NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 08-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
87.19 |
87.76 |
0.57 |
0.7% |
106.03 |
High |
90.57 |
89.10 |
-1.47 |
-1.6% |
106.03 |
Low |
86.17 |
85.25 |
-0.92 |
-1.1% |
90.90 |
Close |
88.56 |
88.73 |
0.17 |
0.2% |
93.05 |
Range |
4.40 |
3.85 |
-0.55 |
-12.5% |
15.13 |
ATR |
4.95 |
4.87 |
-0.08 |
-1.6% |
0.00 |
Volume |
7,867 |
8,538 |
671 |
8.5% |
33,294 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.24 |
97.84 |
90.85 |
|
R3 |
95.39 |
93.99 |
89.79 |
|
R2 |
91.54 |
91.54 |
89.44 |
|
R1 |
90.14 |
90.14 |
89.08 |
90.84 |
PP |
87.69 |
87.69 |
87.69 |
88.05 |
S1 |
86.29 |
86.29 |
88.38 |
86.99 |
S2 |
83.84 |
83.84 |
88.02 |
|
S3 |
79.99 |
82.44 |
87.67 |
|
S4 |
76.14 |
78.59 |
86.61 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.05 |
132.68 |
101.37 |
|
R3 |
126.92 |
117.55 |
97.21 |
|
R2 |
111.79 |
111.79 |
95.82 |
|
R1 |
102.42 |
102.42 |
94.44 |
99.54 |
PP |
96.66 |
96.66 |
96.66 |
95.22 |
S1 |
87.29 |
87.29 |
91.66 |
84.41 |
S2 |
81.53 |
81.53 |
90.28 |
|
S3 |
66.40 |
72.16 |
88.89 |
|
S4 |
51.27 |
57.03 |
84.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.29 |
85.25 |
14.04 |
15.8% |
4.59 |
5.2% |
25% |
False |
True |
7,571 |
10 |
107.60 |
85.25 |
22.35 |
25.2% |
5.18 |
5.8% |
16% |
False |
True |
7,162 |
20 |
111.00 |
85.25 |
25.75 |
29.0% |
4.96 |
5.6% |
14% |
False |
True |
6,813 |
40 |
123.30 |
85.25 |
38.05 |
42.9% |
4.06 |
4.6% |
9% |
False |
True |
5,064 |
60 |
140.01 |
85.25 |
54.76 |
61.7% |
3.42 |
3.9% |
6% |
False |
True |
4,108 |
80 |
148.35 |
85.25 |
63.10 |
71.1% |
2.90 |
3.3% |
6% |
False |
True |
3,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.46 |
2.618 |
99.18 |
1.618 |
95.33 |
1.000 |
92.95 |
0.618 |
91.48 |
HIGH |
89.10 |
0.618 |
87.63 |
0.500 |
87.18 |
0.382 |
86.72 |
LOW |
85.25 |
0.618 |
82.87 |
1.000 |
81.40 |
1.618 |
79.02 |
2.618 |
75.17 |
4.250 |
68.89 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
88.21 |
88.59 |
PP |
87.69 |
88.44 |
S1 |
87.18 |
88.30 |
|