NYMEX Light Sweet Crude Oil Future April 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 |
85.92 |
82.50 |
-3.42 |
-4.0% |
91.42 |
High |
85.92 |
84.00 |
-1.92 |
-2.2% |
91.65 |
Low |
79.63 |
81.48 |
1.85 |
2.3% |
79.63 |
Close |
79.77 |
83.21 |
3.44 |
4.3% |
79.77 |
Range |
6.29 |
2.52 |
-3.77 |
-59.9% |
12.02 |
ATR |
4.31 |
4.31 |
-0.01 |
-0.1% |
0.00 |
Volume |
4,067 |
6,715 |
2,648 |
65.1% |
21,409 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.46 |
89.35 |
84.60 |
|
R3 |
87.94 |
86.83 |
83.90 |
|
R2 |
85.42 |
85.42 |
83.67 |
|
R1 |
84.31 |
84.31 |
83.44 |
84.87 |
PP |
82.90 |
82.90 |
82.90 |
83.17 |
S1 |
81.79 |
81.79 |
82.98 |
82.35 |
S2 |
80.38 |
80.38 |
82.75 |
|
S3 |
77.86 |
79.27 |
82.52 |
|
S4 |
75.34 |
76.75 |
81.82 |
|
|
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 |
90.14 |
79.63 |
10.51 |
12.6% |
3.90 |
4.7% |
34% |
False |
False |
4,970 |
10 |
102.60 |
79.63 |
22.97 |
27.6% |
4.51 |
5.4% |
16% |
False |
False |
4,240 |
20 |
111.15 |
79.63 |
31.52 |
37.9% |
3.69 |
4.4% |
11% |
False |
False |
3,786 |
40 |
123.58 |
79.63 |
43.95 |
52.8% |
2.46 |
3.0% |
8% |
False |
False |
2,747 |
60 |
133.73 |
79.63 |
54.10 |
65.0% |
1.79 |
2.1% |
7% |
False |
False |
2,222 |
80 |
146.86 |
79.63 |
67.23 |
80.8% |
1.34 |
1.6% |
5% |
False |
False |
1,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.71 |
2.618 |
90.60 |
1.618 |
88.08 |
1.000 |
86.52 |
0.618 |
85.56 |
HIGH |
84.00 |
0.618 |
83.04 |
0.500 |
82.74 |
0.382 |
82.44 |
LOW |
81.48 |
0.618 |
79.92 |
1.000 |
78.96 |
1.618 |
77.40 |
2.618 |
74.88 |
4.250 |
70.77 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
83.05 |
84.57 |
PP |
82.90 |
84.11 |
S1 |
82.74 |
83.66 |
|