NYMEX Light Sweet Crude Oil Future April 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 |
80.88 |
75.57 |
-5.31 |
-6.6% |
91.42 |
High |
80.94 |
76.35 |
-4.59 |
-5.7% |
91.65 |
Low |
76.80 |
71.33 |
-5.47 |
-7.1% |
79.63 |
Close |
76.67 |
72.10 |
-4.57 |
-6.0% |
79.77 |
Range |
4.14 |
5.02 |
0.88 |
21.3% |
12.02 |
ATR |
4.39 |
4.46 |
0.07 |
1.5% |
0.00 |
Volume |
2,804 |
4,186 |
1,382 |
49.3% |
21,409 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.32 |
85.23 |
74.86 |
|
R3 |
83.30 |
80.21 |
73.48 |
|
R2 |
78.28 |
78.28 |
73.02 |
|
R1 |
75.19 |
75.19 |
72.56 |
74.23 |
PP |
73.26 |
73.26 |
73.26 |
72.78 |
S1 |
70.17 |
70.17 |
71.64 |
69.21 |
S2 |
68.24 |
68.24 |
71.18 |
|
S3 |
63.22 |
65.15 |
70.72 |
|
S4 |
58.20 |
60.13 |
69.34 |
|
|
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 |
86.45 |
71.33 |
15.12 |
21.0% |
4.76 |
6.6% |
5% |
False |
True |
4,259 |
10 |
95.28 |
71.33 |
23.95 |
33.2% |
4.26 |
5.9% |
3% |
False |
True |
4,236 |
20 |
111.15 |
71.33 |
39.82 |
55.2% |
4.07 |
5.6% |
2% |
False |
True |
3,945 |
40 |
123.58 |
71.33 |
52.25 |
72.5% |
2.80 |
3.9% |
1% |
False |
True |
2,940 |
60 |
127.03 |
71.33 |
55.70 |
77.3% |
2.01 |
2.8% |
1% |
False |
True |
2,365 |
80 |
146.86 |
71.33 |
75.53 |
104.8% |
1.53 |
2.1% |
1% |
False |
True |
1,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.69 |
2.618 |
89.49 |
1.618 |
84.47 |
1.000 |
81.37 |
0.618 |
79.45 |
HIGH |
76.35 |
0.618 |
74.43 |
0.500 |
73.84 |
0.382 |
73.25 |
LOW |
71.33 |
0.618 |
68.23 |
1.000 |
66.31 |
1.618 |
63.21 |
2.618 |
58.19 |
4.250 |
50.00 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
73.84 |
78.89 |
PP |
73.26 |
76.63 |
S1 |
72.68 |
74.36 |
|