NYMEX Light Sweet Crude Oil Future August 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 |
76.21 |
72.44 |
-3.77 |
-4.9% |
84.82 |
| High |
76.21 |
72.44 |
-3.77 |
-4.9% |
84.82 |
| Low |
76.21 |
70.60 |
-5.61 |
-7.4% |
73.74 |
| Close |
76.21 |
70.66 |
-5.55 |
-7.3% |
75.78 |
| Range |
0.00 |
1.84 |
1.84 |
|
11.08 |
| ATR |
3.20 |
3.37 |
0.17 |
5.4% |
0.00 |
| Volume |
829 |
1,314 |
485 |
58.5% |
3,966 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.75 |
75.55 |
71.67 |
|
| R3 |
74.91 |
73.71 |
71.17 |
|
| R2 |
73.07 |
73.07 |
71.00 |
|
| R1 |
71.87 |
71.87 |
70.83 |
71.55 |
| PP |
71.23 |
71.23 |
71.23 |
71.08 |
| S1 |
70.03 |
70.03 |
70.49 |
69.71 |
| S2 |
69.39 |
69.39 |
70.32 |
|
| S3 |
67.55 |
68.19 |
70.15 |
|
| S4 |
65.71 |
66.35 |
69.65 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.35 |
104.65 |
81.87 |
|
| R3 |
100.27 |
93.57 |
78.83 |
|
| R2 |
89.19 |
89.19 |
77.81 |
|
| R1 |
82.49 |
82.49 |
76.80 |
80.30 |
| PP |
78.11 |
78.11 |
78.11 |
77.02 |
| S1 |
71.41 |
71.41 |
74.76 |
69.22 |
| S2 |
67.03 |
67.03 |
73.75 |
|
| S3 |
55.95 |
60.33 |
72.73 |
|
| S4 |
44.87 |
49.25 |
69.69 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.26 |
|
2.618 |
77.26 |
|
1.618 |
75.42 |
|
1.000 |
74.28 |
|
0.618 |
73.58 |
|
HIGH |
72.44 |
|
0.618 |
71.74 |
|
0.500 |
71.52 |
|
0.382 |
71.30 |
|
LOW |
70.60 |
|
0.618 |
69.46 |
|
1.000 |
68.76 |
|
1.618 |
67.62 |
|
2.618 |
65.78 |
|
4.250 |
62.78 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
71.52 |
74.82 |
| PP |
71.23 |
73.43 |
| S1 |
70.95 |
72.05 |
|