NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
73.60 |
72.30 |
-1.30 |
-1.8% |
80.12 |
| High |
74.50 |
74.30 |
-0.20 |
-0.3% |
84.83 |
| Low |
68.57 |
69.84 |
1.27 |
1.9% |
68.57 |
| Close |
69.85 |
71.85 |
2.00 |
2.9% |
71.85 |
| Range |
5.93 |
4.46 |
-1.47 |
-24.8% |
16.26 |
| ATR |
6.05 |
5.94 |
-0.11 |
-1.9% |
0.00 |
| Volume |
221,136 |
283,094 |
61,958 |
28.0% |
1,345,082 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.38 |
83.07 |
74.30 |
|
| R3 |
80.92 |
78.61 |
73.08 |
|
| R2 |
76.46 |
76.46 |
72.67 |
|
| R1 |
74.15 |
74.15 |
72.26 |
73.08 |
| PP |
72.00 |
72.00 |
72.00 |
71.46 |
| S1 |
69.69 |
69.69 |
71.44 |
68.62 |
| S2 |
67.54 |
67.54 |
71.03 |
|
| S3 |
63.08 |
65.23 |
70.62 |
|
| S4 |
58.62 |
60.77 |
69.40 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.86 |
114.12 |
80.79 |
|
| R3 |
107.60 |
97.86 |
76.32 |
|
| R2 |
91.34 |
91.34 |
74.83 |
|
| R1 |
81.60 |
81.60 |
73.34 |
78.34 |
| PP |
75.08 |
75.08 |
75.08 |
73.46 |
| S1 |
65.34 |
65.34 |
70.36 |
62.08 |
| S2 |
58.82 |
58.82 |
68.87 |
|
| S3 |
42.56 |
49.08 |
67.38 |
|
| S4 |
26.30 |
32.82 |
62.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.83 |
68.57 |
16.26 |
22.6% |
5.12 |
7.1% |
20% |
False |
False |
269,016 |
| 10 |
93.02 |
68.57 |
24.45 |
34.0% |
5.45 |
7.6% |
13% |
False |
False |
279,652 |
| 20 |
110.45 |
68.57 |
41.88 |
58.3% |
6.09 |
8.5% |
8% |
False |
False |
269,569 |
| 40 |
122.43 |
68.57 |
53.86 |
75.0% |
5.65 |
7.9% |
6% |
False |
False |
190,875 |
| 60 |
129.16 |
68.57 |
60.59 |
84.3% |
5.15 |
7.2% |
5% |
False |
False |
140,059 |
| 80 |
148.47 |
68.57 |
79.90 |
111.2% |
5.05 |
7.0% |
4% |
False |
False |
109,371 |
| 100 |
148.47 |
68.57 |
79.90 |
111.2% |
4.93 |
6.9% |
4% |
False |
False |
90,369 |
| 120 |
148.47 |
68.57 |
79.90 |
111.2% |
4.62 |
6.4% |
4% |
False |
False |
76,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.26 |
|
2.618 |
85.98 |
|
1.618 |
81.52 |
|
1.000 |
78.76 |
|
0.618 |
77.06 |
|
HIGH |
74.30 |
|
0.618 |
72.60 |
|
0.500 |
72.07 |
|
0.382 |
71.54 |
|
LOW |
69.84 |
|
0.618 |
67.08 |
|
1.000 |
65.38 |
|
1.618 |
62.62 |
|
2.618 |
58.16 |
|
4.250 |
50.89 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
72.07 |
73.87 |
| PP |
72.00 |
73.20 |
| S1 |
71.92 |
72.52 |
|