NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
87.90 |
89.18 |
1.28 |
1.5% |
101.76 |
| High |
89.48 |
89.50 |
0.02 |
0.0% |
102.60 |
| Low |
85.80 |
85.53 |
-0.27 |
-0.3% |
91.70 |
| Close |
88.91 |
87.78 |
-1.13 |
-1.3% |
93.28 |
| Range |
3.68 |
3.97 |
0.29 |
7.9% |
10.90 |
| ATR |
4.02 |
4.02 |
0.00 |
-0.1% |
0.00 |
| Volume |
4,607 |
6,455 |
1,848 |
40.1% |
16,699 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.51 |
97.62 |
89.96 |
|
| R3 |
95.54 |
93.65 |
88.87 |
|
| R2 |
91.57 |
91.57 |
88.51 |
|
| R1 |
89.68 |
89.68 |
88.14 |
88.64 |
| PP |
87.60 |
87.60 |
87.60 |
87.09 |
| S1 |
85.71 |
85.71 |
87.42 |
84.67 |
| S2 |
83.63 |
83.63 |
87.05 |
|
| S3 |
79.66 |
81.74 |
86.69 |
|
| S4 |
75.69 |
77.77 |
85.60 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.56 |
121.82 |
99.28 |
|
| R3 |
117.66 |
110.92 |
96.28 |
|
| R2 |
106.76 |
106.76 |
95.28 |
|
| R1 |
100.02 |
100.02 |
94.28 |
97.94 |
| PP |
95.86 |
95.86 |
95.86 |
94.82 |
| S1 |
89.12 |
89.12 |
92.28 |
87.04 |
| S2 |
84.96 |
84.96 |
91.28 |
|
| S3 |
74.06 |
78.22 |
90.28 |
|
| S4 |
63.16 |
67.32 |
87.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.28 |
85.53 |
9.75 |
11.1% |
3.75 |
4.3% |
23% |
False |
True |
4,214 |
| 10 |
105.85 |
85.53 |
20.32 |
23.1% |
4.27 |
4.9% |
11% |
False |
True |
3,866 |
| 20 |
111.15 |
85.53 |
25.62 |
29.2% |
3.46 |
3.9% |
9% |
False |
True |
3,477 |
| 40 |
123.58 |
85.53 |
38.05 |
43.3% |
2.25 |
2.6% |
6% |
False |
True |
2,528 |
| 60 |
133.73 |
85.53 |
48.20 |
54.9% |
1.64 |
1.9% |
5% |
False |
True |
2,064 |
| 80 |
146.86 |
85.53 |
61.33 |
69.9% |
1.23 |
1.4% |
4% |
False |
True |
1,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.37 |
|
2.618 |
99.89 |
|
1.618 |
95.92 |
|
1.000 |
93.47 |
|
0.618 |
91.95 |
|
HIGH |
89.50 |
|
0.618 |
87.98 |
|
0.500 |
87.52 |
|
0.382 |
87.05 |
|
LOW |
85.53 |
|
0.618 |
83.08 |
|
1.000 |
81.56 |
|
1.618 |
79.11 |
|
2.618 |
75.14 |
|
4.250 |
68.66 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
87.69 |
87.84 |
| PP |
87.60 |
87.82 |
| S1 |
87.52 |
87.80 |
|