NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 13-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
85.66 |
82.12 |
-3.54 |
-4.1% |
91.28 |
High |
85.66 |
83.61 |
-2.05 |
-2.4% |
91.35 |
Low |
78.75 |
81.10 |
2.35 |
3.0% |
78.75 |
Close |
79.27 |
82.80 |
3.53 |
4.5% |
79.27 |
Range |
6.91 |
2.51 |
-4.40 |
-63.7% |
12.60 |
ATR |
5.06 |
5.01 |
-0.05 |
-1.0% |
0.00 |
Volume |
5,128 |
12,305 |
7,177 |
140.0% |
38,762 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.03 |
88.93 |
84.18 |
|
R3 |
87.52 |
86.42 |
83.49 |
|
R2 |
85.01 |
85.01 |
83.26 |
|
R1 |
83.91 |
83.91 |
83.03 |
84.46 |
PP |
82.50 |
82.50 |
82.50 |
82.78 |
S1 |
81.40 |
81.40 |
82.57 |
81.95 |
S2 |
79.99 |
79.99 |
82.34 |
|
S3 |
77.48 |
78.89 |
82.11 |
|
S4 |
74.97 |
76.38 |
81.42 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120.92 |
112.70 |
86.20 |
|
R3 |
108.32 |
100.10 |
82.74 |
|
R2 |
95.72 |
95.72 |
81.58 |
|
R1 |
87.50 |
87.50 |
80.43 |
85.31 |
PP |
83.12 |
83.12 |
83.12 |
82.03 |
S1 |
74.90 |
74.90 |
78.12 |
72.71 |
S2 |
70.52 |
70.52 |
76.96 |
|
S3 |
57.92 |
62.30 |
75.81 |
|
S4 |
45.32 |
49.70 |
72.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.57 |
78.75 |
11.82 |
14.3% |
4.26 |
5.1% |
34% |
False |
False |
8,941 |
10 |
102.30 |
78.75 |
23.55 |
28.4% |
4.86 |
5.9% |
17% |
False |
False |
8,050 |
20 |
111.00 |
78.75 |
32.25 |
38.9% |
5.02 |
6.1% |
13% |
False |
False |
7,574 |
40 |
123.30 |
78.75 |
44.55 |
53.8% |
4.18 |
5.0% |
9% |
False |
False |
5,608 |
60 |
133.67 |
78.75 |
54.92 |
66.3% |
3.52 |
4.3% |
7% |
False |
False |
4,484 |
80 |
148.35 |
78.75 |
69.60 |
84.1% |
3.04 |
3.7% |
6% |
False |
False |
3,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.28 |
2.618 |
90.18 |
1.618 |
87.67 |
1.000 |
86.12 |
0.618 |
85.16 |
HIGH |
83.61 |
0.618 |
82.65 |
0.500 |
82.36 |
0.382 |
82.06 |
LOW |
81.10 |
0.618 |
79.55 |
1.000 |
78.59 |
1.618 |
77.04 |
2.618 |
74.53 |
4.250 |
70.43 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
82.65 |
84.01 |
PP |
82.50 |
83.61 |
S1 |
82.36 |
83.20 |
|