NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
76.22 |
72.00 |
-4.22 |
-5.5% |
80.41 |
| High |
76.22 |
72.15 |
-4.07 |
-5.3% |
85.58 |
| Low |
70.76 |
66.61 |
-4.15 |
-5.9% |
69.40 |
| Close |
72.64 |
67.16 |
-5.48 |
-7.5% |
72.49 |
| Range |
5.46 |
5.54 |
0.08 |
1.5% |
16.18 |
| ATR |
5.48 |
5.52 |
0.04 |
0.7% |
0.00 |
| Volume |
33,209 |
41,967 |
8,758 |
26.4% |
213,975 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.26 |
81.75 |
70.21 |
|
| R3 |
79.72 |
76.21 |
68.68 |
|
| R2 |
74.18 |
74.18 |
68.18 |
|
| R1 |
70.67 |
70.67 |
67.67 |
69.66 |
| PP |
68.64 |
68.64 |
68.64 |
68.13 |
| S1 |
65.13 |
65.13 |
66.65 |
64.12 |
| S2 |
63.10 |
63.10 |
66.14 |
|
| S3 |
57.56 |
59.59 |
65.64 |
|
| S4 |
52.02 |
54.05 |
64.11 |
|
|
| 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 |
76.45 |
66.61 |
9.84 |
14.7% |
5.08 |
7.6% |
6% |
False |
True |
38,100 |
| 10 |
89.21 |
66.61 |
22.60 |
33.7% |
5.26 |
7.8% |
2% |
False |
True |
42,456 |
| 20 |
107.36 |
66.61 |
40.75 |
60.7% |
5.61 |
8.4% |
1% |
False |
True |
37,249 |
| 40 |
121.09 |
66.61 |
54.48 |
81.1% |
5.13 |
7.6% |
1% |
False |
True |
29,352 |
| 60 |
129.52 |
66.61 |
62.91 |
93.7% |
4.80 |
7.2% |
1% |
False |
True |
22,156 |
| 80 |
148.35 |
66.61 |
81.74 |
121.7% |
4.55 |
6.8% |
1% |
False |
True |
17,899 |
| 100 |
148.35 |
66.61 |
81.74 |
121.7% |
4.22 |
6.3% |
1% |
False |
True |
14,805 |
| 120 |
148.35 |
66.61 |
81.74 |
121.7% |
3.87 |
5.8% |
1% |
False |
True |
12,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.70 |
|
2.618 |
86.65 |
|
1.618 |
81.11 |
|
1.000 |
77.69 |
|
0.618 |
75.57 |
|
HIGH |
72.15 |
|
0.618 |
70.03 |
|
0.500 |
69.38 |
|
0.382 |
68.73 |
|
LOW |
66.61 |
|
0.618 |
63.19 |
|
1.000 |
61.07 |
|
1.618 |
57.65 |
|
2.618 |
52.11 |
|
4.250 |
43.07 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.38 |
71.53 |
| PP |
68.64 |
70.07 |
| S1 |
67.90 |
68.62 |
|