NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
68.30 |
70.10 |
1.80 |
2.6% |
72.93 |
| High |
70.22 |
70.10 |
-0.12 |
-0.2% |
76.72 |
| Low |
66.77 |
63.75 |
-3.02 |
-4.5% |
63.75 |
| Close |
68.71 |
65.06 |
-3.65 |
-5.3% |
65.06 |
| Range |
3.45 |
6.35 |
2.90 |
84.1% |
12.97 |
| ATR |
5.02 |
5.11 |
0.10 |
1.9% |
0.00 |
| Volume |
24,955 |
19,373 |
-5,582 |
-22.4% |
78,792 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.35 |
81.56 |
68.55 |
|
| R3 |
79.00 |
75.21 |
66.81 |
|
| R2 |
72.65 |
72.65 |
66.22 |
|
| R1 |
68.86 |
68.86 |
65.64 |
67.58 |
| PP |
66.30 |
66.30 |
66.30 |
65.67 |
| S1 |
62.51 |
62.51 |
64.48 |
61.23 |
| S2 |
59.95 |
59.95 |
63.90 |
|
| S3 |
53.60 |
56.16 |
63.31 |
|
| S4 |
47.25 |
49.81 |
61.57 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.42 |
99.21 |
72.19 |
|
| R3 |
94.45 |
86.24 |
68.63 |
|
| R2 |
81.48 |
81.48 |
67.44 |
|
| R1 |
73.27 |
73.27 |
66.25 |
70.89 |
| PP |
68.51 |
68.51 |
68.51 |
67.32 |
| S1 |
60.30 |
60.30 |
63.87 |
57.92 |
| S2 |
55.54 |
55.54 |
62.68 |
|
| S3 |
42.57 |
47.33 |
61.49 |
|
| S4 |
29.60 |
34.36 |
57.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.72 |
63.75 |
12.97 |
19.9% |
4.77 |
7.3% |
10% |
False |
True |
15,758 |
| 10 |
85.78 |
63.75 |
22.03 |
33.9% |
4.69 |
7.2% |
6% |
False |
True |
14,399 |
| 20 |
105.77 |
63.75 |
42.02 |
64.6% |
5.24 |
8.1% |
3% |
False |
True |
12,806 |
| 40 |
119.70 |
63.75 |
55.95 |
86.0% |
4.68 |
7.2% |
2% |
False |
True |
10,521 |
| 60 |
129.51 |
63.75 |
65.76 |
101.1% |
4.34 |
6.7% |
2% |
False |
True |
8,017 |
| 80 |
148.17 |
63.75 |
84.42 |
129.8% |
3.86 |
5.9% |
2% |
False |
True |
6,536 |
| 100 |
148.17 |
63.75 |
84.42 |
129.8% |
3.31 |
5.1% |
2% |
False |
True |
5,413 |
| 120 |
148.17 |
63.75 |
84.42 |
129.8% |
2.95 |
4.5% |
2% |
False |
True |
4,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.09 |
|
2.618 |
86.72 |
|
1.618 |
80.37 |
|
1.000 |
76.45 |
|
0.618 |
74.02 |
|
HIGH |
70.10 |
|
0.618 |
67.67 |
|
0.500 |
66.93 |
|
0.382 |
66.18 |
|
LOW |
63.75 |
|
0.618 |
59.83 |
|
1.000 |
57.40 |
|
1.618 |
53.48 |
|
2.618 |
47.13 |
|
4.250 |
36.76 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
66.93 |
67.90 |
| PP |
66.30 |
66.95 |
| S1 |
65.68 |
66.01 |
|