NYMEX Light Sweet Crude Oil Future March 2009
Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
80.33 |
75.15 |
-5.18 |
-6.4% |
91.28 |
High |
80.40 |
75.82 |
-4.58 |
-5.7% |
91.35 |
Low |
75.30 |
70.86 |
-4.44 |
-5.9% |
78.75 |
Close |
76.19 |
71.62 |
-4.57 |
-6.0% |
79.27 |
Range |
5.10 |
4.96 |
-0.14 |
-2.7% |
12.60 |
ATR |
5.07 |
5.09 |
0.02 |
0.4% |
0.00 |
Volume |
8,303 |
8,102 |
-201 |
-2.4% |
38,762 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.65 |
84.59 |
74.35 |
|
R3 |
82.69 |
79.63 |
72.98 |
|
R2 |
77.73 |
77.73 |
72.53 |
|
R1 |
74.67 |
74.67 |
72.07 |
73.72 |
PP |
72.77 |
72.77 |
72.77 |
72.29 |
S1 |
69.71 |
69.71 |
71.17 |
68.76 |
S2 |
67.81 |
67.81 |
70.71 |
|
S3 |
62.85 |
64.75 |
70.26 |
|
S4 |
57.89 |
59.79 |
68.89 |
|
|
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 |
86.05 |
70.86 |
15.19 |
21.2% |
5.06 |
7.1% |
5% |
False |
True |
8,168 |
10 |
95.20 |
70.86 |
24.34 |
34.0% |
4.60 |
6.4% |
3% |
False |
True |
8,364 |
20 |
111.00 |
70.86 |
40.14 |
56.0% |
5.15 |
7.2% |
2% |
False |
True |
7,747 |
40 |
123.30 |
70.86 |
52.44 |
73.2% |
4.36 |
6.1% |
1% |
False |
True |
6,072 |
60 |
128.22 |
70.86 |
57.36 |
80.1% |
3.69 |
5.1% |
1% |
False |
True |
4,786 |
80 |
148.35 |
70.86 |
77.49 |
108.2% |
3.24 |
4.5% |
1% |
False |
True |
3,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.90 |
2.618 |
88.81 |
1.618 |
83.85 |
1.000 |
80.78 |
0.618 |
78.89 |
HIGH |
75.82 |
0.618 |
73.93 |
0.500 |
73.34 |
0.382 |
72.75 |
LOW |
70.86 |
0.618 |
67.79 |
1.000 |
65.90 |
1.618 |
62.83 |
2.618 |
57.87 |
4.250 |
49.78 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
73.34 |
78.46 |
PP |
72.77 |
76.18 |
S1 |
72.19 |
73.90 |
|