NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
70.10 |
65.00 |
-5.10 |
-7.3% |
72.93 |
| High |
70.10 |
66.63 |
-3.47 |
-5.0% |
76.72 |
| Low |
63.75 |
62.45 |
-1.30 |
-2.0% |
63.75 |
| Close |
65.06 |
64.23 |
-0.83 |
-1.3% |
65.06 |
| Range |
6.35 |
4.18 |
-2.17 |
-34.2% |
12.97 |
| ATR |
5.11 |
5.05 |
-0.07 |
-1.3% |
0.00 |
| Volume |
19,373 |
18,947 |
-426 |
-2.2% |
78,792 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.98 |
74.78 |
66.53 |
|
| R3 |
72.80 |
70.60 |
65.38 |
|
| R2 |
68.62 |
68.62 |
65.00 |
|
| R1 |
66.42 |
66.42 |
64.61 |
65.43 |
| PP |
64.44 |
64.44 |
64.44 |
63.94 |
| S1 |
62.24 |
62.24 |
63.85 |
61.25 |
| S2 |
60.26 |
60.26 |
63.46 |
|
| S3 |
56.08 |
58.06 |
63.08 |
|
| S4 |
51.90 |
53.88 |
61.93 |
|
|
| 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 |
76.49 |
62.45 |
14.04 |
21.9% |
4.80 |
7.5% |
13% |
False |
True |
17,034 |
| 10 |
85.78 |
62.45 |
23.33 |
36.3% |
4.85 |
7.5% |
8% |
False |
True |
15,034 |
| 20 |
102.17 |
62.45 |
39.72 |
61.8% |
4.99 |
7.8% |
4% |
False |
True |
13,437 |
| 40 |
118.20 |
62.45 |
55.75 |
86.8% |
4.72 |
7.3% |
3% |
False |
True |
10,873 |
| 60 |
127.89 |
62.45 |
65.44 |
101.9% |
4.32 |
6.7% |
3% |
False |
True |
8,283 |
| 80 |
148.17 |
62.45 |
85.72 |
133.5% |
3.91 |
6.1% |
2% |
False |
True |
6,750 |
| 100 |
148.17 |
62.45 |
85.72 |
133.5% |
3.33 |
5.2% |
2% |
False |
True |
5,598 |
| 120 |
148.17 |
62.45 |
85.72 |
133.5% |
2.97 |
4.6% |
2% |
False |
True |
4,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.40 |
|
2.618 |
77.57 |
|
1.618 |
73.39 |
|
1.000 |
70.81 |
|
0.618 |
69.21 |
|
HIGH |
66.63 |
|
0.618 |
65.03 |
|
0.500 |
64.54 |
|
0.382 |
64.05 |
|
LOW |
62.45 |
|
0.618 |
59.87 |
|
1.000 |
58.27 |
|
1.618 |
55.69 |
|
2.618 |
51.51 |
|
4.250 |
44.69 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
64.54 |
66.34 |
| PP |
64.44 |
65.63 |
| S1 |
64.33 |
64.93 |
|