NYMEX Light Sweet Crude Oil Future December 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 |
82.50 |
79.33 |
-3.17 |
-3.8% |
91.72 |
| High |
85.28 |
79.54 |
-5.74 |
-6.7% |
91.72 |
| Low |
78.66 |
73.91 |
-4.75 |
-6.0% |
77.28 |
| Close |
78.95 |
74.88 |
-4.07 |
-5.2% |
77.99 |
| Range |
6.62 |
5.63 |
-0.99 |
-15.0% |
14.44 |
| ATR |
5.99 |
5.96 |
-0.03 |
-0.4% |
0.00 |
| Volume |
152,280 |
169,686 |
17,406 |
11.4% |
841,837 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.00 |
89.57 |
77.98 |
|
| R3 |
87.37 |
83.94 |
76.43 |
|
| R2 |
81.74 |
81.74 |
75.91 |
|
| R1 |
78.31 |
78.31 |
75.40 |
77.21 |
| PP |
76.11 |
76.11 |
76.11 |
75.56 |
| S1 |
72.68 |
72.68 |
74.36 |
71.58 |
| S2 |
70.48 |
70.48 |
73.85 |
|
| S3 |
64.85 |
67.05 |
73.33 |
|
| S4 |
59.22 |
61.42 |
71.78 |
|
|
| 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 |
89.28 |
73.91 |
15.37 |
20.5% |
5.98 |
8.0% |
6% |
False |
True |
193,631 |
| 10 |
99.50 |
73.91 |
25.59 |
34.2% |
5.62 |
7.5% |
4% |
False |
True |
167,216 |
| 20 |
109.74 |
73.91 |
35.83 |
47.8% |
6.20 |
8.3% |
3% |
False |
True |
141,913 |
| 40 |
122.87 |
73.91 |
48.96 |
65.4% |
5.55 |
7.4% |
2% |
False |
True |
102,104 |
| 60 |
130.07 |
73.91 |
56.16 |
75.0% |
5.10 |
6.8% |
2% |
False |
True |
83,870 |
| 80 |
148.60 |
73.91 |
74.69 |
99.7% |
5.04 |
6.7% |
1% |
False |
True |
72,114 |
| 100 |
148.60 |
73.91 |
74.69 |
99.7% |
5.01 |
6.7% |
1% |
False |
True |
65,502 |
| 120 |
148.60 |
73.91 |
74.69 |
99.7% |
4.80 |
6.4% |
1% |
False |
True |
60,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.47 |
|
2.618 |
94.28 |
|
1.618 |
88.65 |
|
1.000 |
85.17 |
|
0.618 |
83.02 |
|
HIGH |
79.54 |
|
0.618 |
77.39 |
|
0.500 |
76.73 |
|
0.382 |
76.06 |
|
LOW |
73.91 |
|
0.618 |
70.43 |
|
1.000 |
68.28 |
|
1.618 |
64.80 |
|
2.618 |
59.17 |
|
4.250 |
49.98 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
76.73 |
79.60 |
| PP |
76.11 |
78.02 |
| S1 |
75.50 |
76.45 |
|