NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
88.80 |
84.93 |
-3.87 |
-4.4% |
92.50 |
High |
89.82 |
85.13 |
-4.69 |
-5.2% |
93.02 |
Low |
84.19 |
77.09 |
-7.10 |
-8.4% |
77.09 |
Close |
86.59 |
77.70 |
-8.89 |
-10.3% |
77.70 |
Range |
5.63 |
8.04 |
2.41 |
42.8% |
15.93 |
ATR |
5.89 |
6.15 |
0.26 |
4.4% |
0.00 |
Volume |
339,344 |
248,211 |
-91,133 |
-26.9% |
1,451,443 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.09 |
98.94 |
82.12 |
|
R3 |
96.05 |
90.90 |
79.91 |
|
R2 |
88.01 |
88.01 |
79.17 |
|
R1 |
82.86 |
82.86 |
78.44 |
81.42 |
PP |
79.97 |
79.97 |
79.97 |
79.25 |
S1 |
74.82 |
74.82 |
76.96 |
73.38 |
S2 |
71.93 |
71.93 |
76.23 |
|
S3 |
63.89 |
66.78 |
75.49 |
|
S4 |
55.85 |
58.74 |
73.28 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.39 |
119.98 |
86.46 |
|
R3 |
114.46 |
104.05 |
82.08 |
|
R2 |
98.53 |
98.53 |
80.62 |
|
R1 |
88.12 |
88.12 |
79.16 |
85.36 |
PP |
82.60 |
82.60 |
82.60 |
81.23 |
S1 |
72.19 |
72.19 |
76.24 |
69.43 |
S2 |
66.67 |
66.67 |
74.78 |
|
S3 |
50.74 |
56.26 |
73.32 |
|
S4 |
34.81 |
40.33 |
68.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.02 |
77.09 |
15.93 |
20.5% |
5.78 |
7.4% |
4% |
False |
True |
290,288 |
10 |
106.91 |
77.09 |
29.82 |
38.4% |
6.83 |
8.8% |
2% |
False |
True |
262,472 |
20 |
110.45 |
77.09 |
33.36 |
42.9% |
6.40 |
8.2% |
2% |
False |
True |
250,043 |
40 |
122.43 |
77.09 |
45.34 |
58.4% |
5.51 |
7.1% |
1% |
False |
True |
162,632 |
60 |
138.34 |
77.09 |
61.25 |
78.8% |
5.15 |
6.6% |
1% |
False |
True |
119,112 |
80 |
148.47 |
77.09 |
71.38 |
91.9% |
4.98 |
6.4% |
1% |
False |
True |
93,361 |
100 |
148.47 |
77.09 |
71.38 |
91.9% |
4.91 |
6.3% |
1% |
False |
True |
77,657 |
120 |
148.47 |
77.09 |
71.38 |
91.9% |
4.48 |
5.8% |
1% |
False |
True |
65,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.30 |
2.618 |
106.18 |
1.618 |
98.14 |
1.000 |
93.17 |
0.618 |
90.10 |
HIGH |
85.13 |
0.618 |
82.06 |
0.500 |
81.11 |
0.382 |
80.16 |
LOW |
77.09 |
0.618 |
72.12 |
1.000 |
69.05 |
1.618 |
64.08 |
2.618 |
56.04 |
4.250 |
42.92 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
81.11 |
84.04 |
PP |
79.97 |
81.93 |
S1 |
78.84 |
79.81 |
|