NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
88.00 |
88.57 |
0.57 |
0.6% |
105.10 |
| High |
89.21 |
89.21 |
0.00 |
0.0% |
105.82 |
| Low |
84.66 |
84.48 |
-0.18 |
-0.2% |
90.51 |
| Close |
88.48 |
86.91 |
-1.57 |
-1.8% |
92.81 |
| Range |
4.55 |
4.73 |
0.18 |
4.0% |
15.31 |
| ATR |
5.45 |
5.40 |
-0.05 |
-0.9% |
0.00 |
| Volume |
50,871 |
59,577 |
8,706 |
17.1% |
148,774 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.06 |
98.71 |
89.51 |
|
| R3 |
96.33 |
93.98 |
88.21 |
|
| R2 |
91.60 |
91.60 |
87.78 |
|
| R1 |
89.25 |
89.25 |
87.34 |
88.06 |
| PP |
86.87 |
86.87 |
86.87 |
86.27 |
| S1 |
84.52 |
84.52 |
86.48 |
83.33 |
| S2 |
82.14 |
82.14 |
86.04 |
|
| S3 |
77.41 |
79.79 |
85.61 |
|
| S4 |
72.68 |
75.06 |
84.31 |
|
|
| 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 |
94.90 |
84.48 |
10.42 |
12.0% |
4.74 |
5.5% |
23% |
False |
True |
41,329 |
| 10 |
107.05 |
84.48 |
22.57 |
26.0% |
5.96 |
6.9% |
11% |
False |
True |
35,444 |
| 20 |
109.36 |
84.48 |
24.88 |
28.6% |
5.55 |
6.4% |
10% |
False |
True |
32,994 |
| 40 |
123.22 |
84.48 |
38.74 |
44.6% |
4.89 |
5.6% |
6% |
False |
True |
21,556 |
| 60 |
138.50 |
84.48 |
54.02 |
62.2% |
4.59 |
5.3% |
4% |
False |
True |
16,896 |
| 80 |
148.35 |
84.48 |
63.87 |
73.5% |
4.21 |
4.8% |
4% |
False |
True |
13,607 |
| 100 |
148.35 |
84.48 |
63.87 |
73.5% |
3.99 |
4.6% |
4% |
False |
True |
11,432 |
| 120 |
148.35 |
84.48 |
63.87 |
73.5% |
3.53 |
4.1% |
4% |
False |
True |
9,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.31 |
|
2.618 |
101.59 |
|
1.618 |
96.86 |
|
1.000 |
93.94 |
|
0.618 |
92.13 |
|
HIGH |
89.21 |
|
0.618 |
87.40 |
|
0.500 |
86.85 |
|
0.382 |
86.29 |
|
LOW |
84.48 |
|
0.618 |
81.56 |
|
1.000 |
79.75 |
|
1.618 |
76.83 |
|
2.618 |
72.10 |
|
4.250 |
64.38 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
86.89 |
87.70 |
| PP |
86.87 |
87.44 |
| S1 |
86.85 |
87.17 |
|