NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
80.13 |
74.66 |
-5.47 |
-6.8% |
91.02 |
| High |
80.15 |
75.40 |
-4.75 |
-5.9% |
91.28 |
| Low |
75.13 |
70.29 |
-4.84 |
-6.4% |
78.50 |
| Close |
75.71 |
71.14 |
-4.57 |
-6.0% |
78.79 |
| Range |
5.02 |
5.11 |
0.09 |
1.8% |
12.78 |
| ATR |
5.21 |
5.22 |
0.02 |
0.3% |
0.00 |
| Volume |
14,202 |
10,027 |
-4,175 |
-29.4% |
61,488 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.61 |
84.48 |
73.95 |
|
| R3 |
82.50 |
79.37 |
72.55 |
|
| R2 |
77.39 |
77.39 |
72.08 |
|
| R1 |
74.26 |
74.26 |
71.61 |
73.27 |
| PP |
72.28 |
72.28 |
72.28 |
71.78 |
| S1 |
69.15 |
69.15 |
70.67 |
68.16 |
| S2 |
67.17 |
67.17 |
70.20 |
|
| S3 |
62.06 |
64.04 |
69.73 |
|
| S4 |
56.95 |
58.93 |
68.33 |
|
|
| 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 |
85.78 |
70.29 |
15.49 |
21.8% |
5.15 |
7.2% |
5% |
False |
True |
11,201 |
| 10 |
95.00 |
70.29 |
24.71 |
34.7% |
4.75 |
6.7% |
3% |
False |
True |
11,950 |
| 20 |
109.44 |
70.29 |
39.15 |
55.0% |
5.27 |
7.4% |
2% |
False |
True |
11,156 |
| 40 |
123.65 |
70.29 |
53.36 |
75.0% |
4.63 |
6.5% |
2% |
False |
True |
8,515 |
| 60 |
129.51 |
70.29 |
59.22 |
83.2% |
4.12 |
5.8% |
1% |
False |
True |
6,642 |
| 80 |
148.17 |
70.29 |
77.88 |
109.5% |
3.60 |
5.1% |
1% |
False |
True |
5,401 |
| 100 |
148.17 |
70.29 |
77.88 |
109.5% |
3.06 |
4.3% |
1% |
False |
True |
4,484 |
| 120 |
148.17 |
70.29 |
77.88 |
109.5% |
2.75 |
3.9% |
1% |
False |
True |
3,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.12 |
|
2.618 |
88.78 |
|
1.618 |
83.67 |
|
1.000 |
80.51 |
|
0.618 |
78.56 |
|
HIGH |
75.40 |
|
0.618 |
73.45 |
|
0.500 |
72.85 |
|
0.382 |
72.24 |
|
LOW |
70.29 |
|
0.618 |
67.13 |
|
1.000 |
65.18 |
|
1.618 |
62.02 |
|
2.618 |
56.91 |
|
4.250 |
48.57 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
72.85 |
78.04 |
| PP |
72.28 |
75.74 |
| S1 |
71.71 |
73.44 |
|