NYMEX Light Sweet Crude Oil Future April 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 |
87.77 |
87.90 |
0.13 |
0.1% |
101.76 |
| High |
90.14 |
89.48 |
-0.66 |
-0.7% |
102.60 |
| Low |
87.11 |
85.80 |
-1.31 |
-1.5% |
91.70 |
| Close |
88.76 |
88.91 |
0.15 |
0.2% |
93.28 |
| Range |
3.03 |
3.68 |
0.65 |
21.5% |
10.90 |
| ATR |
4.05 |
4.02 |
-0.03 |
-0.6% |
0.00 |
| Volume |
3,007 |
4,607 |
1,600 |
53.2% |
16,699 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.10 |
97.69 |
90.93 |
|
| R3 |
95.42 |
94.01 |
89.92 |
|
| R2 |
91.74 |
91.74 |
89.58 |
|
| R1 |
90.33 |
90.33 |
89.25 |
91.04 |
| PP |
88.06 |
88.06 |
88.06 |
88.42 |
| S1 |
86.65 |
86.65 |
88.57 |
87.36 |
| S2 |
84.38 |
84.38 |
88.24 |
|
| S3 |
80.70 |
82.97 |
87.90 |
|
| S4 |
77.02 |
79.29 |
86.89 |
|
|
| 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 |
99.14 |
85.80 |
13.34 |
15.0% |
3.93 |
4.4% |
23% |
False |
True |
3,551 |
| 10 |
105.85 |
85.80 |
20.05 |
22.6% |
4.02 |
4.5% |
16% |
False |
True |
3,497 |
| 20 |
111.15 |
85.80 |
25.35 |
28.5% |
3.33 |
3.7% |
12% |
False |
True |
3,211 |
| 40 |
123.58 |
85.80 |
37.78 |
42.5% |
2.21 |
2.5% |
8% |
False |
True |
2,397 |
| 60 |
137.35 |
85.80 |
51.55 |
58.0% |
1.58 |
1.8% |
6% |
False |
True |
1,969 |
| 80 |
146.86 |
85.80 |
61.06 |
68.7% |
1.18 |
1.3% |
5% |
False |
True |
1,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.12 |
|
2.618 |
99.11 |
|
1.618 |
95.43 |
|
1.000 |
93.16 |
|
0.618 |
91.75 |
|
HIGH |
89.48 |
|
0.618 |
88.07 |
|
0.500 |
87.64 |
|
0.382 |
87.21 |
|
LOW |
85.80 |
|
0.618 |
83.53 |
|
1.000 |
82.12 |
|
1.618 |
79.85 |
|
2.618 |
76.17 |
|
4.250 |
70.16 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
88.49 |
88.85 |
| PP |
88.06 |
88.79 |
| S1 |
87.64 |
88.73 |
|