NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
65.60 |
63.97 |
-1.63 |
-2.5% |
74.41 |
| High |
66.98 |
66.47 |
-0.51 |
-0.8% |
77.08 |
| Low |
62.76 |
63.39 |
0.63 |
1.0% |
64.26 |
| Close |
64.75 |
64.23 |
-0.52 |
-0.8% |
65.54 |
| Range |
4.22 |
3.08 |
-1.14 |
-27.0% |
12.82 |
| ATR |
4.91 |
4.78 |
-0.13 |
-2.7% |
0.00 |
| Volume |
17,760 |
10,728 |
-7,032 |
-39.6% |
53,187 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.94 |
72.16 |
65.92 |
|
| R3 |
70.86 |
69.08 |
65.08 |
|
| R2 |
67.78 |
67.78 |
64.79 |
|
| R1 |
66.00 |
66.00 |
64.51 |
66.89 |
| PP |
64.70 |
64.70 |
64.70 |
65.14 |
| S1 |
62.92 |
62.92 |
63.95 |
63.81 |
| S2 |
61.62 |
61.62 |
63.67 |
|
| S3 |
58.54 |
59.84 |
63.38 |
|
| S4 |
55.46 |
56.76 |
62.54 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.42 |
99.30 |
72.59 |
|
| R3 |
94.60 |
86.48 |
69.07 |
|
| R2 |
81.78 |
81.78 |
67.89 |
|
| R1 |
73.66 |
73.66 |
66.72 |
71.31 |
| PP |
68.96 |
68.96 |
68.96 |
67.79 |
| S1 |
60.84 |
60.84 |
64.36 |
58.49 |
| S2 |
56.14 |
56.14 |
63.19 |
|
| S3 |
43.32 |
48.02 |
62.01 |
|
| S4 |
30.50 |
35.20 |
58.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.23 |
62.76 |
10.47 |
16.3% |
4.41 |
6.9% |
14% |
False |
False |
13,517 |
| 10 |
80.40 |
62.76 |
17.64 |
27.5% |
4.50 |
7.0% |
8% |
False |
False |
11,390 |
| 20 |
102.30 |
62.76 |
39.54 |
61.6% |
4.65 |
7.2% |
4% |
False |
False |
9,725 |
| 40 |
112.40 |
62.76 |
49.64 |
77.3% |
4.55 |
7.1% |
3% |
False |
False |
7,963 |
| 60 |
123.30 |
62.76 |
60.54 |
94.3% |
3.94 |
6.1% |
2% |
False |
False |
6,084 |
| 80 |
148.35 |
62.76 |
85.59 |
133.3% |
3.63 |
5.7% |
2% |
False |
False |
5,075 |
| 100 |
148.35 |
62.76 |
85.59 |
133.3% |
2.97 |
4.6% |
2% |
False |
False |
4,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.56 |
|
2.618 |
74.53 |
|
1.618 |
71.45 |
|
1.000 |
69.55 |
|
0.618 |
68.37 |
|
HIGH |
66.47 |
|
0.618 |
65.29 |
|
0.500 |
64.93 |
|
0.382 |
64.57 |
|
LOW |
63.39 |
|
0.618 |
61.49 |
|
1.000 |
60.31 |
|
1.618 |
58.41 |
|
2.618 |
55.33 |
|
4.250 |
50.30 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
64.93 |
66.70 |
| PP |
64.70 |
65.87 |
| S1 |
64.46 |
65.05 |
|