NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
65.24 |
62.70 |
-2.54 |
-3.9% |
72.71 |
| High |
66.16 |
65.60 |
-0.56 |
-0.8% |
76.45 |
| Low |
61.70 |
62.13 |
0.43 |
0.7% |
63.12 |
| Close |
63.71 |
63.21 |
-0.50 |
-0.8% |
64.58 |
| Range |
4.46 |
3.47 |
-0.99 |
-22.2% |
13.33 |
| ATR |
5.40 |
5.26 |
-0.14 |
-2.6% |
0.00 |
| Volume |
60,180 |
45,044 |
-15,136 |
-25.2% |
246,111 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.06 |
72.10 |
65.12 |
|
| R3 |
70.59 |
68.63 |
64.16 |
|
| R2 |
67.12 |
67.12 |
63.85 |
|
| R1 |
65.16 |
65.16 |
63.53 |
66.14 |
| PP |
63.65 |
63.65 |
63.65 |
64.14 |
| S1 |
61.69 |
61.69 |
62.89 |
62.67 |
| S2 |
60.18 |
60.18 |
62.57 |
|
| S3 |
56.71 |
58.22 |
62.26 |
|
| S4 |
53.24 |
54.75 |
61.30 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.04 |
99.64 |
71.91 |
|
| R3 |
94.71 |
86.31 |
68.25 |
|
| R2 |
81.38 |
81.38 |
67.02 |
|
| R1 |
72.98 |
72.98 |
65.80 |
70.52 |
| PP |
68.05 |
68.05 |
68.05 |
66.82 |
| S1 |
59.65 |
59.65 |
63.36 |
57.19 |
| S2 |
54.72 |
54.72 |
62.14 |
|
| S3 |
41.39 |
46.32 |
60.91 |
|
| S4 |
28.06 |
32.99 |
57.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.15 |
61.70 |
10.45 |
16.5% |
4.75 |
7.5% |
14% |
False |
False |
57,182 |
| 10 |
79.90 |
61.70 |
18.20 |
28.8% |
4.92 |
7.8% |
8% |
False |
False |
47,342 |
| 20 |
102.55 |
61.70 |
40.85 |
64.6% |
5.16 |
8.2% |
4% |
False |
False |
43,784 |
| 40 |
111.84 |
61.70 |
50.14 |
79.3% |
5.01 |
7.9% |
3% |
False |
False |
34,383 |
| 60 |
123.22 |
61.70 |
61.52 |
97.3% |
4.74 |
7.5% |
2% |
False |
False |
25,784 |
| 80 |
148.35 |
61.70 |
86.65 |
137.1% |
4.67 |
7.4% |
2% |
False |
False |
20,696 |
| 100 |
148.35 |
61.70 |
86.65 |
137.1% |
4.25 |
6.7% |
2% |
False |
False |
17,155 |
| 120 |
148.35 |
61.70 |
86.65 |
137.1% |
3.96 |
6.3% |
2% |
False |
False |
14,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.35 |
|
2.618 |
74.68 |
|
1.618 |
71.21 |
|
1.000 |
69.07 |
|
0.618 |
67.74 |
|
HIGH |
65.60 |
|
0.618 |
64.27 |
|
0.500 |
63.87 |
|
0.382 |
63.46 |
|
LOW |
62.13 |
|
0.618 |
59.99 |
|
1.000 |
58.66 |
|
1.618 |
56.52 |
|
2.618 |
53.05 |
|
4.250 |
47.38 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
63.87 |
65.78 |
| PP |
63.65 |
64.92 |
| S1 |
63.43 |
64.07 |
|