NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
73.50 |
72.71 |
-0.79 |
-1.1% |
80.41 |
| High |
74.83 |
76.45 |
1.62 |
2.2% |
85.58 |
| Low |
70.38 |
72.28 |
1.90 |
2.7% |
69.40 |
| Close |
72.49 |
74.69 |
2.20 |
3.0% |
72.49 |
| Range |
4.45 |
4.17 |
-0.28 |
-6.3% |
16.18 |
| ATR |
5.58 |
5.48 |
-0.10 |
-1.8% |
0.00 |
| Volume |
49,585 |
32,216 |
-17,369 |
-35.0% |
213,975 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.98 |
85.01 |
76.98 |
|
| R3 |
82.81 |
80.84 |
75.84 |
|
| R2 |
78.64 |
78.64 |
75.45 |
|
| R1 |
76.67 |
76.67 |
75.07 |
77.66 |
| PP |
74.47 |
74.47 |
74.47 |
74.97 |
| S1 |
72.50 |
72.50 |
74.31 |
73.49 |
| S2 |
70.30 |
70.30 |
73.93 |
|
| S3 |
66.13 |
68.33 |
73.54 |
|
| S4 |
61.96 |
64.16 |
72.40 |
|
|
| 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 |
21.7% |
5.28 |
7.1% |
33% |
False |
False |
38,729 |
| 10 |
90.92 |
69.40 |
21.52 |
28.8% |
5.12 |
6.8% |
25% |
False |
False |
43,260 |
| 20 |
108.84 |
69.40 |
39.44 |
52.8% |
5.55 |
7.4% |
13% |
False |
False |
38,607 |
| 40 |
121.09 |
69.40 |
51.69 |
69.2% |
5.02 |
6.7% |
10% |
False |
False |
27,739 |
| 60 |
129.52 |
69.40 |
60.12 |
80.5% |
4.73 |
6.3% |
9% |
False |
False |
21,067 |
| 80 |
148.35 |
69.40 |
78.95 |
105.7% |
4.47 |
6.0% |
7% |
False |
False |
17,025 |
| 100 |
148.35 |
69.40 |
78.95 |
105.7% |
4.17 |
5.6% |
7% |
False |
False |
14,098 |
| 120 |
148.35 |
69.40 |
78.95 |
105.7% |
3.79 |
5.1% |
7% |
False |
False |
12,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.17 |
|
2.618 |
87.37 |
|
1.618 |
83.20 |
|
1.000 |
80.62 |
|
0.618 |
79.03 |
|
HIGH |
76.45 |
|
0.618 |
74.86 |
|
0.500 |
74.37 |
|
0.382 |
73.87 |
|
LOW |
72.28 |
|
0.618 |
69.70 |
|
1.000 |
68.11 |
|
1.618 |
65.53 |
|
2.618 |
61.36 |
|
4.250 |
54.56 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
74.58 |
74.10 |
| PP |
74.47 |
73.51 |
| S1 |
74.37 |
72.93 |
|