NYMEX Light Sweet Crude Oil Future April 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 |
91.42 |
87.77 |
-3.65 |
-4.0% |
101.76 |
High |
91.65 |
90.14 |
-1.51 |
-1.6% |
102.60 |
Low |
87.14 |
87.11 |
-0.03 |
0.0% |
91.70 |
Close |
87.14 |
88.76 |
1.62 |
1.9% |
93.28 |
Range |
4.51 |
3.03 |
-1.48 |
-32.8% |
10.90 |
ATR |
4.13 |
4.05 |
-0.08 |
-1.9% |
0.00 |
Volume |
3,273 |
3,007 |
-266 |
-8.1% |
16,699 |
|
Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.76 |
96.29 |
90.43 |
|
R3 |
94.73 |
93.26 |
89.59 |
|
R2 |
91.70 |
91.70 |
89.32 |
|
R1 |
90.23 |
90.23 |
89.04 |
90.97 |
PP |
88.67 |
88.67 |
88.67 |
89.04 |
S1 |
87.20 |
87.20 |
88.48 |
87.94 |
S2 |
85.64 |
85.64 |
88.20 |
|
S3 |
82.61 |
84.17 |
87.93 |
|
S4 |
79.58 |
81.14 |
87.09 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128.56 |
121.82 |
99.28 |
|
R3 |
117.66 |
110.92 |
96.28 |
|
R2 |
106.76 |
106.76 |
95.28 |
|
R1 |
100.02 |
100.02 |
94.28 |
97.94 |
PP |
95.86 |
95.86 |
95.86 |
94.82 |
S1 |
89.12 |
89.12 |
92.28 |
87.04 |
S2 |
84.96 |
84.96 |
91.28 |
|
S3 |
74.06 |
78.22 |
90.28 |
|
S4 |
63.16 |
67.32 |
87.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.60 |
87.11 |
15.49 |
17.5% |
4.44 |
5.0% |
11% |
False |
True |
3,671 |
10 |
106.70 |
87.11 |
19.59 |
22.1% |
3.81 |
4.3% |
8% |
False |
True |
3,375 |
20 |
111.15 |
87.11 |
24.04 |
27.1% |
3.25 |
3.7% |
7% |
False |
True |
3,122 |
40 |
123.58 |
87.11 |
36.47 |
41.1% |
2.11 |
2.4% |
5% |
False |
True |
2,300 |
60 |
141.00 |
87.11 |
53.89 |
60.7% |
1.51 |
1.7% |
3% |
False |
True |
1,899 |
80 |
146.86 |
87.11 |
59.75 |
67.3% |
1.14 |
1.3% |
3% |
False |
True |
1,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.02 |
2.618 |
98.07 |
1.618 |
95.04 |
1.000 |
93.17 |
0.618 |
92.01 |
HIGH |
90.14 |
0.618 |
88.98 |
0.500 |
88.63 |
0.382 |
88.27 |
LOW |
87.11 |
0.618 |
85.24 |
1.000 |
84.08 |
1.618 |
82.21 |
2.618 |
79.18 |
4.250 |
74.23 |
|
|
Fisher Pivots for day following 07-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
88.72 |
91.20 |
PP |
88.67 |
90.38 |
S1 |
88.63 |
89.57 |
|