98 |
70.98 |
70.98 |
70.20 |
S1 |
65.02 |
65.02 |
67.32 |
63.45 |
S2 |
61.87 |
61.87 |
66.49 |
|
S3 |
52.76 |
55.91 |
65.65 |
|
S4 |
43.65 |
46.80 |
63.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.95 |
67.84 |
9.11 |
13.4% |
2.17 |
3.2% |
4% |
False |
True |
1,427 |
10 |
76.95 |
66.53 |
10.42 |
15.3% |
1.89 |
2.8% |
16% |
False |
False |
2,150 |
20 |
84.82 |
66.53 |
18.29 |
26.8% |
1.51 |
2.2% |
9% |
False |
False |
1,703 |
40 |
109.67 |
66.53 |
43.14 |
63.3% |
1.26 |
1.8% |
4% |
False |
False |
1,206 |
60 |
123.71 |
66.53 |
57.18 |
83.9% |
0.85 |
1.3% |
3% |
False |
False |
924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.89 |
2.618 |
69.25 |
1.618 |
68.86 |
1.000 |
68.62 |
0.618 |
68.47 |
HIGH |
68.23 |
0.618 |
68.08 |
0.500 |
68.04 |
0.382 |
67.99 |
LOW |
67.84 |
0.618 |
67.60 |
1.000 |
67.45 |
1.618 |
67.21 |
2.618 |
66.82 |
4.250 |
66.18 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
68.12 |
69.96 |
PP |
68.08 |
69.36 |
S1 |
68.04 |
68.76 |
|