NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
75.90 |
71.47 |
-4.43 |
-5.8% |
78.04 |
| High |
76.04 |
71.80 |
-4.24 |
-5.6% |
85.28 |
| Low |
70.30 |
66.20 |
-4.10 |
-5.8% |
68.92 |
| Close |
72.18 |
66.75 |
-5.43 |
-7.5% |
72.13 |
| Range |
5.74 |
5.60 |
-0.14 |
-2.4% |
16.36 |
| ATR |
5.74 |
5.76 |
0.02 |
0.3% |
0.00 |
| Volume |
237,629 |
232,994 |
-4,635 |
-2.0% |
950,374 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.05 |
81.50 |
69.83 |
|
| R3 |
79.45 |
75.90 |
68.29 |
|
| R2 |
73.85 |
73.85 |
67.78 |
|
| R1 |
70.30 |
70.30 |
67.26 |
69.28 |
| PP |
68.25 |
68.25 |
68.25 |
67.74 |
| S1 |
64.70 |
64.70 |
66.24 |
63.68 |
| S2 |
62.65 |
62.65 |
65.72 |
|
| S3 |
57.05 |
59.10 |
65.21 |
|
| S4 |
51.45 |
53.50 |
63.67 |
|
|
| 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 |
76.24 |
66.20 |
10.04 |
15.0% |
5.19 |
7.8% |
5% |
False |
True |
208,574 |
| 10 |
89.28 |
66.20 |
23.08 |
34.6% |
5.59 |
8.4% |
2% |
False |
True |
201,102 |
| 20 |
107.70 |
66.20 |
41.50 |
62.2% |
5.98 |
9.0% |
1% |
False |
True |
160,016 |
| 40 |
121.12 |
66.20 |
54.92 |
82.3% |
5.56 |
8.3% |
1% |
False |
True |
123,075 |
| 60 |
129.58 |
66.20 |
63.38 |
95.0% |
5.22 |
7.8% |
1% |
False |
True |
97,505 |
| 80 |
148.60 |
66.20 |
82.40 |
123.4% |
5.08 |
7.6% |
1% |
False |
True |
83,000 |
| 100 |
148.60 |
66.20 |
82.40 |
123.4% |
5.05 |
7.6% |
1% |
False |
True |
74,072 |
| 120 |
148.60 |
66.20 |
82.40 |
123.4% |
4.85 |
7.3% |
1% |
False |
True |
68,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.60 |
|
2.618 |
86.46 |
|
1.618 |
80.86 |
|
1.000 |
77.40 |
|
0.618 |
75.26 |
|
HIGH |
71.80 |
|
0.618 |
69.66 |
|
0.500 |
69.00 |
|
0.382 |
68.34 |
|
LOW |
66.20 |
|
0.618 |
62.74 |
|
1.000 |
60.60 |
|
1.618 |
57.14 |
|
2.618 |
51.54 |
|
4.250 |
42.40 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.00 |
71.22 |
| PP |
68.25 |
69.73 |
| S1 |
67.50 |
68.24 |
|