NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
76.75 |
73.23 |
-3.52 |
-4.6% |
82.12 |
| High |
77.04 |
73.23 |
-3.81 |
-4.9% |
86.05 |
| Low |
71.82 |
67.80 |
-4.02 |
-5.6% |
70.86 |
| Close |
73.61 |
68.11 |
-5.50 |
-7.5% |
73.38 |
| Range |
5.22 |
5.43 |
0.21 |
4.0% |
15.19 |
| ATR |
4.94 |
5.00 |
0.06 |
1.3% |
0.00 |
| Volume |
5,519 |
10,938 |
5,419 |
98.2% |
51,538 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.00 |
82.49 |
71.10 |
|
| R3 |
80.57 |
77.06 |
69.60 |
|
| R2 |
75.14 |
75.14 |
69.11 |
|
| R1 |
71.63 |
71.63 |
68.61 |
70.67 |
| PP |
69.71 |
69.71 |
69.71 |
69.24 |
| S1 |
66.20 |
66.20 |
67.61 |
65.24 |
| S2 |
64.28 |
64.28 |
67.11 |
|
| S3 |
58.85 |
60.77 |
66.62 |
|
| S4 |
53.42 |
55.34 |
65.12 |
|
|
| 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 |
77.08 |
67.80 |
9.28 |
13.6% |
4.66 |
6.8% |
3% |
False |
True |
9,790 |
| 10 |
89.27 |
67.80 |
21.47 |
31.5% |
4.73 |
6.9% |
1% |
False |
True |
9,256 |
| 20 |
107.60 |
67.80 |
39.80 |
58.4% |
4.95 |
7.3% |
1% |
False |
True |
8,209 |
| 40 |
121.38 |
67.80 |
53.58 |
78.7% |
4.54 |
6.7% |
1% |
False |
True |
6,875 |
| 60 |
128.22 |
67.80 |
60.42 |
88.7% |
3.91 |
5.7% |
1% |
False |
True |
5,279 |
| 80 |
148.35 |
67.80 |
80.55 |
118.3% |
3.44 |
5.1% |
0% |
False |
True |
4,423 |
| 100 |
148.35 |
67.80 |
80.55 |
118.3% |
2.82 |
4.1% |
0% |
False |
True |
3,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.31 |
|
2.618 |
87.45 |
|
1.618 |
82.02 |
|
1.000 |
78.66 |
|
0.618 |
76.59 |
|
HIGH |
73.23 |
|
0.618 |
71.16 |
|
0.500 |
70.52 |
|
0.382 |
69.87 |
|
LOW |
67.80 |
|
0.618 |
64.44 |
|
1.000 |
62.37 |
|
1.618 |
59.01 |
|
2.618 |
53.58 |
|
4.250 |
44.72 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
70.52 |
72.44 |
| PP |
69.71 |
71.00 |
| S1 |
68.91 |
69.55 |
|