NYMEX Light Sweet Crude Oil Future February 2009
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 |
88.18 |
85.46 |
-2.72 |
-3.1% |
91.02 |
High |
89.32 |
85.46 |
-3.86 |
-4.3% |
91.28 |
Low |
85.00 |
78.50 |
-6.50 |
-7.6% |
78.50 |
Close |
87.19 |
78.79 |
-8.40 |
-9.6% |
78.79 |
Range |
4.32 |
6.96 |
2.64 |
61.1% |
12.78 |
ATR |
4.94 |
5.21 |
0.27 |
5.4% |
0.00 |
Volume |
16,123 |
9,881 |
-6,242 |
-38.7% |
61,488 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.80 |
97.25 |
82.62 |
|
R3 |
94.84 |
90.29 |
80.70 |
|
R2 |
87.88 |
87.88 |
80.07 |
|
R1 |
83.33 |
83.33 |
79.43 |
82.13 |
PP |
80.92 |
80.92 |
80.92 |
80.31 |
S1 |
76.37 |
76.37 |
78.15 |
75.17 |
S2 |
73.96 |
73.96 |
77.51 |
|
S3 |
67.00 |
69.41 |
76.88 |
|
S4 |
60.04 |
62.45 |
74.96 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.20 |
112.77 |
85.82 |
|
R3 |
108.42 |
99.99 |
82.30 |
|
R2 |
95.64 |
95.64 |
81.13 |
|
R1 |
87.21 |
87.21 |
79.96 |
85.04 |
PP |
82.86 |
82.86 |
82.86 |
81.77 |
S1 |
74.43 |
74.43 |
77.62 |
72.26 |
S2 |
70.08 |
70.08 |
76.45 |
|
S3 |
57.30 |
61.65 |
75.28 |
|
S4 |
44.52 |
48.87 |
71.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.28 |
78.50 |
12.78 |
16.2% |
4.90 |
6.2% |
2% |
False |
True |
12,297 |
10 |
105.77 |
78.50 |
27.27 |
34.6% |
5.80 |
7.4% |
1% |
False |
True |
11,213 |
20 |
109.44 |
78.50 |
30.94 |
39.3% |
5.26 |
6.7% |
1% |
False |
True |
10,460 |
40 |
123.65 |
78.50 |
45.15 |
57.3% |
4.46 |
5.7% |
1% |
False |
True |
7,547 |
60 |
133.55 |
78.50 |
55.05 |
69.9% |
3.99 |
5.1% |
1% |
False |
True |
6,004 |
80 |
148.17 |
78.50 |
69.67 |
88.4% |
3.42 |
4.3% |
0% |
False |
True |
4,844 |
100 |
148.17 |
78.50 |
69.67 |
88.4% |
2.93 |
3.7% |
0% |
False |
True |
4,063 |
120 |
148.17 |
78.50 |
69.67 |
88.4% |
2.60 |
3.3% |
0% |
False |
True |
3,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.04 |
2.618 |
103.68 |
1.618 |
96.72 |
1.000 |
92.42 |
0.618 |
89.76 |
HIGH |
85.46 |
0.618 |
82.80 |
0.500 |
81.98 |
0.382 |
81.16 |
LOW |
78.50 |
0.618 |
74.20 |
1.000 |
71.54 |
1.618 |
67.24 |
2.618 |
60.28 |
4.250 |
48.92 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
81.98 |
83.91 |
PP |
80.92 |
82.20 |
S1 |
79.85 |
80.50 |
|