NYMEX Light Sweet Crude Oil Future March 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 |
74.64 |
74.41 |
-0.23 |
-0.3% |
82.12 |
| High |
75.32 |
77.08 |
1.76 |
2.3% |
86.05 |
| Low |
71.44 |
73.29 |
1.85 |
2.6% |
70.86 |
| Close |
73.38 |
75.51 |
2.13 |
2.9% |
73.38 |
| Range |
3.88 |
3.79 |
-0.09 |
-2.3% |
15.19 |
| ATR |
5.00 |
4.92 |
-0.09 |
-1.7% |
0.00 |
| Volume |
15,822 |
8,571 |
-7,251 |
-45.8% |
51,538 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.66 |
84.88 |
77.59 |
|
| R3 |
82.87 |
81.09 |
76.55 |
|
| R2 |
79.08 |
79.08 |
76.20 |
|
| R1 |
77.30 |
77.30 |
75.86 |
78.19 |
| PP |
75.29 |
75.29 |
75.29 |
75.74 |
| S1 |
73.51 |
73.51 |
75.16 |
74.40 |
| S2 |
71.50 |
71.50 |
74.82 |
|
| S3 |
67.71 |
69.72 |
74.47 |
|
| S4 |
63.92 |
65.93 |
73.43 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.33 |
113.05 |
81.73 |
|
| R3 |
107.14 |
97.86 |
77.56 |
|
| R2 |
91.95 |
91.95 |
76.16 |
|
| R1 |
82.67 |
82.67 |
74.77 |
79.72 |
| PP |
76.76 |
76.76 |
76.76 |
75.29 |
| S1 |
67.48 |
67.48 |
71.99 |
64.53 |
| S2 |
61.57 |
61.57 |
70.60 |
|
| S3 |
46.38 |
52.29 |
69.20 |
|
| S4 |
31.19 |
37.10 |
65.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.05 |
70.86 |
15.19 |
20.1% |
4.71 |
6.2% |
31% |
False |
False |
9,560 |
| 10 |
90.57 |
70.86 |
19.71 |
26.1% |
4.49 |
5.9% |
24% |
False |
False |
9,251 |
| 20 |
108.99 |
70.86 |
38.13 |
50.5% |
4.86 |
6.4% |
12% |
False |
False |
8,259 |
| 40 |
121.38 |
70.86 |
50.52 |
66.9% |
4.42 |
5.9% |
9% |
False |
False |
6,558 |
| 60 |
128.22 |
70.86 |
57.36 |
76.0% |
3.78 |
5.0% |
8% |
False |
False |
5,078 |
| 80 |
148.35 |
70.86 |
77.49 |
102.6% |
3.31 |
4.4% |
6% |
False |
False |
4,235 |
| 100 |
148.35 |
70.86 |
77.49 |
102.6% |
2.72 |
3.6% |
6% |
False |
False |
3,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.19 |
|
2.618 |
87.00 |
|
1.618 |
83.21 |
|
1.000 |
80.87 |
|
0.618 |
79.42 |
|
HIGH |
77.08 |
|
0.618 |
75.63 |
|
0.500 |
75.19 |
|
0.382 |
74.74 |
|
LOW |
73.29 |
|
0.618 |
70.95 |
|
1.000 |
69.50 |
|
1.618 |
67.16 |
|
2.618 |
63.37 |
|
4.250 |
57.18 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
75.40 |
75.00 |
| PP |
75.29 |
74.48 |
| S1 |
75.19 |
73.97 |
|