NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
75.57 |
75.05 |
-0.52 |
-0.7% |
82.50 |
High |
76.35 |
75.67 |
-0.68 |
-0.9% |
86.45 |
Low |
71.33 |
72.25 |
0.92 |
1.3% |
71.33 |
Close |
72.10 |
73.86 |
1.76 |
2.4% |
73.86 |
Range |
5.02 |
3.42 |
-1.60 |
-31.9% |
15.12 |
ATR |
4.46 |
4.40 |
-0.06 |
-1.4% |
0.00 |
Volume |
4,186 |
9,292 |
5,106 |
122.0% |
26,520 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.19 |
82.44 |
75.74 |
|
R3 |
80.77 |
79.02 |
74.80 |
|
R2 |
77.35 |
77.35 |
74.49 |
|
R1 |
75.60 |
75.60 |
74.17 |
74.77 |
PP |
73.93 |
73.93 |
73.93 |
73.51 |
S1 |
72.18 |
72.18 |
73.55 |
71.35 |
S2 |
70.51 |
70.51 |
73.23 |
|
S3 |
67.09 |
68.76 |
72.92 |
|
S4 |
63.67 |
65.34 |
71.98 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.57 |
113.34 |
82.18 |
|
R3 |
107.45 |
98.22 |
78.02 |
|
R2 |
92.33 |
92.33 |
76.63 |
|
R1 |
83.10 |
83.10 |
75.25 |
80.16 |
PP |
77.21 |
77.21 |
77.21 |
75.74 |
S1 |
67.98 |
67.98 |
72.47 |
65.04 |
S2 |
62.09 |
62.09 |
71.09 |
|
S3 |
46.97 |
52.86 |
69.70 |
|
S4 |
31.85 |
37.74 |
65.54 |
|
|
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 |
20.5% |
4.18 |
5.7% |
17% |
False |
False |
5,304 |
10 |
91.65 |
71.33 |
20.32 |
27.5% |
4.24 |
5.7% |
12% |
False |
False |
4,792 |
20 |
111.15 |
71.33 |
39.82 |
53.9% |
4.04 |
5.5% |
6% |
False |
False |
4,294 |
40 |
121.19 |
71.33 |
49.86 |
67.5% |
2.88 |
3.9% |
5% |
False |
False |
3,133 |
60 |
126.96 |
71.33 |
55.63 |
75.3% |
2.06 |
2.8% |
5% |
False |
False |
2,492 |
80 |
146.86 |
71.33 |
75.53 |
102.3% |
1.57 |
2.1% |
3% |
False |
False |
2,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.21 |
2.618 |
84.62 |
1.618 |
81.20 |
1.000 |
79.09 |
0.618 |
77.78 |
HIGH |
75.67 |
0.618 |
74.36 |
0.500 |
73.96 |
0.382 |
73.56 |
LOW |
72.25 |
0.618 |
70.14 |
1.000 |
68.83 |
1.618 |
66.72 |
2.618 |
63.30 |
4.250 |
57.72 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
73.96 |
76.14 |
PP |
73.93 |
75.38 |
S1 |
73.89 |
74.62 |
|