NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
80.41 |
82.90 |
2.49 |
3.1% |
90.51 |
| High |
83.26 |
85.58 |
2.32 |
2.8% |
91.45 |
| Low |
80.11 |
79.10 |
-1.01 |
-1.3% |
77.93 |
| Close |
82.04 |
79.33 |
-2.71 |
-3.3% |
78.34 |
| Range |
3.15 |
6.48 |
3.33 |
105.7% |
13.52 |
| ATR |
5.60 |
5.66 |
0.06 |
1.1% |
0.00 |
| Volume |
52,543 |
39,346 |
-13,197 |
-25.1% |
215,798 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.78 |
96.53 |
82.89 |
|
| R3 |
94.30 |
90.05 |
81.11 |
|
| R2 |
87.82 |
87.82 |
80.52 |
|
| R1 |
83.57 |
83.57 |
79.92 |
82.46 |
| PP |
81.34 |
81.34 |
81.34 |
80.78 |
| S1 |
77.09 |
77.09 |
78.74 |
75.98 |
| S2 |
74.86 |
74.86 |
78.14 |
|
| S3 |
68.38 |
70.61 |
77.55 |
|
| S4 |
61.90 |
64.13 |
75.77 |
|
|
| 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 |
89.21 |
77.93 |
11.28 |
14.2% |
5.24 |
6.6% |
12% |
False |
False |
49,192 |
| 10 |
102.55 |
77.93 |
24.62 |
31.0% |
5.40 |
6.8% |
6% |
False |
False |
40,226 |
| 20 |
109.36 |
77.93 |
31.43 |
39.6% |
5.75 |
7.3% |
4% |
False |
False |
36,811 |
| 40 |
123.22 |
77.93 |
45.29 |
57.1% |
5.07 |
6.4% |
3% |
False |
False |
24,489 |
| 60 |
134.05 |
77.93 |
56.12 |
70.7% |
4.66 |
5.9% |
2% |
False |
False |
18,913 |
| 80 |
148.35 |
77.93 |
70.42 |
88.8% |
4.34 |
5.5% |
2% |
False |
False |
15,203 |
| 100 |
148.35 |
77.93 |
70.42 |
88.8% |
4.02 |
5.1% |
2% |
False |
False |
12,659 |
| 120 |
148.35 |
77.93 |
70.42 |
88.8% |
3.64 |
4.6% |
2% |
False |
False |
10,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.12 |
|
2.618 |
102.54 |
|
1.618 |
96.06 |
|
1.000 |
92.06 |
|
0.618 |
89.58 |
|
HIGH |
85.58 |
|
0.618 |
83.10 |
|
0.500 |
82.34 |
|
0.382 |
81.58 |
|
LOW |
79.10 |
|
0.618 |
75.10 |
|
1.000 |
72.62 |
|
1.618 |
68.62 |
|
2.618 |
62.14 |
|
4.250 |
51.56 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
82.34 |
81.76 |
| PP |
81.34 |
80.95 |
| S1 |
80.33 |
80.14 |
|