NYMEX Light Sweet Crude Oil Future May 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 |
83.80 |
82.29 |
-1.51 |
-1.8% |
91.49 |
High |
83.80 |
84.01 |
0.21 |
0.3% |
92.08 |
Low |
80.97 |
82.29 |
1.32 |
1.6% |
80.97 |
Close |
80.22 |
83.63 |
3.41 |
4.3% |
80.22 |
Range |
2.83 |
1.72 |
-1.11 |
-39.2% |
11.11 |
ATR |
3.31 |
3.35 |
0.03 |
1.0% |
0.00 |
Volume |
2,159 |
4,928 |
2,769 |
128.3% |
13,741 |
|
Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.47 |
87.77 |
84.58 |
|
R3 |
86.75 |
86.05 |
84.10 |
|
R2 |
85.03 |
85.03 |
83.95 |
|
R1 |
84.33 |
84.33 |
83.79 |
84.68 |
PP |
83.31 |
83.31 |
83.31 |
83.49 |
S1 |
82.61 |
82.61 |
83.47 |
82.96 |
S2 |
81.59 |
81.59 |
83.31 |
|
S3 |
79.87 |
80.89 |
83.16 |
|
S4 |
78.15 |
79.17 |
82.68 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.75 |
110.10 |
86.33 |
|
R3 |
106.64 |
98.99 |
83.28 |
|
R2 |
95.53 |
95.53 |
82.26 |
|
R1 |
87.88 |
87.88 |
81.24 |
86.15 |
PP |
84.42 |
84.42 |
84.42 |
83.56 |
S1 |
76.77 |
76.77 |
79.20 |
75.04 |
S2 |
73.31 |
73.31 |
78.18 |
|
S3 |
62.20 |
65.66 |
77.16 |
|
S4 |
51.09 |
54.55 |
74.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.77 |
80.97 |
9.80 |
11.7% |
2.26 |
2.7% |
27% |
False |
False |
3,256 |
10 |
100.60 |
80.97 |
19.63 |
23.5% |
1.78 |
2.1% |
14% |
False |
False |
2,569 |
20 |
109.58 |
80.97 |
28.61 |
34.2% |
1.63 |
2.0% |
9% |
False |
False |
2,435 |
40 |
123.71 |
80.97 |
42.74 |
51.1% |
0.97 |
1.2% |
6% |
False |
False |
1,905 |
60 |
133.68 |
80.97 |
52.71 |
63.0% |
0.74 |
0.9% |
5% |
False |
False |
1,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.32 |
2.618 |
88.51 |
1.618 |
86.79 |
1.000 |
85.73 |
0.618 |
85.07 |
HIGH |
84.01 |
0.618 |
83.35 |
0.500 |
83.15 |
0.382 |
82.95 |
LOW |
82.29 |
0.618 |
81.23 |
1.000 |
80.57 |
1.618 |
79.51 |
2.618 |
77.79 |
4.250 |
74.98 |
|
|
Fisher Pivots for day following 13-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
83.47 |
85.00 |
PP |
83.31 |
84.54 |
S1 |
83.15 |
84.09 |
|