NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
67.21 |
69.42 |
2.21 |
3.3% |
72.70 |
| High |
69.42 |
69.50 |
0.08 |
0.1% |
76.24 |
| Low |
65.90 |
62.65 |
-3.25 |
-4.9% |
62.65 |
| Close |
67.84 |
64.15 |
-3.69 |
-5.4% |
64.15 |
| Range |
3.52 |
6.85 |
3.33 |
94.6% |
13.59 |
| ATR |
5.60 |
5.69 |
0.09 |
1.6% |
0.00 |
| Volume |
272,317 |
256,889 |
-15,428 |
-5.7% |
1,188,572 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.98 |
81.92 |
67.92 |
|
| R3 |
79.13 |
75.07 |
66.03 |
|
| R2 |
72.28 |
72.28 |
65.41 |
|
| R1 |
68.22 |
68.22 |
64.78 |
66.83 |
| PP |
65.43 |
65.43 |
65.43 |
64.74 |
| S1 |
61.37 |
61.37 |
63.52 |
59.98 |
| S2 |
58.58 |
58.58 |
62.89 |
|
| S3 |
51.73 |
54.52 |
62.27 |
|
| S4 |
44.88 |
47.67 |
60.38 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.45 |
99.89 |
71.62 |
|
| R3 |
94.86 |
86.30 |
67.89 |
|
| R2 |
81.27 |
81.27 |
66.64 |
|
| R1 |
72.71 |
72.71 |
65.40 |
70.20 |
| PP |
67.68 |
67.68 |
67.68 |
66.42 |
| S1 |
59.12 |
59.12 |
62.90 |
56.61 |
| S2 |
54.09 |
54.09 |
61.66 |
|
| S3 |
40.50 |
45.53 |
60.41 |
|
| S4 |
26.91 |
31.94 |
56.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.24 |
62.65 |
13.59 |
21.2% |
5.20 |
8.1% |
11% |
False |
True |
237,714 |
| 10 |
85.28 |
62.65 |
22.63 |
35.3% |
5.35 |
8.3% |
7% |
False |
True |
213,894 |
| 20 |
105.98 |
62.65 |
43.33 |
67.5% |
6.05 |
9.4% |
3% |
False |
True |
176,635 |
| 40 |
119.44 |
62.65 |
56.79 |
88.5% |
5.57 |
8.7% |
3% |
False |
True |
133,500 |
| 60 |
129.58 |
62.65 |
66.93 |
104.3% |
5.21 |
8.1% |
2% |
False |
True |
104,431 |
| 80 |
148.60 |
62.65 |
85.95 |
134.0% |
5.13 |
8.0% |
2% |
False |
True |
88,723 |
| 100 |
148.60 |
62.65 |
85.95 |
134.0% |
5.06 |
7.9% |
2% |
False |
True |
78,666 |
| 120 |
148.60 |
62.65 |
85.95 |
134.0% |
4.88 |
7.6% |
2% |
False |
True |
72,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.61 |
|
2.618 |
87.43 |
|
1.618 |
80.58 |
|
1.000 |
76.35 |
|
0.618 |
73.73 |
|
HIGH |
69.50 |
|
0.618 |
66.88 |
|
0.500 |
66.08 |
|
0.382 |
65.27 |
|
LOW |
62.65 |
|
0.618 |
58.42 |
|
1.000 |
55.80 |
|
1.618 |
51.57 |
|
2.618 |
44.72 |
|
4.250 |
33.54 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
66.08 |
67.23 |
| PP |
65.43 |
66.20 |
| S1 |
64.79 |
65.18 |
|