NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
87.05 |
88.00 |
0.95 |
1.1% |
105.10 |
| High |
90.92 |
89.21 |
-1.71 |
-1.9% |
105.82 |
| Low |
85.92 |
84.66 |
-1.26 |
-1.5% |
90.51 |
| Close |
88.40 |
88.48 |
0.08 |
0.1% |
92.81 |
| Range |
5.00 |
4.55 |
-0.45 |
-9.0% |
15.31 |
| ATR |
5.52 |
5.45 |
-0.07 |
-1.2% |
0.00 |
| Volume |
32,342 |
50,871 |
18,529 |
57.3% |
148,774 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.10 |
99.34 |
90.98 |
|
| R3 |
96.55 |
94.79 |
89.73 |
|
| R2 |
92.00 |
92.00 |
89.31 |
|
| R1 |
90.24 |
90.24 |
88.90 |
91.12 |
| PP |
87.45 |
87.45 |
87.45 |
87.89 |
| S1 |
85.69 |
85.69 |
88.06 |
86.57 |
| S2 |
82.90 |
82.90 |
87.65 |
|
| S3 |
78.35 |
81.14 |
87.23 |
|
| S4 |
73.80 |
76.59 |
85.98 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.31 |
132.87 |
101.23 |
|
| R3 |
127.00 |
117.56 |
97.02 |
|
| R2 |
111.69 |
111.69 |
95.62 |
|
| R1 |
102.25 |
102.25 |
94.21 |
99.32 |
| PP |
96.38 |
96.38 |
96.38 |
94.91 |
| S1 |
86.94 |
86.94 |
91.41 |
84.01 |
| S2 |
81.07 |
81.07 |
90.00 |
|
| S3 |
65.76 |
71.63 |
88.60 |
|
| S4 |
50.45 |
56.32 |
84.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.06 |
84.66 |
14.40 |
16.3% |
5.04 |
5.7% |
27% |
False |
True |
35,997 |
| 10 |
107.36 |
84.66 |
22.70 |
25.7% |
5.97 |
6.7% |
17% |
False |
True |
32,041 |
| 20 |
109.36 |
84.66 |
24.70 |
27.9% |
5.47 |
6.2% |
15% |
False |
True |
30,956 |
| 40 |
123.22 |
84.66 |
38.56 |
43.6% |
4.87 |
5.5% |
10% |
False |
True |
20,279 |
| 60 |
141.22 |
84.66 |
56.56 |
63.9% |
4.60 |
5.2% |
7% |
False |
True |
16,004 |
| 80 |
148.35 |
84.66 |
63.69 |
72.0% |
4.20 |
4.7% |
6% |
False |
True |
12,889 |
| 100 |
148.35 |
84.66 |
63.69 |
72.0% |
3.97 |
4.5% |
6% |
False |
True |
10,854 |
| 120 |
148.35 |
84.66 |
63.69 |
72.0% |
3.50 |
4.0% |
6% |
False |
True |
9,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.55 |
|
2.618 |
101.12 |
|
1.618 |
96.57 |
|
1.000 |
93.76 |
|
0.618 |
92.02 |
|
HIGH |
89.21 |
|
0.618 |
87.47 |
|
0.500 |
86.94 |
|
0.382 |
86.40 |
|
LOW |
84.66 |
|
0.618 |
81.85 |
|
1.000 |
80.11 |
|
1.618 |
77.30 |
|
2.618 |
72.75 |
|
4.250 |
65.32 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.97 |
88.34 |
| PP |
87.45 |
88.20 |
| S1 |
86.94 |
88.06 |
|