NYMEX Light Sweet Crude Oil Future December 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 |
88.40 |
84.95 |
-3.45 |
-3.9% |
91.72 |
High |
89.28 |
85.03 |
-4.25 |
-4.8% |
91.72 |
Low |
84.22 |
77.28 |
-6.94 |
-8.2% |
77.28 |
Close |
86.62 |
77.99 |
-8.63 |
-10.0% |
77.99 |
Range |
5.06 |
7.75 |
2.69 |
53.2% |
14.44 |
ATR |
5.77 |
6.02 |
0.26 |
4.4% |
0.00 |
Volume |
228,079 |
173,210 |
-54,869 |
-24.1% |
841,837 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.35 |
98.42 |
82.25 |
|
R3 |
95.60 |
90.67 |
80.12 |
|
R2 |
87.85 |
87.85 |
79.41 |
|
R1 |
82.92 |
82.92 |
78.70 |
81.51 |
PP |
80.10 |
80.10 |
80.10 |
79.40 |
S1 |
75.17 |
75.17 |
77.28 |
73.76 |
S2 |
72.35 |
72.35 |
76.57 |
|
S3 |
64.60 |
67.42 |
75.86 |
|
S4 |
56.85 |
59.67 |
73.73 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.65 |
116.26 |
85.93 |
|
R3 |
111.21 |
101.82 |
81.96 |
|
R2 |
96.77 |
96.77 |
80.64 |
|
R1 |
87.38 |
87.38 |
79.31 |
84.86 |
PP |
82.33 |
82.33 |
82.33 |
81.07 |
S1 |
72.94 |
72.94 |
76.67 |
70.42 |
S2 |
67.89 |
67.89 |
75.34 |
|
S3 |
53.45 |
58.50 |
74.02 |
|
S4 |
39.01 |
44.06 |
70.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.72 |
77.28 |
14.44 |
18.5% |
5.57 |
7.1% |
5% |
False |
True |
168,367 |
10 |
105.98 |
77.28 |
28.70 |
36.8% |
6.75 |
8.7% |
2% |
False |
True |
139,377 |
20 |
109.74 |
77.28 |
32.46 |
41.6% |
6.16 |
7.9% |
2% |
False |
True |
128,493 |
40 |
122.87 |
77.28 |
45.59 |
58.5% |
5.41 |
6.9% |
2% |
False |
True |
90,519 |
60 |
134.20 |
77.28 |
56.92 |
73.0% |
5.04 |
6.5% |
1% |
False |
True |
76,407 |
80 |
148.60 |
77.28 |
71.32 |
91.4% |
4.97 |
6.4% |
1% |
False |
True |
66,040 |
100 |
148.60 |
77.28 |
71.32 |
91.4% |
4.98 |
6.4% |
1% |
False |
True |
61,816 |
120 |
148.60 |
77.28 |
71.32 |
91.4% |
4.74 |
6.1% |
1% |
False |
True |
56,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.97 |
2.618 |
105.32 |
1.618 |
97.57 |
1.000 |
92.78 |
0.618 |
89.82 |
HIGH |
85.03 |
0.618 |
82.07 |
0.500 |
81.16 |
0.382 |
80.24 |
LOW |
77.28 |
0.618 |
72.49 |
1.000 |
69.53 |
1.618 |
64.74 |
2.618 |
56.99 |
4.250 |
44.34 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
81.16 |
83.43 |
PP |
80.10 |
81.61 |
S1 |
79.05 |
79.80 |
|