NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
88.96 |
89.56 |
0.60 |
0.7% |
106.89 |
| High |
93.02 |
90.99 |
-2.03 |
-2.2% |
106.91 |
| Low |
87.87 |
86.05 |
-1.82 |
-2.1% |
91.30 |
| Close |
90.06 |
88.95 |
-1.11 |
-1.2% |
93.88 |
| Range |
5.15 |
4.94 |
-0.21 |
-4.1% |
15.61 |
| ATR |
5.99 |
5.91 |
-0.07 |
-1.2% |
0.00 |
| Volume |
281,987 |
342,917 |
60,930 |
21.6% |
1,173,281 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.48 |
101.16 |
91.67 |
|
| R3 |
98.54 |
96.22 |
90.31 |
|
| R2 |
93.60 |
93.60 |
89.86 |
|
| R1 |
91.28 |
91.28 |
89.40 |
89.97 |
| PP |
88.66 |
88.66 |
88.66 |
88.01 |
| S1 |
86.34 |
86.34 |
88.50 |
85.03 |
| S2 |
83.72 |
83.72 |
88.04 |
|
| S3 |
78.78 |
81.40 |
87.59 |
|
| S4 |
73.84 |
76.46 |
86.23 |
|
|
| 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 |
100.37 |
86.05 |
14.32 |
16.1% |
5.35 |
6.0% |
20% |
False |
True |
273,490 |
| 10 |
108.67 |
86.05 |
22.62 |
25.4% |
6.39 |
7.2% |
13% |
False |
True |
251,574 |
| 20 |
110.45 |
86.05 |
24.40 |
27.4% |
6.05 |
6.8% |
12% |
False |
True |
235,187 |
| 40 |
122.43 |
86.05 |
36.38 |
40.9% |
5.36 |
6.0% |
8% |
False |
True |
150,106 |
| 60 |
147.81 |
86.05 |
61.76 |
69.4% |
5.20 |
5.8% |
5% |
False |
True |
109,927 |
| 80 |
148.47 |
86.05 |
62.42 |
70.2% |
4.88 |
5.5% |
5% |
False |
True |
86,354 |
| 100 |
148.47 |
86.05 |
62.42 |
70.2% |
4.82 |
5.4% |
5% |
False |
True |
71,876 |
| 120 |
148.47 |
86.05 |
62.42 |
70.2% |
4.38 |
4.9% |
5% |
False |
True |
60,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.99 |
|
2.618 |
103.92 |
|
1.618 |
98.98 |
|
1.000 |
95.93 |
|
0.618 |
94.04 |
|
HIGH |
90.99 |
|
0.618 |
89.10 |
|
0.500 |
88.52 |
|
0.382 |
87.94 |
|
LOW |
86.05 |
|
0.618 |
83.00 |
|
1.000 |
81.11 |
|
1.618 |
78.06 |
|
2.618 |
73.12 |
|
4.250 |
65.06 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.81 |
89.54 |
| PP |
88.66 |
89.34 |
| S1 |
88.52 |
89.15 |
|