NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
72.16 |
75.62 |
3.46 |
4.8% |
80.12 |
| High |
76.12 |
75.69 |
-0.43 |
-0.6% |
84.83 |
| Low |
71.77 |
69.77 |
-2.00 |
-2.8% |
68.57 |
| Close |
74.25 |
70.89 |
-3.36 |
-4.5% |
71.85 |
| Range |
4.35 |
5.92 |
1.57 |
36.1% |
16.26 |
| ATR |
5.82 |
5.83 |
0.01 |
0.1% |
0.00 |
| Volume |
141,907 |
137,299 |
-4,608 |
-3.2% |
1,345,082 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.88 |
86.30 |
74.15 |
|
| R3 |
83.96 |
80.38 |
72.52 |
|
| R2 |
78.04 |
78.04 |
71.98 |
|
| R1 |
74.46 |
74.46 |
71.43 |
73.29 |
| PP |
72.12 |
72.12 |
72.12 |
71.53 |
| S1 |
68.54 |
68.54 |
70.35 |
67.37 |
| S2 |
66.20 |
66.20 |
69.80 |
|
| S3 |
60.28 |
62.62 |
69.26 |
|
| S4 |
54.36 |
56.70 |
67.63 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.86 |
114.12 |
80.79 |
|
| R3 |
107.60 |
97.86 |
76.32 |
|
| R2 |
91.34 |
91.34 |
74.83 |
|
| R1 |
81.60 |
81.60 |
73.34 |
78.34 |
| PP |
75.08 |
75.08 |
75.08 |
73.46 |
| S1 |
65.34 |
65.34 |
70.36 |
62.08 |
| S2 |
58.82 |
58.82 |
68.87 |
|
| S3 |
42.56 |
49.08 |
67.38 |
|
| S4 |
26.30 |
32.82 |
62.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.17 |
68.57 |
10.60 |
15.0% |
5.26 |
7.4% |
22% |
False |
False |
209,915 |
| 10 |
90.99 |
68.57 |
22.42 |
31.6% |
5.45 |
7.7% |
10% |
False |
False |
255,476 |
| 20 |
109.50 |
68.57 |
40.93 |
57.7% |
5.91 |
8.3% |
6% |
False |
False |
252,180 |
| 40 |
120.72 |
68.57 |
52.15 |
73.6% |
5.56 |
7.8% |
4% |
False |
False |
194,975 |
| 60 |
129.16 |
68.57 |
60.59 |
85.5% |
5.22 |
7.4% |
4% |
False |
False |
143,869 |
| 80 |
148.47 |
68.57 |
79.90 |
112.7% |
5.05 |
7.1% |
3% |
False |
False |
112,509 |
| 100 |
148.47 |
68.57 |
79.90 |
112.7% |
4.95 |
7.0% |
3% |
False |
False |
92,882 |
| 120 |
148.47 |
68.57 |
79.90 |
112.7% |
4.66 |
6.6% |
3% |
False |
False |
78,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.85 |
|
2.618 |
91.19 |
|
1.618 |
85.27 |
|
1.000 |
81.61 |
|
0.618 |
79.35 |
|
HIGH |
75.69 |
|
0.618 |
73.43 |
|
0.500 |
72.73 |
|
0.382 |
72.03 |
|
LOW |
69.77 |
|
0.618 |
66.11 |
|
1.000 |
63.85 |
|
1.618 |
60.19 |
|
2.618 |
54.27 |
|
4.250 |
44.61 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
72.73 |
72.95 |
| PP |
72.12 |
72.26 |
| S1 |
71.50 |
71.58 |
|