NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
88.25 |
88.40 |
0.15 |
0.2% |
105.98 |
| High |
89.57 |
89.28 |
-0.29 |
-0.3% |
105.98 |
| Low |
84.82 |
84.22 |
-0.60 |
-0.7% |
90.55 |
| Close |
88.43 |
86.62 |
-1.81 |
-2.0% |
93.01 |
| Range |
4.75 |
5.06 |
0.31 |
6.5% |
15.43 |
| ATR |
5.82 |
5.77 |
-0.05 |
-0.9% |
0.00 |
| Volume |
193,234 |
228,079 |
34,845 |
18.0% |
551,934 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.89 |
99.31 |
89.40 |
|
| R3 |
96.83 |
94.25 |
88.01 |
|
| R2 |
91.77 |
91.77 |
87.55 |
|
| R1 |
89.19 |
89.19 |
87.08 |
87.95 |
| PP |
86.71 |
86.71 |
86.71 |
86.09 |
| S1 |
84.13 |
84.13 |
86.16 |
82.89 |
| S2 |
81.65 |
81.65 |
85.69 |
|
| S3 |
76.59 |
79.07 |
85.23 |
|
| S4 |
71.53 |
74.01 |
83.84 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.80 |
133.34 |
101.50 |
|
| R3 |
127.37 |
117.91 |
97.25 |
|
| R2 |
111.94 |
111.94 |
95.84 |
|
| R1 |
102.48 |
102.48 |
94.42 |
99.50 |
| PP |
96.51 |
96.51 |
96.51 |
95.02 |
| S1 |
87.05 |
87.05 |
91.60 |
84.07 |
| S2 |
81.08 |
81.08 |
90.18 |
|
| S3 |
65.65 |
71.62 |
88.77 |
|
| S4 |
50.22 |
56.19 |
84.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.13 |
84.22 |
10.91 |
12.6% |
4.93 |
5.7% |
22% |
False |
True |
157,956 |
| 10 |
107.30 |
84.22 |
23.08 |
26.6% |
6.35 |
7.3% |
10% |
False |
True |
131,881 |
| 20 |
109.74 |
84.22 |
25.52 |
29.5% |
5.91 |
6.8% |
9% |
False |
True |
123,142 |
| 40 |
122.87 |
84.22 |
38.65 |
44.6% |
5.33 |
6.1% |
6% |
False |
True |
87,600 |
| 60 |
138.56 |
84.22 |
54.34 |
62.7% |
5.03 |
5.8% |
4% |
False |
True |
74,242 |
| 80 |
148.60 |
84.22 |
64.38 |
74.3% |
4.94 |
5.7% |
4% |
False |
True |
64,415 |
| 100 |
148.60 |
84.22 |
64.38 |
74.3% |
4.96 |
5.7% |
4% |
False |
True |
60,624 |
| 120 |
148.60 |
84.22 |
64.38 |
74.3% |
4.69 |
5.4% |
4% |
False |
True |
55,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.79 |
|
2.618 |
102.53 |
|
1.618 |
97.47 |
|
1.000 |
94.34 |
|
0.618 |
92.41 |
|
HIGH |
89.28 |
|
0.618 |
87.35 |
|
0.500 |
86.75 |
|
0.382 |
86.15 |
|
LOW |
84.22 |
|
0.618 |
81.09 |
|
1.000 |
79.16 |
|
1.618 |
76.03 |
|
2.618 |
70.97 |
|
4.250 |
62.72 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.75 |
87.84 |
| PP |
86.71 |
87.43 |
| S1 |
86.66 |
87.03 |
|