NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
72.00 |
67.69 |
-4.31 |
-6.0% |
80.41 |
| High |
72.15 |
69.82 |
-2.33 |
-3.2% |
85.58 |
| Low |
66.61 |
66.26 |
-0.35 |
-0.5% |
69.40 |
| Close |
67.16 |
68.24 |
1.08 |
1.6% |
72.49 |
| Range |
5.54 |
3.56 |
-1.98 |
-35.7% |
16.18 |
| ATR |
5.52 |
5.38 |
-0.14 |
-2.5% |
0.00 |
| Volume |
41,967 |
73,374 |
31,407 |
74.8% |
213,975 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.79 |
77.07 |
70.20 |
|
| R3 |
75.23 |
73.51 |
69.22 |
|
| R2 |
71.67 |
71.67 |
68.89 |
|
| R1 |
69.95 |
69.95 |
68.57 |
70.81 |
| PP |
68.11 |
68.11 |
68.11 |
68.54 |
| S1 |
66.39 |
66.39 |
67.91 |
67.25 |
| S2 |
64.55 |
64.55 |
67.59 |
|
| S3 |
60.99 |
62.83 |
67.26 |
|
| S4 |
57.43 |
59.27 |
66.28 |
|
|
| 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 |
66.26 |
10.19 |
14.9% |
4.64 |
6.8% |
19% |
False |
True |
46,070 |
| 10 |
85.58 |
66.26 |
19.32 |
28.3% |
5.14 |
7.5% |
10% |
False |
True |
43,836 |
| 20 |
107.05 |
66.26 |
40.79 |
59.8% |
5.55 |
8.1% |
5% |
False |
True |
39,640 |
| 40 |
121.09 |
66.26 |
54.83 |
80.3% |
5.15 |
7.6% |
4% |
False |
True |
30,940 |
| 60 |
129.52 |
66.26 |
63.26 |
92.7% |
4.77 |
7.0% |
3% |
False |
True |
23,282 |
| 80 |
148.35 |
66.26 |
82.09 |
120.3% |
4.54 |
6.7% |
2% |
False |
True |
18,770 |
| 100 |
148.35 |
66.26 |
82.09 |
120.3% |
4.24 |
6.2% |
2% |
False |
True |
15,522 |
| 120 |
148.35 |
66.26 |
82.09 |
120.3% |
3.88 |
5.7% |
2% |
False |
True |
13,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.95 |
|
2.618 |
79.14 |
|
1.618 |
75.58 |
|
1.000 |
73.38 |
|
0.618 |
72.02 |
|
HIGH |
69.82 |
|
0.618 |
68.46 |
|
0.500 |
68.04 |
|
0.382 |
67.62 |
|
LOW |
66.26 |
|
0.618 |
64.06 |
|
1.000 |
62.70 |
|
1.618 |
60.50 |
|
2.618 |
56.94 |
|
4.250 |
51.13 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
68.17 |
71.24 |
| PP |
68.11 |
70.24 |
| S1 |
68.04 |
69.24 |
|