NYMEX Light Sweet Crude Oil Future August 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 |
67.84 |
71.56 |
3.72 |
5.5% |
70.40 |
High |
68.23 |
71.56 |
3.33 |
4.9% |
76.95 |
Low |
67.84 |
66.49 |
-1.35 |
-2.0% |
67.84 |
Close |
68.16 |
69.06 |
0.90 |
1.3% |
68.16 |
Range |
0.39 |
5.07 |
4.68 |
1,200.0% |
9.11 |
ATR |
3.36 |
3.48 |
0.12 |
3.6% |
0.00 |
Volume |
761 |
793 |
32 |
4.2% |
7,135 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.25 |
81.72 |
71.85 |
|
R3 |
79.18 |
76.65 |
70.45 |
|
R2 |
74.11 |
74.11 |
69.99 |
|
R1 |
71.58 |
71.58 |
69.52 |
70.31 |
PP |
69.04 |
69.04 |
69.04 |
68.40 |
S1 |
66.51 |
66.51 |
68.60 |
65.24 |
S2 |
63.97 |
63.97 |
68.13 |
|
S3 |
58.90 |
61.44 |
67.67 |
|
S4 |
53.83 |
56.37 |
66.27 |
|
|
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 |
66.49 |
10.46 |
15.1% |
3.05 |
4.4% |
25% |
False |
True |
1,411 |
10 |
76.95 |
66.49 |
10.46 |
15.1% |
2.16 |
3.1% |
25% |
False |
True |
1,915 |
20 |
83.75 |
66.49 |
17.26 |
25.0% |
1.76 |
2.6% |
15% |
False |
True |
1,699 |
40 |
109.67 |
66.49 |
43.18 |
62.5% |
1.25 |
1.8% |
6% |
False |
True |
1,222 |
60 |
123.71 |
66.49 |
57.22 |
82.9% |
0.94 |
1.4% |
4% |
False |
True |
937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.11 |
2.618 |
84.83 |
1.618 |
79.76 |
1.000 |
76.63 |
0.618 |
74.69 |
HIGH |
71.56 |
0.618 |
69.62 |
0.500 |
69.03 |
0.382 |
68.43 |
LOW |
66.49 |
0.618 |
63.36 |
1.000 |
61.42 |
1.618 |
58.29 |
2.618 |
53.22 |
4.250 |
44.94 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
69.05 |
69.05 |
PP |
69.04 |
69.04 |
S1 |
69.03 |
69.03 |
|