NYMEX Light Sweet Crude Oil Future February 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 |
91.02 |
87.16 |
-3.86 |
-4.2% |
105.65 |
High |
91.28 |
90.30 |
-0.98 |
-1.1% |
105.77 |
Low |
86.51 |
86.17 |
-0.34 |
-0.4% |
90.85 |
Close |
86.64 |
88.45 |
1.81 |
2.1% |
92.88 |
Range |
4.77 |
4.13 |
-0.64 |
-13.4% |
14.92 |
ATR |
5.11 |
5.04 |
-0.07 |
-1.4% |
0.00 |
Volume |
10,814 |
9,572 |
-1,242 |
-11.5% |
50,646 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.70 |
98.70 |
90.72 |
|
R3 |
96.57 |
94.57 |
89.59 |
|
R2 |
92.44 |
92.44 |
89.21 |
|
R1 |
90.44 |
90.44 |
88.83 |
91.44 |
PP |
88.31 |
88.31 |
88.31 |
88.81 |
S1 |
86.31 |
86.31 |
88.07 |
87.31 |
S2 |
84.18 |
84.18 |
87.69 |
|
S3 |
80.05 |
82.18 |
87.31 |
|
S4 |
75.92 |
78.05 |
86.18 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141.26 |
131.99 |
101.09 |
|
R3 |
126.34 |
117.07 |
96.98 |
|
R2 |
111.42 |
111.42 |
95.62 |
|
R1 |
102.15 |
102.15 |
94.25 |
99.33 |
PP |
96.50 |
96.50 |
96.50 |
95.09 |
S1 |
87.23 |
87.23 |
91.51 |
84.41 |
S2 |
81.58 |
81.58 |
90.14 |
|
S3 |
66.66 |
72.31 |
88.78 |
|
S4 |
51.74 |
57.39 |
84.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.12 |
86.17 |
15.95 |
18.0% |
5.21 |
5.9% |
14% |
False |
True |
10,643 |
10 |
108.00 |
86.17 |
21.83 |
24.7% |
5.35 |
6.0% |
10% |
False |
True |
10,609 |
20 |
109.44 |
86.17 |
23.27 |
26.3% |
4.88 |
5.5% |
10% |
False |
True |
9,656 |
40 |
123.65 |
86.17 |
37.48 |
42.4% |
4.32 |
4.9% |
6% |
False |
True |
6,717 |
60 |
145.82 |
86.17 |
59.65 |
67.4% |
3.91 |
4.4% |
4% |
False |
True |
5,423 |
80 |
148.17 |
86.17 |
62.00 |
70.1% |
3.29 |
3.7% |
4% |
False |
True |
4,349 |
100 |
148.17 |
86.17 |
62.00 |
70.1% |
2.84 |
3.2% |
4% |
False |
True |
3,667 |
120 |
148.17 |
86.17 |
62.00 |
70.1% |
2.47 |
2.8% |
4% |
False |
True |
3,143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.85 |
2.618 |
101.11 |
1.618 |
96.98 |
1.000 |
94.43 |
0.618 |
92.85 |
HIGH |
90.30 |
0.618 |
88.72 |
0.500 |
88.24 |
0.382 |
87.75 |
LOW |
86.17 |
0.618 |
83.62 |
1.000 |
82.04 |
1.618 |
79.49 |
2.618 |
75.36 |
4.250 |
68.62 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
88.38 |
90.59 |
PP |
88.31 |
89.87 |
S1 |
88.24 |
89.16 |
|