NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
72.71 |
76.22 |
3.51 |
4.8% |
80.41 |
| High |
76.45 |
76.22 |
-0.23 |
-0.3% |
85.58 |
| Low |
72.28 |
70.76 |
-1.52 |
-2.1% |
69.40 |
| Close |
74.69 |
72.64 |
-2.05 |
-2.7% |
72.49 |
| Range |
4.17 |
5.46 |
1.29 |
30.9% |
16.18 |
| ATR |
5.48 |
5.48 |
0.00 |
0.0% |
0.00 |
| Volume |
32,216 |
33,209 |
993 |
3.1% |
213,975 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.59 |
86.57 |
75.64 |
|
| R3 |
84.13 |
81.11 |
74.14 |
|
| R2 |
78.67 |
78.67 |
73.64 |
|
| R1 |
75.65 |
75.65 |
73.14 |
74.43 |
| PP |
73.21 |
73.21 |
73.21 |
72.60 |
| S1 |
70.19 |
70.19 |
72.14 |
68.97 |
| S2 |
67.75 |
67.75 |
71.64 |
|
| S3 |
62.29 |
64.73 |
71.14 |
|
| S4 |
56.83 |
59.27 |
69.64 |
|
|
| 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 |
79.90 |
69.40 |
10.50 |
14.5% |
5.08 |
7.0% |
31% |
False |
False |
37,502 |
| 10 |
89.21 |
69.40 |
19.81 |
27.3% |
5.16 |
7.1% |
16% |
False |
False |
43,347 |
| 20 |
108.10 |
69.40 |
38.70 |
53.3% |
5.54 |
7.6% |
8% |
False |
False |
37,848 |
| 40 |
121.09 |
69.40 |
51.69 |
71.2% |
5.11 |
7.0% |
6% |
False |
False |
28,360 |
| 60 |
129.52 |
69.40 |
60.12 |
82.8% |
4.79 |
6.6% |
5% |
False |
False |
21,535 |
| 80 |
148.35 |
69.40 |
78.95 |
108.7% |
4.51 |
6.2% |
4% |
False |
False |
17,407 |
| 100 |
148.35 |
69.40 |
78.95 |
108.7% |
4.20 |
5.8% |
4% |
False |
False |
14,408 |
| 120 |
148.35 |
69.40 |
78.95 |
108.7% |
3.83 |
5.3% |
4% |
False |
False |
12,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.43 |
|
2.618 |
90.51 |
|
1.618 |
85.05 |
|
1.000 |
81.68 |
|
0.618 |
79.59 |
|
HIGH |
76.22 |
|
0.618 |
74.13 |
|
0.500 |
73.49 |
|
0.382 |
72.85 |
|
LOW |
70.76 |
|
0.618 |
67.39 |
|
1.000 |
65.30 |
|
1.618 |
61.93 |
|
2.618 |
56.47 |
|
4.250 |
47.56 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
73.49 |
73.42 |
| PP |
73.21 |
73.16 |
| S1 |
72.92 |
72.90 |
|