NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
85.46 |
81.73 |
-3.73 |
-4.4% |
91.02 |
| High |
85.46 |
83.24 |
-2.22 |
-2.6% |
91.28 |
| Low |
78.50 |
80.65 |
2.15 |
2.7% |
78.50 |
| Close |
78.79 |
82.42 |
3.63 |
4.6% |
78.79 |
| Range |
6.96 |
2.59 |
-4.37 |
-62.8% |
12.78 |
| ATR |
5.21 |
5.16 |
-0.05 |
-1.0% |
0.00 |
| Volume |
9,881 |
12,598 |
2,717 |
27.5% |
61,488 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.87 |
88.74 |
83.84 |
|
| R3 |
87.28 |
86.15 |
83.13 |
|
| R2 |
84.69 |
84.69 |
82.89 |
|
| R1 |
83.56 |
83.56 |
82.66 |
84.13 |
| PP |
82.10 |
82.10 |
82.10 |
82.39 |
| S1 |
80.97 |
80.97 |
82.18 |
81.54 |
| S2 |
79.51 |
79.51 |
81.95 |
|
| S3 |
76.92 |
78.38 |
81.71 |
|
| S4 |
74.33 |
75.79 |
81.00 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.20 |
112.77 |
85.82 |
|
| R3 |
108.42 |
99.99 |
82.30 |
|
| R2 |
95.64 |
95.64 |
81.13 |
|
| R1 |
87.21 |
87.21 |
79.96 |
85.04 |
| PP |
82.86 |
82.86 |
82.86 |
81.77 |
| S1 |
74.43 |
74.43 |
77.62 |
72.26 |
| S2 |
70.08 |
70.08 |
76.45 |
|
| S3 |
57.30 |
61.65 |
75.28 |
|
| S4 |
44.52 |
48.87 |
71.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
90.30 |
78.50 |
11.80 |
14.3% |
4.47 |
5.4% |
33% |
False |
False |
12,654 |
| 10 |
102.17 |
78.50 |
23.67 |
28.7% |
5.14 |
6.2% |
17% |
False |
False |
11,841 |
| 20 |
109.44 |
78.50 |
30.94 |
37.5% |
5.10 |
6.2% |
13% |
False |
False |
10,842 |
| 40 |
123.65 |
78.50 |
45.15 |
54.8% |
4.47 |
5.4% |
9% |
False |
False |
7,807 |
| 60 |
133.55 |
78.50 |
55.05 |
66.8% |
4.03 |
4.9% |
7% |
False |
False |
6,156 |
| 80 |
148.17 |
78.50 |
69.67 |
84.5% |
3.46 |
4.2% |
6% |
False |
False |
4,991 |
| 100 |
148.17 |
78.50 |
69.67 |
84.5% |
2.91 |
3.5% |
6% |
False |
False |
4,179 |
| 120 |
148.17 |
78.50 |
69.67 |
84.5% |
2.62 |
3.2% |
6% |
False |
False |
3,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.25 |
|
2.618 |
90.02 |
|
1.618 |
87.43 |
|
1.000 |
85.83 |
|
0.618 |
84.84 |
|
HIGH |
83.24 |
|
0.618 |
82.25 |
|
0.500 |
81.95 |
|
0.382 |
81.64 |
|
LOW |
80.65 |
|
0.618 |
79.05 |
|
1.000 |
78.06 |
|
1.618 |
76.46 |
|
2.618 |
73.87 |
|
4.250 |
69.64 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
82.26 |
83.91 |
| PP |
82.10 |
83.41 |
| S1 |
81.95 |
82.92 |
|