NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
79.33 |
73.82 |
-5.51 |
-6.9% |
91.72 |
High |
79.54 |
74.83 |
-4.71 |
-5.9% |
91.72 |
Low |
73.91 |
68.92 |
-4.99 |
-6.8% |
77.28 |
Close |
74.88 |
70.26 |
-4.62 |
-6.2% |
77.99 |
Range |
5.63 |
5.91 |
0.28 |
5.0% |
14.44 |
ATR |
5.96 |
5.96 |
0.00 |
0.0% |
0.00 |
Volume |
169,686 |
154,570 |
-15,116 |
-8.9% |
841,837 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.07 |
85.57 |
73.51 |
|
R3 |
83.16 |
79.66 |
71.89 |
|
R2 |
77.25 |
77.25 |
71.34 |
|
R1 |
73.75 |
73.75 |
70.80 |
72.55 |
PP |
71.34 |
71.34 |
71.34 |
70.73 |
S1 |
67.84 |
67.84 |
69.72 |
66.64 |
S2 |
65.43 |
65.43 |
69.18 |
|
S3 |
59.52 |
61.93 |
68.63 |
|
S4 |
53.61 |
56.02 |
67.01 |
|
|
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 |
85.28 |
68.92 |
16.36 |
23.3% |
6.15 |
8.8% |
8% |
False |
True |
178,929 |
10 |
95.13 |
68.92 |
26.21 |
37.3% |
5.54 |
7.9% |
5% |
False |
True |
168,443 |
20 |
109.74 |
68.92 |
40.82 |
58.1% |
6.17 |
8.8% |
3% |
False |
True |
143,576 |
40 |
122.87 |
68.92 |
53.95 |
76.8% |
5.60 |
8.0% |
2% |
False |
True |
105,065 |
60 |
129.58 |
68.92 |
60.66 |
86.3% |
5.12 |
7.3% |
2% |
False |
True |
85,937 |
80 |
148.60 |
68.92 |
79.68 |
113.4% |
5.05 |
7.2% |
2% |
False |
True |
73,742 |
100 |
148.60 |
68.92 |
79.68 |
113.4% |
5.02 |
7.1% |
2% |
False |
True |
66,684 |
120 |
148.60 |
68.92 |
79.68 |
113.4% |
4.82 |
6.9% |
2% |
False |
True |
61,816 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.95 |
2.618 |
90.30 |
1.618 |
84.39 |
1.000 |
80.74 |
0.618 |
78.48 |
HIGH |
74.83 |
0.618 |
72.57 |
0.500 |
71.88 |
0.382 |
71.18 |
LOW |
68.92 |
0.618 |
65.27 |
1.000 |
63.01 |
1.618 |
59.36 |
2.618 |
53.45 |
4.250 |
43.80 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
71.88 |
77.10 |
PP |
71.34 |
74.82 |
S1 |
70.80 |
72.54 |
|