NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
85.17 |
80.41 |
-4.76 |
-5.6% |
90.51 |
| High |
85.23 |
83.26 |
-1.97 |
-2.3% |
91.45 |
| Low |
77.93 |
80.11 |
2.18 |
2.8% |
77.93 |
| Close |
78.34 |
82.04 |
3.70 |
4.7% |
78.34 |
| Range |
7.30 |
3.15 |
-4.15 |
-56.8% |
13.52 |
| ATR |
5.65 |
5.60 |
-0.05 |
-0.9% |
0.00 |
| Volume |
43,623 |
52,543 |
8,920 |
20.4% |
215,798 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.25 |
89.80 |
83.77 |
|
| R3 |
88.10 |
86.65 |
82.91 |
|
| R2 |
84.95 |
84.95 |
82.62 |
|
| R1 |
83.50 |
83.50 |
82.33 |
84.23 |
| PP |
81.80 |
81.80 |
81.80 |
82.17 |
| S1 |
80.35 |
80.35 |
81.75 |
81.08 |
| S2 |
78.65 |
78.65 |
81.46 |
|
| S3 |
75.50 |
77.20 |
81.17 |
|
| S4 |
72.35 |
74.05 |
80.31 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.13 |
114.26 |
85.78 |
|
| R3 |
109.61 |
100.74 |
82.06 |
|
| R2 |
96.09 |
96.09 |
80.82 |
|
| R1 |
87.22 |
87.22 |
79.58 |
84.90 |
| PP |
82.57 |
82.57 |
82.57 |
81.41 |
| S1 |
73.70 |
73.70 |
77.10 |
71.38 |
| S2 |
69.05 |
69.05 |
75.86 |
|
| S3 |
55.53 |
60.18 |
74.62 |
|
| S4 |
42.01 |
46.66 |
70.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.92 |
77.93 |
12.99 |
15.8% |
4.95 |
6.0% |
32% |
False |
False |
47,791 |
| 10 |
102.55 |
77.93 |
24.62 |
30.0% |
5.58 |
6.8% |
17% |
False |
False |
39,394 |
| 20 |
109.36 |
77.93 |
31.43 |
38.3% |
5.61 |
6.8% |
13% |
False |
False |
35,974 |
| 40 |
123.22 |
77.93 |
45.29 |
55.2% |
4.99 |
6.1% |
9% |
False |
False |
23,644 |
| 60 |
134.05 |
77.93 |
56.12 |
68.4% |
4.59 |
5.6% |
7% |
False |
False |
18,347 |
| 80 |
148.35 |
77.93 |
70.42 |
85.8% |
4.27 |
5.2% |
6% |
False |
False |
14,738 |
| 100 |
148.35 |
77.93 |
70.42 |
85.8% |
3.98 |
4.8% |
6% |
False |
False |
12,322 |
| 120 |
148.35 |
77.93 |
70.42 |
85.8% |
3.60 |
4.4% |
6% |
False |
False |
10,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.65 |
|
2.618 |
91.51 |
|
1.618 |
88.36 |
|
1.000 |
86.41 |
|
0.618 |
85.21 |
|
HIGH |
83.26 |
|
0.618 |
82.06 |
|
0.500 |
81.69 |
|
0.382 |
81.31 |
|
LOW |
80.11 |
|
0.618 |
78.16 |
|
1.000 |
76.96 |
|
1.618 |
75.01 |
|
2.618 |
71.86 |
|
4.250 |
66.72 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
81.92 |
83.57 |
| PP |
81.80 |
83.06 |
| S1 |
81.69 |
82.55 |
|