NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
79.90 |
74.25 |
-5.65 |
-7.1% |
90.51 |
| High |
79.90 |
75.16 |
-4.74 |
-5.9% |
91.45 |
| Low |
74.34 |
69.40 |
-4.94 |
-6.6% |
77.93 |
| Close |
75.24 |
70.69 |
-4.55 |
-6.0% |
78.34 |
| Range |
5.56 |
5.76 |
0.20 |
3.6% |
13.52 |
| ATR |
5.65 |
5.67 |
0.01 |
0.2% |
0.00 |
| Volume |
38,978 |
33,523 |
-5,455 |
-14.0% |
215,798 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.03 |
85.62 |
73.86 |
|
| R3 |
83.27 |
79.86 |
72.27 |
|
| R2 |
77.51 |
77.51 |
71.75 |
|
| R1 |
74.10 |
74.10 |
71.22 |
72.93 |
| PP |
71.75 |
71.75 |
71.75 |
71.16 |
| S1 |
68.34 |
68.34 |
70.16 |
67.17 |
| S2 |
65.99 |
65.99 |
69.63 |
|
| S3 |
60.23 |
62.58 |
69.11 |
|
| S4 |
54.47 |
56.82 |
67.52 |
|
|
| 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 |
85.58 |
69.40 |
16.18 |
22.9% |
5.65 |
8.0% |
8% |
False |
True |
41,602 |
| 10 |
94.90 |
69.40 |
25.50 |
36.1% |
5.20 |
7.4% |
5% |
False |
True |
41,466 |
| 20 |
109.36 |
69.40 |
39.96 |
56.5% |
5.73 |
8.1% |
3% |
False |
True |
37,078 |
| 40 |
123.22 |
69.40 |
53.82 |
76.1% |
5.13 |
7.3% |
2% |
False |
True |
26,039 |
| 60 |
129.52 |
69.40 |
60.12 |
85.0% |
4.68 |
6.6% |
2% |
False |
True |
19,993 |
| 80 |
148.35 |
69.40 |
78.95 |
111.7% |
4.42 |
6.3% |
2% |
False |
True |
16,067 |
| 100 |
148.35 |
69.40 |
78.95 |
111.7% |
4.11 |
5.8% |
2% |
False |
True |
13,336 |
| 120 |
148.35 |
69.40 |
78.95 |
111.7% |
3.73 |
5.3% |
2% |
False |
True |
11,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.64 |
|
2.618 |
90.24 |
|
1.618 |
84.48 |
|
1.000 |
80.92 |
|
0.618 |
78.72 |
|
HIGH |
75.16 |
|
0.618 |
72.96 |
|
0.500 |
72.28 |
|
0.382 |
71.60 |
|
LOW |
69.40 |
|
0.618 |
65.84 |
|
1.000 |
63.64 |
|
1.618 |
60.08 |
|
2.618 |
54.32 |
|
4.250 |
44.92 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
72.28 |
77.49 |
| PP |
71.75 |
75.22 |
| S1 |
71.22 |
72.96 |
|