NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
92.50 |
88.96 |
-3.54 |
-3.8% |
106.89 |
| High |
92.68 |
93.02 |
0.34 |
0.4% |
106.91 |
| Low |
87.56 |
87.87 |
0.31 |
0.4% |
91.30 |
| Close |
87.81 |
90.06 |
2.25 |
2.6% |
93.88 |
| Range |
5.12 |
5.15 |
0.03 |
0.6% |
15.61 |
| ATR |
6.05 |
5.99 |
-0.06 |
-1.0% |
0.00 |
| Volume |
238,984 |
281,987 |
43,003 |
18.0% |
1,173,281 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.77 |
103.06 |
92.89 |
|
| R3 |
100.62 |
97.91 |
91.48 |
|
| R2 |
95.47 |
95.47 |
91.00 |
|
| R1 |
92.76 |
92.76 |
90.53 |
94.12 |
| PP |
90.32 |
90.32 |
90.32 |
90.99 |
| S1 |
87.61 |
87.61 |
89.59 |
88.97 |
| S2 |
85.17 |
85.17 |
89.12 |
|
| S3 |
80.02 |
82.46 |
88.64 |
|
| S4 |
74.87 |
77.31 |
87.23 |
|
|
| 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 |
17.0% |
5.74 |
6.4% |
16% |
False |
False |
255,455 |
| 10 |
109.50 |
87.56 |
21.94 |
24.4% |
6.37 |
7.1% |
11% |
False |
False |
248,885 |
| 20 |
110.45 |
87.56 |
22.89 |
25.4% |
5.98 |
6.6% |
11% |
False |
False |
225,600 |
| 40 |
122.43 |
87.56 |
34.87 |
38.7% |
5.33 |
5.9% |
7% |
False |
False |
142,828 |
| 60 |
147.81 |
87.56 |
60.25 |
66.9% |
5.17 |
5.7% |
4% |
False |
False |
104,607 |
| 80 |
148.47 |
87.56 |
60.91 |
67.6% |
4.89 |
5.4% |
4% |
False |
False |
82,237 |
| 100 |
148.47 |
87.56 |
60.91 |
67.6% |
4.80 |
5.3% |
4% |
False |
False |
68,504 |
| 120 |
148.47 |
87.56 |
60.91 |
67.6% |
4.36 |
4.8% |
4% |
False |
False |
57,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.91 |
|
2.618 |
106.50 |
|
1.618 |
101.35 |
|
1.000 |
98.17 |
|
0.618 |
96.20 |
|
HIGH |
93.02 |
|
0.618 |
91.05 |
|
0.500 |
90.45 |
|
0.382 |
89.84 |
|
LOW |
87.87 |
|
0.618 |
84.69 |
|
1.000 |
82.72 |
|
1.618 |
79.54 |
|
2.618 |
74.39 |
|
4.250 |
65.98 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
90.45 |
91.80 |
| PP |
90.32 |
91.22 |
| S1 |
90.19 |
90.64 |
|