NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
87.95 |
88.18 |
0.23 |
0.3% |
105.65 |
| High |
89.26 |
89.32 |
0.06 |
0.1% |
105.77 |
| Low |
84.93 |
85.00 |
0.07 |
0.1% |
90.85 |
| Close |
88.59 |
87.19 |
-1.40 |
-1.6% |
92.88 |
| Range |
4.33 |
4.32 |
-0.01 |
-0.2% |
14.92 |
| ATR |
4.99 |
4.94 |
-0.05 |
-1.0% |
0.00 |
| Volume |
15,098 |
16,123 |
1,025 |
6.8% |
50,646 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.13 |
97.98 |
89.57 |
|
| R3 |
95.81 |
93.66 |
88.38 |
|
| R2 |
91.49 |
91.49 |
87.98 |
|
| R1 |
89.34 |
89.34 |
87.59 |
88.26 |
| PP |
87.17 |
87.17 |
87.17 |
86.63 |
| S1 |
85.02 |
85.02 |
86.79 |
83.94 |
| S2 |
82.85 |
82.85 |
86.40 |
|
| S3 |
78.53 |
80.70 |
86.00 |
|
| S4 |
74.21 |
76.38 |
84.81 |
|
|
| 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 |
95.00 |
84.93 |
10.07 |
11.5% |
4.34 |
5.0% |
22% |
False |
False |
12,700 |
| 10 |
106.59 |
84.93 |
21.66 |
24.8% |
5.37 |
6.2% |
10% |
False |
False |
11,190 |
| 20 |
109.44 |
84.93 |
24.51 |
28.1% |
5.02 |
5.8% |
9% |
False |
False |
10,411 |
| 40 |
123.65 |
84.93 |
38.72 |
44.4% |
4.39 |
5.0% |
6% |
False |
False |
7,332 |
| 60 |
138.64 |
84.93 |
53.71 |
61.6% |
3.95 |
4.5% |
4% |
False |
False |
5,877 |
| 80 |
148.17 |
84.93 |
63.24 |
72.5% |
3.35 |
3.8% |
4% |
False |
False |
4,726 |
| 100 |
148.17 |
84.93 |
63.24 |
72.5% |
2.89 |
3.3% |
4% |
False |
False |
3,972 |
| 120 |
148.17 |
84.93 |
63.24 |
72.5% |
2.54 |
2.9% |
4% |
False |
False |
3,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.68 |
|
2.618 |
100.63 |
|
1.618 |
96.31 |
|
1.000 |
93.64 |
|
0.618 |
91.99 |
|
HIGH |
89.32 |
|
0.618 |
87.67 |
|
0.500 |
87.16 |
|
0.382 |
86.65 |
|
LOW |
85.00 |
|
0.618 |
82.33 |
|
1.000 |
80.68 |
|
1.618 |
78.01 |
|
2.618 |
73.69 |
|
4.250 |
66.64 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.18 |
87.62 |
| PP |
87.17 |
87.47 |
| S1 |
87.16 |
87.33 |
|