NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
72.70 |
75.90 |
3.20 |
4.4% |
78.04 |
| High |
76.24 |
76.04 |
-0.20 |
-0.3% |
85.28 |
| Low |
71.96 |
70.30 |
-1.66 |
-2.3% |
68.92 |
| Close |
74.39 |
72.18 |
-2.21 |
-3.0% |
72.13 |
| Range |
4.28 |
5.74 |
1.46 |
34.1% |
16.36 |
| ATR |
5.74 |
5.74 |
0.00 |
0.0% |
0.00 |
| Volume |
188,743 |
237,629 |
48,886 |
25.9% |
950,374 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.06 |
86.86 |
75.34 |
|
| R3 |
84.32 |
81.12 |
73.76 |
|
| R2 |
78.58 |
78.58 |
73.23 |
|
| R1 |
75.38 |
75.38 |
72.71 |
74.11 |
| PP |
72.84 |
72.84 |
72.84 |
72.21 |
| S1 |
69.64 |
69.64 |
71.65 |
68.37 |
| S2 |
67.10 |
67.10 |
71.13 |
|
| S3 |
61.36 |
63.90 |
70.60 |
|
| S4 |
55.62 |
58.16 |
69.02 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.52 |
114.69 |
81.13 |
|
| R3 |
108.16 |
98.33 |
76.63 |
|
| R2 |
91.80 |
91.80 |
75.13 |
|
| R1 |
81.97 |
81.97 |
73.63 |
78.71 |
| PP |
75.44 |
75.44 |
75.44 |
73.81 |
| S1 |
65.61 |
65.61 |
70.63 |
62.35 |
| S2 |
59.08 |
59.08 |
69.13 |
|
| S3 |
42.72 |
49.25 |
67.63 |
|
| S4 |
26.36 |
32.89 |
63.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.54 |
68.92 |
10.62 |
14.7% |
5.20 |
7.2% |
31% |
False |
False |
195,913 |
| 10 |
89.57 |
68.92 |
20.65 |
28.6% |
5.50 |
7.6% |
16% |
False |
False |
197,126 |
| 20 |
108.44 |
68.92 |
39.52 |
54.8% |
5.92 |
8.2% |
8% |
False |
False |
157,003 |
| 40 |
121.12 |
68.92 |
52.20 |
72.3% |
5.55 |
7.7% |
6% |
False |
False |
117,661 |
| 60 |
129.58 |
68.92 |
60.66 |
84.0% |
5.22 |
7.2% |
5% |
False |
False |
94,171 |
| 80 |
148.60 |
68.92 |
79.68 |
110.4% |
5.05 |
7.0% |
4% |
False |
False |
80,498 |
| 100 |
148.60 |
68.92 |
79.68 |
110.4% |
5.03 |
7.0% |
4% |
False |
False |
72,052 |
| 120 |
148.60 |
68.92 |
79.68 |
110.4% |
4.84 |
6.7% |
4% |
False |
False |
66,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.44 |
|
2.618 |
91.07 |
|
1.618 |
85.33 |
|
1.000 |
81.78 |
|
0.618 |
79.59 |
|
HIGH |
76.04 |
|
0.618 |
73.85 |
|
0.500 |
73.17 |
|
0.382 |
72.49 |
|
LOW |
70.30 |
|
0.618 |
66.75 |
|
1.000 |
64.56 |
|
1.618 |
61.01 |
|
2.618 |
55.27 |
|
4.250 |
45.91 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
73.17 |
73.15 |
| PP |
72.84 |
72.83 |
| S1 |
72.51 |
72.50 |
|