NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
93.32 |
91.72 |
-1.60 |
-1.7% |
105.98 |
| High |
95.13 |
91.72 |
-3.41 |
-3.6% |
105.98 |
| Low |
90.55 |
86.49 |
-4.06 |
-4.5% |
90.55 |
| Close |
93.01 |
86.71 |
-6.30 |
-6.8% |
93.01 |
| Range |
4.58 |
5.23 |
0.65 |
14.2% |
15.43 |
| ATR |
5.93 |
5.97 |
0.04 |
0.7% |
0.00 |
| Volume |
121,157 |
108,538 |
-12,619 |
-10.4% |
551,934 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.00 |
100.58 |
89.59 |
|
| R3 |
98.77 |
95.35 |
88.15 |
|
| R2 |
93.54 |
93.54 |
87.67 |
|
| R1 |
90.12 |
90.12 |
87.19 |
89.22 |
| PP |
88.31 |
88.31 |
88.31 |
87.85 |
| S1 |
84.89 |
84.89 |
86.23 |
83.99 |
| S2 |
83.08 |
83.08 |
85.75 |
|
| S3 |
77.85 |
79.66 |
85.27 |
|
| S4 |
72.62 |
74.43 |
83.83 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.80 |
133.34 |
101.50 |
|
| R3 |
127.37 |
117.91 |
97.25 |
|
| R2 |
111.94 |
111.94 |
95.84 |
|
| R1 |
102.48 |
102.48 |
94.42 |
99.50 |
| PP |
96.51 |
96.51 |
96.51 |
95.02 |
| S1 |
87.05 |
87.05 |
91.60 |
84.07 |
| S2 |
81.08 |
81.08 |
90.18 |
|
| S3 |
65.65 |
71.62 |
88.77 |
|
| S4 |
50.22 |
56.19 |
84.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.45 |
86.49 |
16.96 |
19.6% |
6.75 |
7.8% |
1% |
False |
True |
117,405 |
| 10 |
108.90 |
86.49 |
22.41 |
25.8% |
6.39 |
7.4% |
1% |
False |
True |
119,384 |
| 20 |
109.74 |
86.49 |
23.25 |
26.8% |
5.78 |
6.7% |
1% |
False |
True |
106,360 |
| 40 |
122.87 |
86.49 |
36.38 |
42.0% |
5.25 |
6.1% |
1% |
False |
True |
77,157 |
| 60 |
148.03 |
86.49 |
61.54 |
71.0% |
5.12 |
5.9% |
0% |
False |
True |
66,849 |
| 80 |
148.60 |
86.49 |
62.11 |
71.6% |
4.92 |
5.7% |
0% |
False |
True |
58,604 |
| 100 |
148.60 |
86.49 |
62.11 |
71.6% |
4.91 |
5.7% |
0% |
False |
True |
56,066 |
| 120 |
148.60 |
86.49 |
62.11 |
71.6% |
4.63 |
5.3% |
0% |
False |
True |
51,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.95 |
|
2.618 |
105.41 |
|
1.618 |
100.18 |
|
1.000 |
96.95 |
|
0.618 |
94.95 |
|
HIGH |
91.72 |
|
0.618 |
89.72 |
|
0.500 |
89.11 |
|
0.382 |
88.49 |
|
LOW |
86.49 |
|
0.618 |
83.26 |
|
1.000 |
81.26 |
|
1.618 |
78.03 |
|
2.618 |
72.80 |
|
4.250 |
64.26 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
89.11 |
93.00 |
| PP |
88.31 |
90.90 |
| S1 |
87.51 |
88.81 |
|