NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
69.00 |
69.85 |
0.85 |
1.2% |
76.20 |
| High |
71.83 |
69.85 |
-1.98 |
-2.8% |
78.60 |
| Low |
69.00 |
66.00 |
-3.00 |
-4.3% |
66.00 |
| Close |
70.69 |
67.07 |
-3.62 |
-5.1% |
67.07 |
| Range |
2.83 |
3.85 |
1.02 |
36.0% |
12.60 |
| ATR |
4.55 |
4.56 |
0.01 |
0.2% |
0.00 |
| Volume |
15,775 |
12,938 |
-2,837 |
-18.0% |
62,260 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.19 |
76.98 |
69.19 |
|
| R3 |
75.34 |
73.13 |
68.13 |
|
| R2 |
71.49 |
71.49 |
67.78 |
|
| R1 |
69.28 |
69.28 |
67.42 |
68.46 |
| PP |
67.64 |
67.64 |
67.64 |
67.23 |
| S1 |
65.43 |
65.43 |
66.72 |
64.61 |
| S2 |
63.79 |
63.79 |
66.36 |
|
| S3 |
59.94 |
61.58 |
66.01 |
|
| S4 |
56.09 |
57.73 |
64.95 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.36 |
100.31 |
74.00 |
|
| R3 |
95.76 |
87.71 |
70.54 |
|
| R2 |
83.16 |
83.16 |
69.38 |
|
| R1 |
75.11 |
75.11 |
68.23 |
72.84 |
| PP |
70.56 |
70.56 |
70.56 |
69.42 |
| S1 |
62.51 |
62.51 |
65.92 |
60.24 |
| S2 |
57.96 |
57.96 |
64.76 |
|
| S3 |
45.36 |
49.91 |
63.61 |
|
| S4 |
32.76 |
37.31 |
60.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.60 |
66.00 |
12.60 |
18.8% |
3.78 |
5.6% |
8% |
False |
True |
12,452 |
| 10 |
87.13 |
66.00 |
21.13 |
31.5% |
3.81 |
5.7% |
5% |
False |
True |
13,609 |
| 20 |
102.84 |
66.00 |
36.84 |
54.9% |
3.94 |
5.9% |
3% |
False |
True |
10,941 |
| 40 |
120.15 |
66.00 |
54.15 |
80.7% |
3.70 |
5.5% |
2% |
False |
True |
8,797 |
| 60 |
129.18 |
66.00 |
63.18 |
94.2% |
3.23 |
4.8% |
2% |
False |
True |
6,838 |
| 80 |
147.91 |
66.00 |
81.91 |
122.1% |
3.17 |
4.7% |
1% |
False |
True |
6,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.21 |
|
2.618 |
79.93 |
|
1.618 |
76.08 |
|
1.000 |
73.70 |
|
0.618 |
72.23 |
|
HIGH |
69.85 |
|
0.618 |
68.38 |
|
0.500 |
67.93 |
|
0.382 |
67.47 |
|
LOW |
66.00 |
|
0.618 |
63.62 |
|
1.000 |
62.15 |
|
1.618 |
59.77 |
|
2.618 |
55.92 |
|
4.250 |
49.64 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
67.93 |
69.85 |
| PP |
67.64 |
68.92 |
| S1 |
67.36 |
68.00 |
|