NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
89.18 |
85.92 |
-3.26 |
-3.7% |
91.42 |
High |
89.50 |
85.92 |
-3.58 |
-4.0% |
91.65 |
Low |
85.53 |
79.63 |
-5.90 |
-6.9% |
79.63 |
Close |
87.78 |
79.77 |
-8.01 |
-9.1% |
79.77 |
Range |
3.97 |
6.29 |
2.32 |
58.4% |
12.02 |
ATR |
4.02 |
4.31 |
0.30 |
7.3% |
0.00 |
Volume |
6,455 |
4,067 |
-2,388 |
-37.0% |
21,409 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.64 |
96.50 |
83.23 |
|
R3 |
94.35 |
90.21 |
81.50 |
|
R2 |
88.06 |
88.06 |
80.92 |
|
R1 |
83.92 |
83.92 |
80.35 |
82.85 |
PP |
81.77 |
81.77 |
81.77 |
81.24 |
S1 |
77.63 |
77.63 |
79.19 |
76.56 |
S2 |
75.48 |
75.48 |
78.62 |
|
S3 |
69.19 |
71.34 |
78.04 |
|
S4 |
62.90 |
65.05 |
76.31 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.74 |
111.78 |
86.38 |
|
R3 |
107.72 |
99.76 |
83.08 |
|
R2 |
95.70 |
95.70 |
81.97 |
|
R1 |
87.74 |
87.74 |
80.87 |
85.71 |
PP |
83.68 |
83.68 |
83.68 |
82.67 |
S1 |
75.72 |
75.72 |
78.67 |
73.69 |
S2 |
71.66 |
71.66 |
77.57 |
|
S3 |
59.64 |
63.70 |
76.46 |
|
S4 |
47.62 |
51.68 |
73.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.65 |
79.63 |
12.02 |
15.1% |
4.30 |
5.4% |
1% |
False |
True |
4,281 |
10 |
102.60 |
79.63 |
22.97 |
28.8% |
4.73 |
5.9% |
1% |
False |
True |
3,810 |
20 |
111.15 |
79.63 |
31.52 |
39.5% |
3.75 |
4.7% |
0% |
False |
True |
3,509 |
40 |
123.58 |
79.63 |
43.95 |
55.1% |
2.41 |
3.0% |
0% |
False |
True |
2,605 |
60 |
133.73 |
79.63 |
54.10 |
67.8% |
1.75 |
2.2% |
0% |
False |
True |
2,118 |
80 |
146.86 |
79.63 |
67.23 |
84.3% |
1.31 |
1.6% |
0% |
False |
True |
1,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.65 |
2.618 |
102.39 |
1.618 |
96.10 |
1.000 |
92.21 |
0.618 |
89.81 |
HIGH |
85.92 |
0.618 |
83.52 |
0.500 |
82.78 |
0.382 |
82.03 |
LOW |
79.63 |
0.618 |
75.74 |
1.000 |
73.34 |
1.618 |
69.45 |
2.618 |
63.16 |
4.250 |
52.90 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
82.78 |
84.57 |
PP |
81.77 |
82.97 |
S1 |
80.77 |
81.37 |
|