NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
80.12 |
82.00 |
1.88 |
2.3% |
92.50 |
| High |
82.52 |
84.83 |
2.31 |
2.8% |
93.02 |
| Low |
79.45 |
78.31 |
-1.14 |
-1.4% |
77.09 |
| Close |
81.19 |
78.63 |
-2.56 |
-3.2% |
77.70 |
| Range |
3.07 |
6.52 |
3.45 |
112.4% |
15.93 |
| ATR |
6.06 |
6.09 |
0.03 |
0.5% |
0.00 |
| Volume |
363,996 |
210,713 |
-153,283 |
-42.1% |
1,451,443 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.15 |
95.91 |
82.22 |
|
| R3 |
93.63 |
89.39 |
80.42 |
|
| R2 |
87.11 |
87.11 |
79.83 |
|
| R1 |
82.87 |
82.87 |
79.23 |
81.73 |
| PP |
80.59 |
80.59 |
80.59 |
80.02 |
| S1 |
76.35 |
76.35 |
78.03 |
75.21 |
| S2 |
74.07 |
74.07 |
77.43 |
|
| S3 |
67.55 |
69.83 |
76.84 |
|
| S4 |
61.03 |
63.31 |
75.04 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.39 |
119.98 |
86.46 |
|
| R3 |
114.46 |
104.05 |
82.08 |
|
| R2 |
98.53 |
98.53 |
80.62 |
|
| R1 |
88.12 |
88.12 |
79.16 |
85.36 |
| PP |
82.60 |
82.60 |
82.60 |
81.23 |
| S1 |
72.19 |
72.19 |
76.24 |
69.43 |
| S2 |
66.67 |
66.67 |
74.78 |
|
| S3 |
50.74 |
56.26 |
73.32 |
|
| S4 |
34.81 |
40.33 |
68.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.99 |
77.09 |
13.90 |
17.7% |
5.64 |
7.2% |
11% |
False |
False |
301,036 |
| 10 |
102.84 |
77.09 |
25.75 |
32.7% |
5.69 |
7.2% |
6% |
False |
False |
278,245 |
| 20 |
110.45 |
77.09 |
33.36 |
42.4% |
6.32 |
8.0% |
5% |
False |
False |
263,244 |
| 40 |
122.43 |
77.09 |
45.34 |
57.7% |
5.56 |
7.1% |
3% |
False |
False |
174,572 |
| 60 |
133.79 |
77.09 |
56.70 |
72.1% |
5.12 |
6.5% |
3% |
False |
False |
127,988 |
| 80 |
148.47 |
77.09 |
71.38 |
90.8% |
4.98 |
6.3% |
2% |
False |
False |
100,158 |
| 100 |
148.47 |
77.09 |
71.38 |
90.8% |
4.89 |
6.2% |
2% |
False |
False |
83,123 |
| 120 |
148.47 |
77.09 |
71.38 |
90.8% |
4.53 |
5.8% |
2% |
False |
False |
70,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.54 |
|
2.618 |
101.90 |
|
1.618 |
95.38 |
|
1.000 |
91.35 |
|
0.618 |
88.86 |
|
HIGH |
84.83 |
|
0.618 |
82.34 |
|
0.500 |
81.57 |
|
0.382 |
80.80 |
|
LOW |
78.31 |
|
0.618 |
74.28 |
|
1.000 |
71.79 |
|
1.618 |
67.76 |
|
2.618 |
61.24 |
|
4.250 |
50.60 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
81.57 |
81.11 |
| PP |
80.59 |
80.28 |
| S1 |
79.61 |
79.46 |
|