NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
74.01 |
72.93 |
-1.08 |
-1.5% |
81.73 |
| High |
75.00 |
76.72 |
1.72 |
2.3% |
85.78 |
| Low |
70.79 |
72.70 |
1.91 |
2.7% |
70.29 |
| Close |
72.92 |
75.08 |
2.16 |
3.0% |
72.92 |
| Range |
4.21 |
4.02 |
-0.19 |
-4.5% |
15.49 |
| ATR |
5.15 |
5.07 |
-0.08 |
-1.6% |
0.00 |
| Volume |
19,079 |
12,568 |
-6,511 |
-34.1% |
65,205 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.89 |
85.01 |
77.29 |
|
| R3 |
82.87 |
80.99 |
76.19 |
|
| R2 |
78.85 |
78.85 |
75.82 |
|
| R1 |
76.97 |
76.97 |
75.45 |
77.91 |
| PP |
74.83 |
74.83 |
74.83 |
75.31 |
| S1 |
72.95 |
72.95 |
74.71 |
73.89 |
| S2 |
70.81 |
70.81 |
74.34 |
|
| S3 |
66.79 |
68.93 |
73.97 |
|
| S4 |
62.77 |
64.91 |
72.87 |
|
|
| 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 |
20.6% |
4.89 |
6.5% |
31% |
False |
False |
13,035 |
| 10 |
90.30 |
70.29 |
20.01 |
26.7% |
4.68 |
6.2% |
24% |
False |
False |
12,844 |
| 20 |
108.83 |
70.29 |
38.54 |
51.3% |
5.06 |
6.7% |
12% |
False |
False |
11,831 |
| 40 |
121.18 |
70.29 |
50.89 |
67.8% |
4.52 |
6.0% |
9% |
False |
False |
9,150 |
| 60 |
129.51 |
70.29 |
59.22 |
78.9% |
4.23 |
5.6% |
8% |
False |
False |
7,064 |
| 80 |
148.17 |
70.29 |
77.88 |
103.7% |
3.64 |
4.8% |
6% |
False |
False |
5,779 |
| 100 |
148.17 |
70.29 |
77.88 |
103.7% |
3.12 |
4.2% |
6% |
False |
False |
4,779 |
| 120 |
148.17 |
70.29 |
77.88 |
103.7% |
2.82 |
3.8% |
6% |
False |
False |
4,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.81 |
|
2.618 |
87.24 |
|
1.618 |
83.22 |
|
1.000 |
80.74 |
|
0.618 |
79.20 |
|
HIGH |
76.72 |
|
0.618 |
75.18 |
|
0.500 |
74.71 |
|
0.382 |
74.24 |
|
LOW |
72.70 |
|
0.618 |
70.22 |
|
1.000 |
68.68 |
|
1.618 |
66.20 |
|
2.618 |
62.18 |
|
4.250 |
55.62 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
74.96 |
74.56 |
| PP |
74.83 |
74.03 |
| S1 |
74.71 |
73.51 |
|