NYMEX Light Sweet Crude Oil Future May 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 |
89.91 |
89.01 |
-0.90 |
-1.0% |
102.08 |
High |
90.77 |
89.32 |
-1.45 |
-1.6% |
102.08 |
Low |
88.45 |
86.41 |
-2.04 |
-2.3% |
92.92 |
Close |
89.05 |
89.17 |
0.12 |
0.1% |
93.54 |
Range |
2.32 |
2.91 |
0.59 |
25.4% |
9.16 |
ATR |
3.14 |
3.13 |
-0.02 |
-0.5% |
0.00 |
Volume |
2,079 |
3,009 |
930 |
44.7% |
8,065 |
|
Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.03 |
96.01 |
90.77 |
|
R3 |
94.12 |
93.10 |
89.97 |
|
R2 |
91.21 |
91.21 |
89.70 |
|
R1 |
90.19 |
90.19 |
89.44 |
90.70 |
PP |
88.30 |
88.30 |
88.30 |
88.56 |
S1 |
87.28 |
87.28 |
88.90 |
87.79 |
S2 |
85.39 |
85.39 |
88.64 |
|
S3 |
82.48 |
84.37 |
88.37 |
|
S4 |
79.57 |
81.46 |
87.57 |
|
|
Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123.66 |
117.76 |
98.58 |
|
R3 |
114.50 |
108.60 |
96.06 |
|
R2 |
105.34 |
105.34 |
95.22 |
|
R1 |
99.44 |
99.44 |
94.38 |
97.81 |
PP |
96.18 |
96.18 |
96.18 |
95.37 |
S1 |
90.28 |
90.28 |
92.70 |
88.65 |
S2 |
87.02 |
87.02 |
91.86 |
|
S3 |
77.86 |
81.12 |
91.02 |
|
S4 |
68.70 |
71.96 |
88.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.08 |
86.41 |
8.67 |
9.7% |
2.35 |
2.6% |
32% |
False |
True |
2,248 |
10 |
107.65 |
86.41 |
21.24 |
23.8% |
1.50 |
1.7% |
13% |
False |
True |
1,971 |
20 |
109.58 |
86.41 |
23.17 |
26.0% |
1.45 |
1.6% |
12% |
False |
True |
2,046 |
40 |
123.71 |
86.41 |
37.30 |
41.8% |
0.86 |
1.0% |
7% |
False |
True |
1,664 |
60 |
137.24 |
86.41 |
50.83 |
57.0% |
0.69 |
0.8% |
5% |
False |
True |
1,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.69 |
2.618 |
96.94 |
1.618 |
94.03 |
1.000 |
92.23 |
0.618 |
91.12 |
HIGH |
89.32 |
0.618 |
88.21 |
0.500 |
87.87 |
0.382 |
87.52 |
LOW |
86.41 |
0.618 |
84.61 |
1.000 |
83.50 |
1.618 |
81.70 |
2.618 |
78.79 |
4.250 |
74.04 |
|
|
Fisher Pivots for day following 08-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
88.74 |
89.25 |
PP |
88.30 |
89.22 |
S1 |
87.87 |
89.20 |
|