NYMEX Light Sweet Crude Oil Future December 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 |
78.04 |
82.50 |
4.46 |
5.7% |
91.72 |
| High |
82.90 |
85.28 |
2.38 |
2.9% |
91.72 |
| Low |
78.04 |
78.66 |
0.62 |
0.8% |
77.28 |
| Close |
81.68 |
78.95 |
-2.73 |
-3.3% |
77.99 |
| Range |
4.86 |
6.62 |
1.76 |
36.2% |
14.44 |
| ATR |
5.94 |
5.99 |
0.05 |
0.8% |
0.00 |
| Volume |
244,901 |
152,280 |
-92,621 |
-37.8% |
841,837 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.82 |
96.51 |
82.59 |
|
| R3 |
94.20 |
89.89 |
80.77 |
|
| R2 |
87.58 |
87.58 |
80.16 |
|
| R1 |
83.27 |
83.27 |
79.56 |
82.12 |
| PP |
80.96 |
80.96 |
80.96 |
80.39 |
| S1 |
76.65 |
76.65 |
78.34 |
75.50 |
| S2 |
74.34 |
74.34 |
77.74 |
|
| S3 |
67.72 |
70.03 |
77.13 |
|
| S4 |
61.10 |
63.41 |
75.31 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.65 |
116.26 |
85.93 |
|
| R3 |
111.21 |
101.82 |
81.96 |
|
| R2 |
96.77 |
96.77 |
80.64 |
|
| R1 |
87.38 |
87.38 |
79.31 |
84.86 |
| PP |
82.33 |
82.33 |
82.33 |
81.07 |
| S1 |
72.94 |
72.94 |
76.67 |
70.42 |
| S2 |
67.89 |
67.89 |
75.34 |
|
| S3 |
53.45 |
58.50 |
74.02 |
|
| S4 |
39.01 |
44.06 |
70.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.57 |
77.28 |
12.29 |
15.6% |
5.81 |
7.4% |
14% |
False |
False |
198,340 |
| 10 |
102.37 |
77.28 |
25.09 |
31.8% |
5.76 |
7.3% |
7% |
False |
False |
161,487 |
| 20 |
109.74 |
77.28 |
32.46 |
41.1% |
6.22 |
7.9% |
5% |
False |
False |
140,360 |
| 40 |
122.87 |
77.28 |
45.59 |
57.7% |
5.53 |
7.0% |
4% |
False |
False |
98,756 |
| 60 |
134.15 |
77.28 |
56.87 |
72.0% |
5.11 |
6.5% |
3% |
False |
False |
81,419 |
| 80 |
148.60 |
77.28 |
71.32 |
90.3% |
5.00 |
6.3% |
2% |
False |
False |
70,229 |
| 100 |
148.60 |
77.28 |
71.32 |
90.3% |
5.00 |
6.3% |
2% |
False |
False |
64,357 |
| 120 |
148.60 |
77.28 |
71.32 |
90.3% |
4.77 |
6.0% |
2% |
False |
False |
59,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.42 |
|
2.618 |
102.61 |
|
1.618 |
95.99 |
|
1.000 |
91.90 |
|
0.618 |
89.37 |
|
HIGH |
85.28 |
|
0.618 |
82.75 |
|
0.500 |
81.97 |
|
0.382 |
81.19 |
|
LOW |
78.66 |
|
0.618 |
74.57 |
|
1.000 |
72.04 |
|
1.618 |
67.95 |
|
2.618 |
61.33 |
|
4.250 |
50.53 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
81.97 |
81.28 |
| PP |
80.96 |
80.50 |
| S1 |
79.96 |
79.73 |
|