NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
93.85 |
92.50 |
-1.35 |
-1.4% |
106.89 |
| High |
96.03 |
92.68 |
-3.35 |
-3.5% |
106.91 |
| Low |
91.30 |
87.56 |
-3.74 |
-4.1% |
91.30 |
| Close |
93.88 |
87.81 |
-6.07 |
-6.5% |
93.88 |
| Range |
4.73 |
5.12 |
0.39 |
8.2% |
15.61 |
| ATR |
6.03 |
6.05 |
0.02 |
0.3% |
0.00 |
| Volume |
223,270 |
238,984 |
15,714 |
7.0% |
1,173,281 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.71 |
101.38 |
90.63 |
|
| R3 |
99.59 |
96.26 |
89.22 |
|
| R2 |
94.47 |
94.47 |
88.75 |
|
| R1 |
91.14 |
91.14 |
88.28 |
90.25 |
| PP |
89.35 |
89.35 |
89.35 |
88.90 |
| S1 |
86.02 |
86.02 |
87.34 |
85.13 |
| S2 |
84.23 |
84.23 |
86.87 |
|
| S3 |
79.11 |
80.90 |
86.40 |
|
| S4 |
73.99 |
75.78 |
84.99 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.19 |
134.65 |
102.47 |
|
| R3 |
128.58 |
119.04 |
98.17 |
|
| R2 |
112.97 |
112.97 |
96.74 |
|
| R1 |
103.43 |
103.43 |
95.31 |
100.40 |
| PP |
97.36 |
97.36 |
97.36 |
95.85 |
| S1 |
87.82 |
87.82 |
92.45 |
84.79 |
| S2 |
81.75 |
81.75 |
91.02 |
|
| S3 |
66.14 |
72.21 |
89.59 |
|
| S4 |
50.53 |
56.60 |
85.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.84 |
87.56 |
15.28 |
17.4% |
6.53 |
7.4% |
2% |
False |
True |
248,762 |
| 10 |
109.58 |
87.56 |
22.02 |
25.1% |
6.41 |
7.3% |
1% |
False |
True |
254,197 |
| 20 |
110.60 |
87.56 |
23.04 |
26.2% |
6.00 |
6.8% |
1% |
False |
True |
215,155 |
| 40 |
122.43 |
87.56 |
34.87 |
39.7% |
5.32 |
6.1% |
1% |
False |
True |
137,269 |
| 60 |
148.47 |
87.56 |
60.91 |
69.4% |
5.18 |
5.9% |
0% |
False |
True |
100,268 |
| 80 |
148.47 |
87.56 |
60.91 |
69.4% |
4.86 |
5.5% |
0% |
False |
True |
78,884 |
| 100 |
148.47 |
87.56 |
60.91 |
69.4% |
4.79 |
5.5% |
0% |
False |
True |
65,737 |
| 120 |
148.47 |
87.56 |
60.91 |
69.4% |
4.32 |
4.9% |
0% |
False |
True |
55,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.44 |
|
2.618 |
106.08 |
|
1.618 |
100.96 |
|
1.000 |
97.80 |
|
0.618 |
95.84 |
|
HIGH |
92.68 |
|
0.618 |
90.72 |
|
0.500 |
90.12 |
|
0.382 |
89.52 |
|
LOW |
87.56 |
|
0.618 |
84.40 |
|
1.000 |
82.44 |
|
1.618 |
79.28 |
|
2.618 |
74.16 |
|
4.250 |
65.80 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.12 |
93.97 |
| PP |
89.35 |
91.91 |
| S1 |
88.58 |
89.86 |
|