NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 07-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
91.72 |
87.58 |
-4.14 |
-4.5% |
105.98 |
High |
91.72 |
91.45 |
-0.27 |
-0.3% |
105.98 |
Low |
86.49 |
86.40 |
-0.09 |
-0.1% |
90.55 |
Close |
86.71 |
88.71 |
2.00 |
2.3% |
93.01 |
Range |
5.23 |
5.05 |
-0.18 |
-3.4% |
15.43 |
ATR |
5.97 |
5.90 |
-0.07 |
-1.1% |
0.00 |
Volume |
108,538 |
138,776 |
30,238 |
27.9% |
551,934 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.00 |
101.41 |
91.49 |
|
R3 |
98.95 |
96.36 |
90.10 |
|
R2 |
93.90 |
93.90 |
89.64 |
|
R1 |
91.31 |
91.31 |
89.17 |
92.61 |
PP |
88.85 |
88.85 |
88.85 |
89.50 |
S1 |
86.26 |
86.26 |
88.25 |
87.56 |
S2 |
83.80 |
83.80 |
87.78 |
|
S3 |
78.75 |
81.21 |
87.32 |
|
S4 |
73.70 |
76.16 |
85.93 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.80 |
133.34 |
101.50 |
|
R3 |
127.37 |
117.91 |
97.25 |
|
R2 |
111.94 |
111.94 |
95.84 |
|
R1 |
102.48 |
102.48 |
94.42 |
99.50 |
PP |
96.51 |
96.51 |
96.51 |
95.02 |
S1 |
87.05 |
87.05 |
91.60 |
84.07 |
S2 |
81.08 |
81.08 |
90.18 |
|
S3 |
65.65 |
71.62 |
88.77 |
|
S4 |
50.22 |
56.19 |
84.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.37 |
86.40 |
15.97 |
18.0% |
5.72 |
6.4% |
14% |
False |
True |
124,634 |
10 |
108.44 |
86.40 |
22.04 |
24.8% |
6.33 |
7.1% |
10% |
False |
True |
116,880 |
20 |
109.74 |
86.40 |
23.34 |
26.3% |
5.78 |
6.5% |
10% |
False |
True |
110,400 |
40 |
122.87 |
86.40 |
36.47 |
41.1% |
5.27 |
5.9% |
6% |
False |
True |
79,134 |
60 |
148.03 |
86.40 |
61.63 |
69.5% |
5.15 |
5.8% |
4% |
False |
True |
68,384 |
80 |
148.60 |
86.40 |
62.20 |
70.1% |
4.91 |
5.5% |
4% |
False |
True |
59,941 |
100 |
148.60 |
86.40 |
62.20 |
70.1% |
4.92 |
5.5% |
4% |
False |
True |
57,125 |
120 |
148.60 |
86.40 |
62.20 |
70.1% |
4.64 |
5.2% |
4% |
False |
True |
52,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.91 |
2.618 |
104.67 |
1.618 |
99.62 |
1.000 |
96.50 |
0.618 |
94.57 |
HIGH |
91.45 |
0.618 |
89.52 |
0.500 |
88.93 |
0.382 |
88.33 |
LOW |
86.40 |
0.618 |
83.28 |
1.000 |
81.35 |
1.618 |
78.23 |
2.618 |
73.18 |
4.250 |
64.94 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
88.93 |
90.77 |
PP |
88.85 |
90.08 |
S1 |
88.78 |
89.40 |
|