NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
74.25 |
73.50 |
-0.75 |
-1.0% |
80.41 |
| High |
75.16 |
74.83 |
-0.33 |
-0.4% |
85.58 |
| Low |
69.40 |
70.38 |
0.98 |
1.4% |
69.40 |
| Close |
70.69 |
72.49 |
1.80 |
2.5% |
72.49 |
| Range |
5.76 |
4.45 |
-1.31 |
-22.7% |
16.18 |
| ATR |
5.67 |
5.58 |
-0.09 |
-1.5% |
0.00 |
| Volume |
33,523 |
49,585 |
16,062 |
47.9% |
213,975 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.92 |
83.65 |
74.94 |
|
| R3 |
81.47 |
79.20 |
73.71 |
|
| R2 |
77.02 |
77.02 |
73.31 |
|
| R1 |
74.75 |
74.75 |
72.90 |
73.66 |
| PP |
72.57 |
72.57 |
72.57 |
72.02 |
| S1 |
70.30 |
70.30 |
72.08 |
69.21 |
| S2 |
68.12 |
68.12 |
71.67 |
|
| S3 |
63.67 |
65.85 |
71.27 |
|
| S4 |
59.22 |
61.40 |
70.04 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.36 |
114.61 |
81.39 |
|
| R3 |
108.18 |
98.43 |
76.94 |
|
| R2 |
92.00 |
92.00 |
75.46 |
|
| R1 |
82.25 |
82.25 |
73.97 |
79.04 |
| PP |
75.82 |
75.82 |
75.82 |
74.22 |
| S1 |
66.07 |
66.07 |
71.01 |
62.86 |
| S2 |
59.64 |
59.64 |
69.52 |
|
| S3 |
43.46 |
49.89 |
68.04 |
|
| S4 |
27.28 |
33.71 |
63.59 |
|
|
| 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 |
22.3% |
5.08 |
7.0% |
19% |
False |
False |
42,795 |
| 10 |
91.45 |
69.40 |
22.05 |
30.4% |
5.20 |
7.2% |
14% |
False |
False |
42,977 |
| 20 |
109.36 |
69.40 |
39.96 |
55.1% |
5.68 |
7.8% |
8% |
False |
False |
38,162 |
| 40 |
123.22 |
69.40 |
53.82 |
74.2% |
5.10 |
7.0% |
6% |
False |
False |
27,121 |
| 60 |
129.52 |
69.40 |
60.12 |
82.9% |
4.72 |
6.5% |
5% |
False |
False |
20,716 |
| 80 |
148.35 |
69.40 |
78.95 |
108.9% |
4.45 |
6.1% |
4% |
False |
False |
16,651 |
| 100 |
148.35 |
69.40 |
78.95 |
108.9% |
4.16 |
5.7% |
4% |
False |
False |
13,799 |
| 120 |
148.35 |
69.40 |
78.95 |
108.9% |
3.75 |
5.2% |
4% |
False |
False |
11,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.74 |
|
2.618 |
86.48 |
|
1.618 |
82.03 |
|
1.000 |
79.28 |
|
0.618 |
77.58 |
|
HIGH |
74.83 |
|
0.618 |
73.13 |
|
0.500 |
72.61 |
|
0.382 |
72.08 |
|
LOW |
70.38 |
|
0.618 |
67.63 |
|
1.000 |
65.93 |
|
1.618 |
63.18 |
|
2.618 |
58.73 |
|
4.250 |
51.47 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
72.61 |
74.65 |
| PP |
72.57 |
73.93 |
| S1 |
72.53 |
73.21 |
|