NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
84.95 |
78.04 |
-6.91 |
-8.1% |
91.72 |
| High |
85.03 |
82.90 |
-2.13 |
-2.5% |
91.72 |
| Low |
77.28 |
78.04 |
0.76 |
1.0% |
77.28 |
| Close |
77.99 |
81.68 |
3.69 |
4.7% |
77.99 |
| Range |
7.75 |
4.86 |
-2.89 |
-37.3% |
14.44 |
| ATR |
6.02 |
5.94 |
-0.08 |
-1.3% |
0.00 |
| Volume |
173,210 |
244,901 |
71,691 |
41.4% |
841,837 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.45 |
93.43 |
84.35 |
|
| R3 |
90.59 |
88.57 |
83.02 |
|
| R2 |
85.73 |
85.73 |
82.57 |
|
| R1 |
83.71 |
83.71 |
82.13 |
84.72 |
| PP |
80.87 |
80.87 |
80.87 |
81.38 |
| S1 |
78.85 |
78.85 |
81.23 |
79.86 |
| S2 |
76.01 |
76.01 |
80.79 |
|
| S3 |
71.15 |
73.99 |
80.34 |
|
| S4 |
66.29 |
69.13 |
79.01 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.65 |
116.26 |
85.93 |
|
| R3 |
111.21 |
101.82 |
81.96 |
|
| R2 |
96.77 |
96.77 |
80.64 |
|
| R1 |
87.38 |
87.38 |
79.31 |
84.86 |
| PP |
82.33 |
82.33 |
82.33 |
81.07 |
| S1 |
72.94 |
72.94 |
76.67 |
70.42 |
| S2 |
67.89 |
67.89 |
75.34 |
|
| S3 |
53.45 |
58.50 |
74.02 |
|
| S4 |
39.01 |
44.06 |
70.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.45 |
77.28 |
14.17 |
17.3% |
5.49 |
6.7% |
31% |
False |
False |
195,640 |
| 10 |
103.45 |
77.28 |
26.17 |
32.0% |
6.12 |
7.5% |
17% |
False |
False |
156,522 |
| 20 |
109.74 |
77.28 |
32.46 |
39.7% |
6.08 |
7.4% |
14% |
False |
False |
137,520 |
| 40 |
122.87 |
77.28 |
45.59 |
55.8% |
5.45 |
6.7% |
10% |
False |
False |
95,686 |
| 60 |
134.15 |
77.28 |
56.87 |
69.6% |
5.05 |
6.2% |
8% |
False |
False |
79,588 |
| 80 |
148.60 |
77.28 |
71.32 |
87.3% |
4.97 |
6.1% |
6% |
False |
False |
68,639 |
| 100 |
148.60 |
77.28 |
71.32 |
87.3% |
4.96 |
6.1% |
6% |
False |
False |
63,711 |
| 120 |
148.60 |
77.28 |
71.32 |
87.3% |
4.75 |
5.8% |
6% |
False |
False |
58,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.56 |
|
2.618 |
95.62 |
|
1.618 |
90.76 |
|
1.000 |
87.76 |
|
0.618 |
85.90 |
|
HIGH |
82.90 |
|
0.618 |
81.04 |
|
0.500 |
80.47 |
|
0.382 |
79.90 |
|
LOW |
78.04 |
|
0.618 |
75.04 |
|
1.000 |
73.18 |
|
1.618 |
70.18 |
|
2.618 |
65.32 |
|
4.250 |
57.39 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
81.28 |
83.28 |
| PP |
80.87 |
82.75 |
| S1 |
80.47 |
82.21 |
|