NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
77.13 |
73.32 |
-3.81 |
-4.9% |
82.50 |
| High |
77.63 |
73.32 |
-4.31 |
-5.6% |
86.45 |
| Low |
72.66 |
68.50 |
-4.16 |
-5.7% |
71.33 |
| Close |
74.13 |
68.60 |
-5.53 |
-7.5% |
73.86 |
| Range |
4.97 |
4.82 |
-0.15 |
-3.0% |
15.12 |
| ATR |
4.40 |
4.49 |
0.09 |
2.0% |
0.00 |
| Volume |
3,079 |
4,106 |
1,027 |
33.4% |
26,520 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.60 |
81.42 |
71.25 |
|
| R3 |
79.78 |
76.60 |
69.93 |
|
| R2 |
74.96 |
74.96 |
69.48 |
|
| R1 |
71.78 |
71.78 |
69.04 |
70.96 |
| PP |
70.14 |
70.14 |
70.14 |
69.73 |
| S1 |
66.96 |
66.96 |
68.16 |
66.14 |
| S2 |
65.32 |
65.32 |
67.72 |
|
| S3 |
60.50 |
62.14 |
67.27 |
|
| S4 |
55.68 |
57.32 |
65.95 |
|
|
| 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 |
77.63 |
68.50 |
9.13 |
13.3% |
4.41 |
6.4% |
1% |
False |
True |
5,116 |
| 10 |
89.50 |
68.50 |
21.00 |
30.6% |
4.48 |
6.5% |
0% |
False |
True |
4,914 |
| 20 |
105.85 |
68.50 |
37.35 |
54.4% |
4.25 |
6.2% |
0% |
False |
True |
4,206 |
| 40 |
120.30 |
68.50 |
51.80 |
75.5% |
3.17 |
4.6% |
0% |
False |
True |
3,377 |
| 60 |
126.60 |
68.50 |
58.10 |
84.7% |
2.26 |
3.3% |
0% |
False |
True |
2,576 |
| 80 |
146.86 |
68.50 |
78.36 |
114.2% |
1.74 |
2.5% |
0% |
False |
True |
2,184 |
| 100 |
146.86 |
68.50 |
78.36 |
114.2% |
1.44 |
2.1% |
0% |
False |
True |
1,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.81 |
|
2.618 |
85.94 |
|
1.618 |
81.12 |
|
1.000 |
78.14 |
|
0.618 |
76.30 |
|
HIGH |
73.32 |
|
0.618 |
71.48 |
|
0.500 |
70.91 |
|
0.382 |
70.34 |
|
LOW |
68.50 |
|
0.618 |
65.52 |
|
1.000 |
63.68 |
|
1.618 |
60.70 |
|
2.618 |
55.88 |
|
4.250 |
48.02 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
70.91 |
73.07 |
| PP |
70.14 |
71.58 |
| S1 |
69.37 |
70.09 |
|