NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
69.63 |
65.24 |
-4.39 |
-6.3% |
72.71 |
| High |
69.86 |
66.16 |
-3.70 |
-5.3% |
76.45 |
| Low |
63.12 |
61.70 |
-1.42 |
-2.2% |
63.12 |
| Close |
64.58 |
63.71 |
-0.87 |
-1.3% |
64.58 |
| Range |
6.74 |
4.46 |
-2.28 |
-33.8% |
13.33 |
| ATR |
5.48 |
5.40 |
-0.07 |
-1.3% |
0.00 |
| Volume |
65,345 |
60,180 |
-5,165 |
-7.9% |
246,111 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.24 |
74.93 |
66.16 |
|
| R3 |
72.78 |
70.47 |
64.94 |
|
| R2 |
68.32 |
68.32 |
64.53 |
|
| R1 |
66.01 |
66.01 |
64.12 |
64.94 |
| PP |
63.86 |
63.86 |
63.86 |
63.32 |
| S1 |
61.55 |
61.55 |
63.30 |
60.48 |
| S2 |
59.40 |
59.40 |
62.89 |
|
| S3 |
54.94 |
57.09 |
62.48 |
|
| S4 |
50.48 |
52.63 |
61.26 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.04 |
99.64 |
71.91 |
|
| R3 |
94.71 |
86.31 |
68.25 |
|
| R2 |
81.38 |
81.38 |
67.02 |
|
| R1 |
72.98 |
72.98 |
65.80 |
70.52 |
| PP |
68.05 |
68.05 |
68.05 |
66.82 |
| S1 |
59.65 |
59.65 |
63.36 |
57.19 |
| S2 |
54.72 |
54.72 |
62.14 |
|
| S3 |
41.39 |
46.32 |
60.91 |
|
| S4 |
28.06 |
32.99 |
57.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.22 |
61.70 |
14.52 |
22.8% |
5.15 |
8.1% |
14% |
False |
True |
54,815 |
| 10 |
85.58 |
61.70 |
23.88 |
37.5% |
5.22 |
8.2% |
8% |
False |
True |
46,772 |
| 20 |
102.55 |
61.70 |
40.85 |
64.1% |
5.40 |
8.5% |
5% |
False |
True |
43,083 |
| 40 |
118.20 |
61.70 |
56.50 |
88.7% |
5.19 |
8.1% |
4% |
False |
True |
33,489 |
| 60 |
127.84 |
61.70 |
66.14 |
103.8% |
4.78 |
7.5% |
3% |
False |
True |
25,149 |
| 80 |
148.35 |
61.70 |
86.65 |
136.0% |
4.66 |
7.3% |
2% |
False |
True |
20,163 |
| 100 |
148.35 |
61.70 |
86.65 |
136.0% |
4.23 |
6.6% |
2% |
False |
True |
16,750 |
| 120 |
148.35 |
61.70 |
86.65 |
136.0% |
3.94 |
6.2% |
2% |
False |
True |
14,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.12 |
|
2.618 |
77.84 |
|
1.618 |
73.38 |
|
1.000 |
70.62 |
|
0.618 |
68.92 |
|
HIGH |
66.16 |
|
0.618 |
64.46 |
|
0.500 |
63.93 |
|
0.382 |
63.40 |
|
LOW |
61.70 |
|
0.618 |
58.94 |
|
1.000 |
57.24 |
|
1.618 |
54.48 |
|
2.618 |
50.02 |
|
4.250 |
42.75 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
63.93 |
65.78 |
| PP |
63.86 |
65.09 |
| S1 |
63.78 |
64.40 |
|