NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
87.16 |
87.95 |
0.79 |
0.9% |
105.65 |
| High |
90.30 |
89.26 |
-1.04 |
-1.2% |
105.77 |
| Low |
86.17 |
84.93 |
-1.24 |
-1.4% |
90.85 |
| Close |
88.45 |
88.59 |
0.14 |
0.2% |
92.88 |
| Range |
4.13 |
4.33 |
0.20 |
4.8% |
14.92 |
| ATR |
5.04 |
4.99 |
-0.05 |
-1.0% |
0.00 |
| Volume |
9,572 |
15,098 |
5,526 |
57.7% |
50,646 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.58 |
98.92 |
90.97 |
|
| R3 |
96.25 |
94.59 |
89.78 |
|
| R2 |
91.92 |
91.92 |
89.38 |
|
| R1 |
90.26 |
90.26 |
88.99 |
91.09 |
| PP |
87.59 |
87.59 |
87.59 |
88.01 |
| S1 |
85.93 |
85.93 |
88.19 |
86.76 |
| S2 |
83.26 |
83.26 |
87.80 |
|
| S3 |
78.93 |
81.60 |
87.40 |
|
| S4 |
74.60 |
77.27 |
86.21 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.26 |
131.99 |
101.09 |
|
| R3 |
126.34 |
117.07 |
96.98 |
|
| R2 |
111.42 |
111.42 |
95.62 |
|
| R1 |
102.15 |
102.15 |
94.25 |
99.33 |
| PP |
96.50 |
96.50 |
96.50 |
95.09 |
| S1 |
87.23 |
87.23 |
91.51 |
84.41 |
| S2 |
81.58 |
81.58 |
90.14 |
|
| S3 |
66.66 |
72.31 |
88.78 |
|
| S4 |
51.74 |
57.39 |
84.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.55 |
84.93 |
14.62 |
16.5% |
4.78 |
5.4% |
25% |
False |
True |
11,772 |
| 10 |
107.32 |
84.93 |
22.39 |
25.3% |
5.39 |
6.1% |
16% |
False |
True |
10,465 |
| 20 |
109.44 |
84.93 |
24.51 |
27.7% |
4.96 |
5.6% |
15% |
False |
True |
9,994 |
| 40 |
123.65 |
84.93 |
38.72 |
43.7% |
4.37 |
4.9% |
9% |
False |
True |
7,032 |
| 60 |
138.64 |
84.93 |
53.71 |
60.6% |
3.88 |
4.4% |
7% |
False |
True |
5,652 |
| 80 |
148.17 |
84.93 |
63.24 |
71.4% |
3.33 |
3.8% |
6% |
False |
True |
4,532 |
| 100 |
148.17 |
84.93 |
63.24 |
71.4% |
2.89 |
3.3% |
6% |
False |
True |
3,814 |
| 120 |
148.17 |
84.93 |
63.24 |
71.4% |
2.51 |
2.8% |
6% |
False |
True |
3,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.66 |
|
2.618 |
100.60 |
|
1.618 |
96.27 |
|
1.000 |
93.59 |
|
0.618 |
91.94 |
|
HIGH |
89.26 |
|
0.618 |
87.61 |
|
0.500 |
87.10 |
|
0.382 |
86.58 |
|
LOW |
84.93 |
|
0.618 |
82.25 |
|
1.000 |
80.60 |
|
1.618 |
77.92 |
|
2.618 |
73.59 |
|
4.250 |
66.53 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.09 |
88.43 |
| PP |
87.59 |
88.27 |
| S1 |
87.10 |
88.11 |
|