NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
82.50 |
84.80 |
2.30 |
2.8% |
91.42 |
| High |
84.00 |
86.45 |
2.45 |
2.9% |
91.65 |
| Low |
81.48 |
80.64 |
-0.84 |
-1.0% |
79.63 |
| Close |
83.21 |
80.64 |
-2.57 |
-3.1% |
79.77 |
| Range |
2.52 |
5.81 |
3.29 |
130.6% |
12.02 |
| ATR |
4.31 |
4.41 |
0.11 |
2.5% |
0.00 |
| Volume |
6,715 |
3,523 |
-3,192 |
-47.5% |
21,409 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.01 |
96.13 |
83.84 |
|
| R3 |
94.20 |
90.32 |
82.24 |
|
| R2 |
88.39 |
88.39 |
81.71 |
|
| R1 |
84.51 |
84.51 |
81.17 |
83.55 |
| PP |
82.58 |
82.58 |
82.58 |
82.09 |
| S1 |
78.70 |
78.70 |
80.11 |
77.74 |
| S2 |
76.77 |
76.77 |
79.57 |
|
| S3 |
70.96 |
72.89 |
79.04 |
|
| S4 |
65.15 |
67.08 |
77.44 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.74 |
111.78 |
86.38 |
|
| R3 |
107.72 |
99.76 |
83.08 |
|
| R2 |
95.70 |
95.70 |
81.97 |
|
| R1 |
87.74 |
87.74 |
80.87 |
85.71 |
| PP |
83.68 |
83.68 |
83.68 |
82.67 |
| S1 |
75.72 |
75.72 |
78.67 |
73.69 |
| S2 |
71.66 |
71.66 |
77.57 |
|
| S3 |
59.64 |
63.70 |
76.46 |
|
| S4 |
47.62 |
51.68 |
73.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.50 |
79.63 |
9.87 |
12.2% |
4.45 |
5.5% |
10% |
False |
False |
5,073 |
| 10 |
102.60 |
79.63 |
22.97 |
28.5% |
4.45 |
5.5% |
4% |
False |
False |
4,372 |
| 20 |
111.15 |
79.63 |
31.52 |
39.1% |
3.98 |
4.9% |
3% |
False |
False |
3,879 |
| 40 |
123.58 |
79.63 |
43.95 |
54.5% |
2.60 |
3.2% |
2% |
False |
False |
2,825 |
| 60 |
132.20 |
79.63 |
52.57 |
65.2% |
1.89 |
2.3% |
2% |
False |
False |
2,263 |
| 80 |
146.86 |
79.63 |
67.23 |
83.4% |
1.42 |
1.8% |
2% |
False |
False |
1,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.14 |
|
2.618 |
101.66 |
|
1.618 |
95.85 |
|
1.000 |
92.26 |
|
0.618 |
90.04 |
|
HIGH |
86.45 |
|
0.618 |
84.23 |
|
0.500 |
83.55 |
|
0.382 |
82.86 |
|
LOW |
80.64 |
|
0.618 |
77.05 |
|
1.000 |
74.83 |
|
1.618 |
71.24 |
|
2.618 |
65.43 |
|
4.250 |
55.95 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
83.55 |
83.04 |
| PP |
82.58 |
82.24 |
| S1 |
81.61 |
81.44 |
|