NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
81.73 |
83.75 |
2.02 |
2.5% |
91.02 |
| High |
83.24 |
85.78 |
2.54 |
3.1% |
91.28 |
| Low |
80.65 |
79.70 |
-0.95 |
-1.2% |
78.50 |
| Close |
82.42 |
79.78 |
-2.64 |
-3.2% |
78.79 |
| Range |
2.59 |
6.08 |
3.49 |
134.7% |
12.78 |
| ATR |
5.16 |
5.22 |
0.07 |
1.3% |
0.00 |
| Volume |
12,598 |
9,299 |
-3,299 |
-26.2% |
61,488 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.99 |
95.97 |
83.12 |
|
| R3 |
93.91 |
89.89 |
81.45 |
|
| R2 |
87.83 |
87.83 |
80.89 |
|
| R1 |
83.81 |
83.81 |
80.34 |
82.78 |
| PP |
81.75 |
81.75 |
81.75 |
81.24 |
| S1 |
77.73 |
77.73 |
79.22 |
76.70 |
| S2 |
75.67 |
75.67 |
78.67 |
|
| S3 |
69.59 |
71.65 |
78.11 |
|
| S4 |
63.51 |
65.57 |
76.44 |
|
|
| 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 |
89.32 |
78.50 |
10.82 |
13.6% |
4.86 |
6.1% |
12% |
False |
False |
12,599 |
| 10 |
102.12 |
78.50 |
23.62 |
29.6% |
5.03 |
6.3% |
5% |
False |
False |
11,621 |
| 20 |
109.44 |
78.50 |
30.94 |
38.8% |
5.26 |
6.6% |
4% |
False |
False |
10,925 |
| 40 |
123.65 |
78.50 |
45.15 |
56.6% |
4.54 |
5.7% |
3% |
False |
False |
7,997 |
| 60 |
133.55 |
78.50 |
55.05 |
69.0% |
4.09 |
5.1% |
2% |
False |
False |
6,279 |
| 80 |
148.17 |
78.50 |
69.67 |
87.3% |
3.52 |
4.4% |
2% |
False |
False |
5,101 |
| 100 |
148.17 |
78.50 |
69.67 |
87.3% |
2.97 |
3.7% |
2% |
False |
False |
4,259 |
| 120 |
148.17 |
78.50 |
69.67 |
87.3% |
2.67 |
3.3% |
2% |
False |
False |
3,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.62 |
|
2.618 |
101.70 |
|
1.618 |
95.62 |
|
1.000 |
91.86 |
|
0.618 |
89.54 |
|
HIGH |
85.78 |
|
0.618 |
83.46 |
|
0.500 |
82.74 |
|
0.382 |
82.02 |
|
LOW |
79.70 |
|
0.618 |
75.94 |
|
1.000 |
73.62 |
|
1.618 |
69.86 |
|
2.618 |
63.78 |
|
4.250 |
53.86 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
82.74 |
82.14 |
| PP |
81.75 |
81.35 |
| S1 |
80.77 |
80.57 |
|