NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
72.93 |
76.45 |
3.52 |
4.8% |
81.73 |
| High |
76.72 |
76.49 |
-0.23 |
-0.3% |
85.78 |
| Low |
72.70 |
71.23 |
-1.47 |
-2.0% |
70.29 |
| Close |
75.08 |
73.13 |
-1.95 |
-2.6% |
72.92 |
| Range |
4.02 |
5.26 |
1.24 |
30.8% |
15.49 |
| ATR |
5.07 |
5.08 |
0.01 |
0.3% |
0.00 |
| Volume |
12,568 |
7,934 |
-4,634 |
-36.9% |
65,205 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.40 |
86.52 |
76.02 |
|
| R3 |
84.14 |
81.26 |
74.58 |
|
| R2 |
78.88 |
78.88 |
74.09 |
|
| R1 |
76.00 |
76.00 |
73.61 |
74.81 |
| PP |
73.62 |
73.62 |
73.62 |
73.02 |
| S1 |
70.74 |
70.74 |
72.65 |
69.55 |
| S2 |
68.36 |
68.36 |
72.17 |
|
| S3 |
63.10 |
65.48 |
71.68 |
|
| S4 |
57.84 |
60.22 |
70.24 |
|
|
| 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 |
80.15 |
70.29 |
9.86 |
13.5% |
4.72 |
6.5% |
29% |
False |
False |
12,762 |
| 10 |
89.32 |
70.29 |
19.03 |
26.0% |
4.79 |
6.5% |
15% |
False |
False |
12,680 |
| 20 |
108.00 |
70.29 |
37.71 |
51.6% |
5.07 |
6.9% |
8% |
False |
False |
11,645 |
| 40 |
121.18 |
70.29 |
50.89 |
69.6% |
4.62 |
6.3% |
6% |
False |
False |
9,260 |
| 60 |
129.51 |
70.29 |
59.22 |
81.0% |
4.30 |
5.9% |
5% |
False |
False |
7,159 |
| 80 |
148.17 |
70.29 |
77.88 |
106.5% |
3.70 |
5.1% |
4% |
False |
False |
5,867 |
| 100 |
148.17 |
70.29 |
77.88 |
106.5% |
3.17 |
4.3% |
4% |
False |
False |
4,851 |
| 120 |
148.17 |
70.29 |
77.88 |
106.5% |
2.86 |
3.9% |
4% |
False |
False |
4,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.85 |
|
2.618 |
90.26 |
|
1.618 |
85.00 |
|
1.000 |
81.75 |
|
0.618 |
79.74 |
|
HIGH |
76.49 |
|
0.618 |
74.48 |
|
0.500 |
73.86 |
|
0.382 |
73.24 |
|
LOW |
71.23 |
|
0.618 |
67.98 |
|
1.000 |
65.97 |
|
1.618 |
62.72 |
|
2.618 |
57.46 |
|
4.250 |
48.88 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
73.86 |
73.76 |
| PP |
73.62 |
73.55 |
| S1 |
73.37 |
73.34 |
|