NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
73.32 |
69.29 |
-4.03 |
-5.5% |
82.50 |
| High |
73.32 |
70.85 |
-2.47 |
-3.4% |
86.45 |
| Low |
68.50 |
68.40 |
-0.10 |
-0.1% |
71.33 |
| Close |
68.60 |
69.65 |
1.05 |
1.5% |
73.86 |
| Range |
4.82 |
2.45 |
-2.37 |
-49.2% |
15.12 |
| ATR |
4.49 |
4.34 |
-0.15 |
-3.2% |
0.00 |
| Volume |
4,106 |
7,032 |
2,926 |
71.3% |
26,520 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.98 |
75.77 |
71.00 |
|
| R3 |
74.53 |
73.32 |
70.32 |
|
| R2 |
72.08 |
72.08 |
70.10 |
|
| R1 |
70.87 |
70.87 |
69.87 |
71.48 |
| PP |
69.63 |
69.63 |
69.63 |
69.94 |
| S1 |
68.42 |
68.42 |
69.43 |
69.03 |
| S2 |
67.18 |
67.18 |
69.20 |
|
| S3 |
64.73 |
65.97 |
68.98 |
|
| S4 |
62.28 |
63.52 |
68.30 |
|
|
| 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 |
68.40 |
9.23 |
13.3% |
3.90 |
5.6% |
14% |
False |
True |
5,685 |
| 10 |
86.45 |
68.40 |
18.05 |
25.9% |
4.33 |
6.2% |
7% |
False |
True |
4,972 |
| 20 |
105.85 |
68.40 |
37.45 |
53.8% |
4.30 |
6.2% |
3% |
False |
True |
4,419 |
| 40 |
120.30 |
68.40 |
51.90 |
74.5% |
3.23 |
4.6% |
2% |
False |
True |
3,524 |
| 60 |
126.60 |
68.40 |
58.20 |
83.6% |
2.30 |
3.3% |
2% |
False |
True |
2,682 |
| 80 |
146.86 |
68.40 |
78.46 |
112.6% |
1.77 |
2.5% |
2% |
False |
True |
2,267 |
| 100 |
146.86 |
68.40 |
78.46 |
112.6% |
1.46 |
2.1% |
2% |
False |
True |
1,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.26 |
|
2.618 |
77.26 |
|
1.618 |
74.81 |
|
1.000 |
73.30 |
|
0.618 |
72.36 |
|
HIGH |
70.85 |
|
0.618 |
69.91 |
|
0.500 |
69.63 |
|
0.382 |
69.34 |
|
LOW |
68.40 |
|
0.618 |
66.89 |
|
1.000 |
65.95 |
|
1.618 |
64.44 |
|
2.618 |
61.99 |
|
4.250 |
57.99 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
69.64 |
73.02 |
| PP |
69.63 |
71.89 |
| S1 |
69.63 |
70.77 |
|