NYMEX Light Sweet Crude Oil Future March 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 |
74.41 |
76.75 |
2.34 |
3.1% |
82.12 |
| High |
77.08 |
77.04 |
-0.04 |
-0.1% |
86.05 |
| Low |
73.29 |
71.82 |
-1.47 |
-2.0% |
70.86 |
| Close |
75.51 |
73.61 |
-1.90 |
-2.5% |
73.38 |
| Range |
3.79 |
5.22 |
1.43 |
37.7% |
15.19 |
| ATR |
4.92 |
4.94 |
0.02 |
0.4% |
0.00 |
| Volume |
8,571 |
5,519 |
-3,052 |
-35.6% |
51,538 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.82 |
86.93 |
76.48 |
|
| R3 |
84.60 |
81.71 |
75.05 |
|
| R2 |
79.38 |
79.38 |
74.57 |
|
| R1 |
76.49 |
76.49 |
74.09 |
75.33 |
| PP |
74.16 |
74.16 |
74.16 |
73.57 |
| S1 |
71.27 |
71.27 |
73.13 |
70.11 |
| S2 |
68.94 |
68.94 |
72.65 |
|
| S3 |
63.72 |
66.05 |
72.17 |
|
| S4 |
58.50 |
60.83 |
70.74 |
|
|
| 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 |
80.40 |
70.86 |
9.54 |
13.0% |
4.59 |
6.2% |
29% |
False |
False |
9,263 |
| 10 |
89.27 |
70.86 |
18.41 |
25.0% |
4.57 |
6.2% |
15% |
False |
False |
9,016 |
| 20 |
108.15 |
70.86 |
37.29 |
50.7% |
4.86 |
6.6% |
7% |
False |
False |
8,103 |
| 40 |
121.38 |
70.86 |
50.52 |
68.6% |
4.52 |
6.1% |
5% |
False |
False |
6,631 |
| 60 |
128.22 |
70.86 |
57.36 |
77.9% |
3.84 |
5.2% |
5% |
False |
False |
5,116 |
| 80 |
148.35 |
70.86 |
77.49 |
105.3% |
3.38 |
4.6% |
4% |
False |
False |
4,295 |
| 100 |
148.35 |
70.86 |
77.49 |
105.3% |
2.78 |
3.8% |
4% |
False |
False |
3,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.23 |
|
2.618 |
90.71 |
|
1.618 |
85.49 |
|
1.000 |
82.26 |
|
0.618 |
80.27 |
|
HIGH |
77.04 |
|
0.618 |
75.05 |
|
0.500 |
74.43 |
|
0.382 |
73.81 |
|
LOW |
71.82 |
|
0.618 |
68.59 |
|
1.000 |
66.60 |
|
1.618 |
63.37 |
|
2.618 |
58.15 |
|
4.250 |
49.64 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
74.43 |
74.26 |
| PP |
74.16 |
74.04 |
| S1 |
73.88 |
73.83 |
|