NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
70.62 |
66.53 |
-4.09 |
-5.8% |
73.87 |
| High |
70.86 |
66.56 |
-4.30 |
-6.1% |
77.63 |
| Low |
65.12 |
64.20 |
-0.92 |
-1.4% |
65.12 |
| Close |
66.03 |
65.28 |
-0.75 |
-1.1% |
66.03 |
| Range |
5.74 |
2.36 |
-3.38 |
-58.9% |
12.51 |
| ATR |
4.44 |
4.29 |
-0.15 |
-3.3% |
0.00 |
| Volume |
6,523 |
10,688 |
4,165 |
63.9% |
25,657 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.43 |
71.21 |
66.58 |
|
| R3 |
70.07 |
68.85 |
65.93 |
|
| R2 |
67.71 |
67.71 |
65.71 |
|
| R1 |
66.49 |
66.49 |
65.50 |
65.92 |
| PP |
65.35 |
65.35 |
65.35 |
65.06 |
| S1 |
64.13 |
64.13 |
65.06 |
63.56 |
| S2 |
62.99 |
62.99 |
64.85 |
|
| S3 |
60.63 |
61.77 |
64.63 |
|
| S4 |
58.27 |
59.41 |
63.98 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.12 |
99.09 |
72.91 |
|
| R3 |
94.61 |
86.58 |
69.47 |
|
| R2 |
82.10 |
82.10 |
68.32 |
|
| R1 |
74.07 |
74.07 |
67.18 |
71.83 |
| PP |
69.59 |
69.59 |
69.59 |
68.48 |
| S1 |
61.56 |
61.56 |
64.88 |
59.32 |
| S2 |
57.08 |
57.08 |
63.74 |
|
| S3 |
44.57 |
49.05 |
62.59 |
|
| S4 |
32.06 |
36.54 |
59.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.63 |
64.20 |
13.43 |
20.6% |
4.07 |
6.2% |
8% |
False |
True |
6,285 |
| 10 |
86.45 |
64.20 |
22.25 |
34.1% |
4.26 |
6.5% |
5% |
False |
True |
5,615 |
| 20 |
102.60 |
64.20 |
38.40 |
58.8% |
4.38 |
6.7% |
3% |
False |
True |
4,927 |
| 40 |
112.91 |
64.20 |
48.71 |
74.6% |
3.31 |
5.1% |
2% |
False |
True |
3,889 |
| 60 |
123.58 |
64.20 |
59.38 |
91.0% |
2.43 |
3.7% |
2% |
False |
True |
2,928 |
| 80 |
146.86 |
64.20 |
82.66 |
126.6% |
1.87 |
2.9% |
1% |
False |
True |
2,471 |
| 100 |
146.86 |
64.20 |
82.66 |
126.6% |
1.50 |
2.3% |
1% |
False |
True |
2,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.59 |
|
2.618 |
72.74 |
|
1.618 |
70.38 |
|
1.000 |
68.92 |
|
0.618 |
68.02 |
|
HIGH |
66.56 |
|
0.618 |
65.66 |
|
0.500 |
65.38 |
|
0.382 |
65.10 |
|
LOW |
64.20 |
|
0.618 |
62.74 |
|
1.000 |
61.84 |
|
1.618 |
60.38 |
|
2.618 |
58.02 |
|
4.250 |
54.17 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
65.38 |
67.53 |
| PP |
65.35 |
66.78 |
| S1 |
65.31 |
66.03 |
|