NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
75.05 |
73.87 |
-1.18 |
-1.6% |
82.50 |
| High |
75.67 |
77.47 |
1.80 |
2.4% |
86.45 |
| Low |
72.25 |
73.65 |
1.40 |
1.9% |
71.33 |
| Close |
73.86 |
75.99 |
2.13 |
2.9% |
73.86 |
| Range |
3.42 |
3.82 |
0.40 |
11.7% |
15.12 |
| ATR |
4.40 |
4.36 |
-0.04 |
-0.9% |
0.00 |
| Volume |
9,292 |
4,917 |
-4,375 |
-47.1% |
26,520 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.16 |
85.40 |
78.09 |
|
| R3 |
83.34 |
81.58 |
77.04 |
|
| R2 |
79.52 |
79.52 |
76.69 |
|
| R1 |
77.76 |
77.76 |
76.34 |
78.64 |
| PP |
75.70 |
75.70 |
75.70 |
76.15 |
| S1 |
73.94 |
73.94 |
75.64 |
74.82 |
| S2 |
71.88 |
71.88 |
75.29 |
|
| S3 |
68.06 |
70.12 |
74.94 |
|
| S4 |
64.24 |
66.30 |
73.89 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.57 |
113.34 |
82.18 |
|
| R3 |
107.45 |
98.22 |
78.02 |
|
| R2 |
92.33 |
92.33 |
76.63 |
|
| R1 |
83.10 |
83.10 |
75.25 |
80.16 |
| PP |
77.21 |
77.21 |
77.21 |
75.74 |
| S1 |
67.98 |
67.98 |
72.47 |
65.04 |
| S2 |
62.09 |
62.09 |
71.09 |
|
| S3 |
46.97 |
52.86 |
69.70 |
|
| S4 |
31.85 |
37.74 |
65.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
86.45 |
71.33 |
15.12 |
19.9% |
4.44 |
5.8% |
31% |
False |
False |
4,944 |
| 10 |
90.14 |
71.33 |
18.81 |
24.8% |
4.17 |
5.5% |
25% |
False |
False |
4,957 |
| 20 |
107.00 |
71.33 |
35.67 |
46.9% |
4.00 |
5.3% |
13% |
False |
False |
4,388 |
| 40 |
120.30 |
71.33 |
48.97 |
64.4% |
2.96 |
3.9% |
10% |
False |
False |
3,238 |
| 60 |
126.60 |
71.33 |
55.27 |
72.7% |
2.10 |
2.8% |
8% |
False |
False |
2,498 |
| 80 |
146.86 |
71.33 |
75.53 |
99.4% |
1.62 |
2.1% |
6% |
False |
False |
2,104 |
| 100 |
146.86 |
71.33 |
75.53 |
99.4% |
1.34 |
1.8% |
6% |
False |
False |
1,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.71 |
|
2.618 |
87.47 |
|
1.618 |
83.65 |
|
1.000 |
81.29 |
|
0.618 |
79.83 |
|
HIGH |
77.47 |
|
0.618 |
76.01 |
|
0.500 |
75.56 |
|
0.382 |
75.11 |
|
LOW |
73.65 |
|
0.618 |
71.29 |
|
1.000 |
69.83 |
|
1.618 |
67.47 |
|
2.618 |
63.65 |
|
4.250 |
57.42 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
75.85 |
75.46 |
| PP |
75.70 |
74.93 |
| S1 |
75.56 |
74.40 |
|