NYMEX Light Sweet Crude Oil Future June 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 |
73.69 |
69.00 |
-4.69 |
-6.4% |
83.00 |
| High |
73.69 |
71.83 |
-1.86 |
-2.5% |
87.13 |
| Low |
69.55 |
69.00 |
-0.55 |
-0.8% |
72.50 |
| Close |
69.64 |
70.69 |
1.05 |
1.5% |
74.82 |
| Range |
4.14 |
2.83 |
-1.31 |
-31.6% |
14.63 |
| ATR |
4.68 |
4.55 |
-0.13 |
-2.8% |
0.00 |
| Volume |
9,467 |
15,775 |
6,308 |
66.6% |
73,837 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.00 |
77.67 |
72.25 |
|
| R3 |
76.17 |
74.84 |
71.47 |
|
| R2 |
73.34 |
73.34 |
71.21 |
|
| R1 |
72.01 |
72.01 |
70.95 |
72.68 |
| PP |
70.51 |
70.51 |
70.51 |
70.84 |
| S1 |
69.18 |
69.18 |
70.43 |
69.85 |
| S2 |
67.68 |
67.68 |
70.17 |
|
| S3 |
64.85 |
66.35 |
69.91 |
|
| S4 |
62.02 |
63.52 |
69.13 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.04 |
113.06 |
82.87 |
|
| R3 |
107.41 |
98.43 |
78.84 |
|
| R2 |
92.78 |
92.78 |
77.50 |
|
| R1 |
83.80 |
83.80 |
76.16 |
80.98 |
| PP |
78.15 |
78.15 |
78.15 |
76.74 |
| S1 |
69.17 |
69.17 |
73.48 |
66.35 |
| S2 |
63.52 |
63.52 |
72.14 |
|
| S3 |
48.89 |
54.54 |
70.80 |
|
| S4 |
34.26 |
39.91 |
66.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.60 |
69.00 |
9.60 |
13.6% |
3.87 |
5.5% |
18% |
False |
True |
13,992 |
| 10 |
87.13 |
69.00 |
18.13 |
25.6% |
3.89 |
5.5% |
9% |
False |
True |
12,925 |
| 20 |
107.08 |
69.00 |
38.08 |
53.9% |
3.86 |
5.5% |
4% |
False |
True |
10,725 |
| 40 |
121.37 |
69.00 |
52.37 |
74.1% |
3.71 |
5.2% |
3% |
False |
True |
8,547 |
| 60 |
129.18 |
69.00 |
60.18 |
85.1% |
3.18 |
4.5% |
3% |
False |
True |
6,699 |
| 80 |
147.91 |
69.00 |
78.91 |
111.6% |
3.14 |
4.4% |
2% |
False |
True |
5,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.86 |
|
2.618 |
79.24 |
|
1.618 |
76.41 |
|
1.000 |
74.66 |
|
0.618 |
73.58 |
|
HIGH |
71.83 |
|
0.618 |
70.75 |
|
0.500 |
70.42 |
|
0.382 |
70.08 |
|
LOW |
69.00 |
|
0.618 |
67.25 |
|
1.000 |
66.17 |
|
1.618 |
64.42 |
|
2.618 |
61.59 |
|
4.250 |
56.97 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
70.60 |
73.33 |
| PP |
70.51 |
72.45 |
| S1 |
70.42 |
71.57 |
|