NYMEX Light Sweet Crude Oil Future January 2009
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 |
90.51 |
87.05 |
-3.46 |
-3.8% |
105.10 |
High |
91.45 |
90.92 |
-0.53 |
-0.6% |
105.82 |
Low |
86.40 |
85.92 |
-0.48 |
-0.6% |
90.51 |
Close |
86.52 |
88.40 |
1.88 |
2.2% |
92.81 |
Range |
5.05 |
5.00 |
-0.05 |
-1.0% |
15.31 |
ATR |
5.55 |
5.52 |
-0.04 |
-0.7% |
0.00 |
Volume |
29,385 |
32,342 |
2,957 |
10.1% |
148,774 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.41 |
100.91 |
91.15 |
|
R3 |
98.41 |
95.91 |
89.78 |
|
R2 |
93.41 |
93.41 |
89.32 |
|
R1 |
90.91 |
90.91 |
88.86 |
92.16 |
PP |
88.41 |
88.41 |
88.41 |
89.04 |
S1 |
85.91 |
85.91 |
87.94 |
87.16 |
S2 |
83.41 |
83.41 |
87.48 |
|
S3 |
78.41 |
80.91 |
87.03 |
|
S4 |
73.41 |
75.91 |
85.65 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.31 |
132.87 |
101.23 |
|
R3 |
127.00 |
117.56 |
97.02 |
|
R2 |
111.69 |
111.69 |
95.62 |
|
R1 |
102.25 |
102.25 |
94.21 |
99.32 |
PP |
96.38 |
96.38 |
96.38 |
94.91 |
S1 |
86.94 |
86.94 |
91.41 |
84.01 |
S2 |
81.07 |
81.07 |
90.00 |
|
S3 |
65.76 |
71.63 |
88.60 |
|
S4 |
50.45 |
56.32 |
84.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.55 |
85.92 |
16.63 |
18.8% |
5.56 |
6.3% |
15% |
False |
True |
31,260 |
10 |
108.10 |
85.92 |
22.18 |
25.1% |
5.92 |
6.7% |
11% |
False |
True |
32,350 |
20 |
109.36 |
85.92 |
23.44 |
26.5% |
5.40 |
6.1% |
11% |
False |
True |
29,394 |
40 |
123.22 |
85.92 |
37.30 |
42.2% |
4.84 |
5.5% |
7% |
False |
True |
19,319 |
60 |
147.30 |
85.92 |
61.38 |
69.4% |
4.66 |
5.3% |
4% |
False |
True |
15,234 |
80 |
148.35 |
85.92 |
62.43 |
70.6% |
4.16 |
4.7% |
4% |
False |
True |
12,273 |
100 |
148.35 |
85.92 |
62.43 |
70.6% |
3.93 |
4.4% |
4% |
False |
True |
10,359 |
120 |
148.35 |
85.92 |
62.43 |
70.6% |
3.46 |
3.9% |
4% |
False |
True |
8,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.17 |
2.618 |
104.01 |
1.618 |
99.01 |
1.000 |
95.92 |
0.618 |
94.01 |
HIGH |
90.92 |
0.618 |
89.01 |
0.500 |
88.42 |
0.382 |
87.83 |
LOW |
85.92 |
0.618 |
82.83 |
1.000 |
80.92 |
1.618 |
77.83 |
2.618 |
72.83 |
4.250 |
64.67 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
88.42 |
90.41 |
PP |
88.41 |
89.74 |
S1 |
88.41 |
89.07 |
|