NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
82.00 |
78.75 |
-3.25 |
-4.0% |
92.50 |
| High |
84.83 |
79.17 |
-5.66 |
-6.7% |
93.02 |
| Low |
78.31 |
73.55 |
-4.76 |
-6.1% |
77.09 |
| Close |
78.63 |
74.54 |
-4.09 |
-5.2% |
77.70 |
| Range |
6.52 |
5.62 |
-0.90 |
-13.8% |
15.93 |
| ATR |
6.09 |
6.05 |
-0.03 |
-0.5% |
0.00 |
| Volume |
210,713 |
266,143 |
55,430 |
26.3% |
1,451,443 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.61 |
89.20 |
77.63 |
|
| R3 |
86.99 |
83.58 |
76.09 |
|
| R2 |
81.37 |
81.37 |
75.57 |
|
| R1 |
77.96 |
77.96 |
75.06 |
76.86 |
| PP |
75.75 |
75.75 |
75.75 |
75.20 |
| S1 |
72.34 |
72.34 |
74.02 |
71.24 |
| S2 |
70.13 |
70.13 |
73.51 |
|
| S3 |
64.51 |
66.72 |
72.99 |
|
| S4 |
58.89 |
61.10 |
71.45 |
|
|
| 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 |
89.82 |
73.55 |
16.27 |
21.8% |
5.78 |
7.7% |
6% |
False |
True |
285,681 |
| 10 |
100.37 |
73.55 |
26.82 |
36.0% |
5.56 |
7.5% |
4% |
False |
True |
279,586 |
| 20 |
110.45 |
73.55 |
36.90 |
49.5% |
6.28 |
8.4% |
3% |
False |
True |
265,919 |
| 40 |
122.43 |
73.55 |
48.88 |
65.6% |
5.61 |
7.5% |
2% |
False |
True |
180,198 |
| 60 |
133.79 |
73.55 |
60.24 |
80.8% |
5.16 |
6.9% |
2% |
False |
True |
132,139 |
| 80 |
148.47 |
73.55 |
74.92 |
100.5% |
5.01 |
6.7% |
1% |
False |
True |
103,310 |
| 100 |
148.47 |
73.55 |
74.92 |
100.5% |
4.92 |
6.6% |
1% |
False |
True |
85,563 |
| 120 |
148.47 |
73.55 |
74.92 |
100.5% |
4.57 |
6.1% |
1% |
False |
True |
72,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.06 |
|
2.618 |
93.88 |
|
1.618 |
88.26 |
|
1.000 |
84.79 |
|
0.618 |
82.64 |
|
HIGH |
79.17 |
|
0.618 |
77.02 |
|
0.500 |
76.36 |
|
0.382 |
75.70 |
|
LOW |
73.55 |
|
0.618 |
70.08 |
|
1.000 |
67.93 |
|
1.618 |
64.46 |
|
2.618 |
58.84 |
|
4.250 |
49.67 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
76.36 |
79.19 |
| PP |
75.75 |
77.64 |
| S1 |
75.15 |
76.09 |
|