NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
73.23 |
68.55 |
-4.68 |
-6.4% |
82.12 |
| High |
73.23 |
70.26 |
-2.97 |
-4.1% |
86.05 |
| Low |
67.80 |
67.32 |
-0.48 |
-0.7% |
70.86 |
| Close |
68.11 |
69.17 |
1.06 |
1.6% |
73.38 |
| Range |
5.43 |
2.94 |
-2.49 |
-45.9% |
15.19 |
| ATR |
5.00 |
4.85 |
-0.15 |
-2.9% |
0.00 |
| Volume |
10,938 |
13,358 |
2,420 |
22.1% |
51,538 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.74 |
76.39 |
70.79 |
|
| R3 |
74.80 |
73.45 |
69.98 |
|
| R2 |
71.86 |
71.86 |
69.71 |
|
| R1 |
70.51 |
70.51 |
69.44 |
71.19 |
| PP |
68.92 |
68.92 |
68.92 |
69.25 |
| S1 |
67.57 |
67.57 |
68.90 |
68.25 |
| S2 |
65.98 |
65.98 |
68.63 |
|
| S3 |
63.04 |
64.63 |
68.36 |
|
| S4 |
60.10 |
61.69 |
67.55 |
|
|
| 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 |
67.32 |
9.76 |
14.1% |
4.25 |
6.1% |
19% |
False |
True |
10,841 |
| 10 |
86.05 |
67.32 |
18.73 |
27.1% |
4.66 |
6.7% |
10% |
False |
True |
9,505 |
| 20 |
106.89 |
67.32 |
39.57 |
57.2% |
4.88 |
7.1% |
5% |
False |
True |
8,536 |
| 40 |
121.38 |
67.32 |
54.06 |
78.2% |
4.56 |
6.6% |
3% |
False |
True |
7,139 |
| 60 |
128.00 |
67.32 |
60.68 |
87.7% |
3.87 |
5.6% |
3% |
False |
True |
5,478 |
| 80 |
148.35 |
67.32 |
81.03 |
117.1% |
3.46 |
5.0% |
2% |
False |
True |
4,566 |
| 100 |
148.35 |
67.32 |
81.03 |
117.1% |
2.84 |
4.1% |
2% |
False |
True |
3,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.76 |
|
2.618 |
77.96 |
|
1.618 |
75.02 |
|
1.000 |
73.20 |
|
0.618 |
72.08 |
|
HIGH |
70.26 |
|
0.618 |
69.14 |
|
0.500 |
68.79 |
|
0.382 |
68.44 |
|
LOW |
67.32 |
|
0.618 |
65.50 |
|
1.000 |
64.38 |
|
1.618 |
62.56 |
|
2.618 |
59.62 |
|
4.250 |
54.83 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.04 |
72.18 |
| PP |
68.92 |
71.18 |
| S1 |
68.79 |
70.17 |
|