NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
69.85 |
67.10 |
-2.75 |
-3.9% |
76.20 |
| High |
69.85 |
68.16 |
-1.69 |
-2.4% |
78.60 |
| Low |
66.00 |
65.00 |
-1.00 |
-1.5% |
66.00 |
| Close |
67.07 |
66.32 |
-0.75 |
-1.1% |
67.07 |
| Range |
3.85 |
3.16 |
-0.69 |
-17.9% |
12.60 |
| ATR |
4.56 |
4.46 |
-0.10 |
-2.2% |
0.00 |
| Volume |
12,938 |
25,805 |
12,867 |
99.5% |
62,260 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.97 |
74.31 |
68.06 |
|
| R3 |
72.81 |
71.15 |
67.19 |
|
| R2 |
69.65 |
69.65 |
66.90 |
|
| R1 |
67.99 |
67.99 |
66.61 |
67.24 |
| PP |
66.49 |
66.49 |
66.49 |
66.12 |
| S1 |
64.83 |
64.83 |
66.03 |
64.08 |
| S2 |
63.33 |
63.33 |
65.74 |
|
| S3 |
60.17 |
61.67 |
65.45 |
|
| S4 |
57.01 |
58.51 |
64.58 |
|
|
| 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 |
77.65 |
65.00 |
12.65 |
19.1% |
3.60 |
5.4% |
10% |
False |
True |
15,695 |
| 10 |
87.13 |
65.00 |
22.13 |
33.4% |
3.87 |
5.8% |
6% |
False |
True |
14,687 |
| 20 |
102.10 |
65.00 |
37.10 |
55.9% |
3.80 |
5.7% |
4% |
False |
True |
11,918 |
| 40 |
114.10 |
65.00 |
49.10 |
74.0% |
3.70 |
5.6% |
3% |
False |
True |
9,368 |
| 60 |
126.50 |
65.00 |
61.50 |
92.7% |
3.20 |
4.8% |
2% |
False |
True |
7,243 |
| 80 |
147.91 |
65.00 |
82.91 |
125.0% |
3.19 |
4.8% |
2% |
False |
True |
6,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.59 |
|
2.618 |
76.43 |
|
1.618 |
73.27 |
|
1.000 |
71.32 |
|
0.618 |
70.11 |
|
HIGH |
68.16 |
|
0.618 |
66.95 |
|
0.500 |
66.58 |
|
0.382 |
66.21 |
|
LOW |
65.00 |
|
0.618 |
63.05 |
|
1.000 |
61.84 |
|
1.618 |
59.89 |
|
2.618 |
56.73 |
|
4.250 |
51.57 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
66.58 |
68.42 |
| PP |
66.49 |
67.72 |
| S1 |
66.41 |
67.02 |
|