NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
74.66 |
74.01 |
-0.65 |
-0.9% |
81.73 |
| High |
75.40 |
75.00 |
-0.40 |
-0.5% |
85.78 |
| Low |
70.29 |
70.79 |
0.50 |
0.7% |
70.29 |
| Close |
71.14 |
72.92 |
1.78 |
2.5% |
72.92 |
| Range |
5.11 |
4.21 |
-0.90 |
-17.6% |
15.49 |
| ATR |
5.22 |
5.15 |
-0.07 |
-1.4% |
0.00 |
| Volume |
10,027 |
19,079 |
9,052 |
90.3% |
65,205 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.53 |
83.44 |
75.24 |
|
| R3 |
81.32 |
79.23 |
74.08 |
|
| R2 |
77.11 |
77.11 |
73.69 |
|
| R1 |
75.02 |
75.02 |
73.31 |
73.96 |
| PP |
72.90 |
72.90 |
72.90 |
72.38 |
| S1 |
70.81 |
70.81 |
72.53 |
69.75 |
| S2 |
68.69 |
68.69 |
72.15 |
|
| S3 |
64.48 |
66.60 |
71.76 |
|
| S4 |
60.27 |
62.39 |
70.60 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.80 |
113.35 |
81.44 |
|
| R3 |
107.31 |
97.86 |
77.18 |
|
| R2 |
91.82 |
91.82 |
75.76 |
|
| R1 |
82.37 |
82.37 |
74.34 |
79.35 |
| PP |
76.33 |
76.33 |
76.33 |
74.82 |
| S1 |
66.88 |
66.88 |
71.50 |
63.86 |
| S2 |
60.84 |
60.84 |
70.08 |
|
| S3 |
45.35 |
51.39 |
68.66 |
|
| S4 |
29.86 |
35.90 |
64.40 |
|
|
| 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 |
21.2% |
4.60 |
6.3% |
17% |
False |
False |
13,041 |
| 10 |
91.28 |
70.29 |
20.99 |
28.8% |
4.75 |
6.5% |
13% |
False |
False |
12,669 |
| 20 |
109.44 |
70.29 |
39.15 |
53.7% |
5.20 |
7.1% |
7% |
False |
False |
11,597 |
| 40 |
123.65 |
70.29 |
53.36 |
73.2% |
4.60 |
6.3% |
5% |
False |
False |
8,911 |
| 60 |
129.51 |
70.29 |
59.22 |
81.2% |
4.17 |
5.7% |
4% |
False |
False |
6,917 |
| 80 |
148.17 |
70.29 |
77.88 |
106.8% |
3.63 |
5.0% |
3% |
False |
False |
5,630 |
| 100 |
148.17 |
70.29 |
77.88 |
106.8% |
3.08 |
4.2% |
3% |
False |
False |
4,662 |
| 120 |
148.17 |
70.29 |
77.88 |
106.8% |
2.78 |
3.8% |
3% |
False |
False |
4,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.89 |
|
2.618 |
86.02 |
|
1.618 |
81.81 |
|
1.000 |
79.21 |
|
0.618 |
77.60 |
|
HIGH |
75.00 |
|
0.618 |
73.39 |
|
0.500 |
72.90 |
|
0.382 |
72.40 |
|
LOW |
70.79 |
|
0.618 |
68.19 |
|
1.000 |
66.58 |
|
1.618 |
63.98 |
|
2.618 |
59.77 |
|
4.250 |
52.90 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
72.91 |
75.22 |
| PP |
72.90 |
74.45 |
| S1 |
72.90 |
73.69 |
|