NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
84.44 |
85.30 |
0.86 |
1.0% |
91.79 |
High |
84.44 |
85.30 |
0.86 |
1.0% |
91.84 |
Low |
84.44 |
82.31 |
-2.13 |
-2.5% |
81.01 |
Close |
84.44 |
81.94 |
-2.50 |
-3.0% |
81.06 |
Range |
0.00 |
2.99 |
2.99 |
|
10.83 |
ATR |
3.50 |
3.46 |
-0.04 |
-1.0% |
0.00 |
Volume |
2,366 |
3,436 |
1,070 |
45.2% |
7,728 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.15 |
90.04 |
83.58 |
|
R3 |
89.16 |
87.05 |
82.76 |
|
R2 |
86.17 |
86.17 |
82.49 |
|
R1 |
84.06 |
84.06 |
82.21 |
83.62 |
PP |
83.18 |
83.18 |
83.18 |
82.97 |
S1 |
81.07 |
81.07 |
81.67 |
80.63 |
S2 |
80.19 |
80.19 |
81.39 |
|
S3 |
77.20 |
78.08 |
81.12 |
|
S4 |
74.21 |
75.09 |
80.30 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.13 |
109.92 |
87.02 |
|
R3 |
106.30 |
99.09 |
84.04 |
|
R2 |
95.47 |
95.47 |
83.05 |
|
R1 |
88.26 |
88.26 |
82.05 |
86.45 |
PP |
84.64 |
84.64 |
84.64 |
83.73 |
S1 |
77.43 |
77.43 |
80.07 |
75.62 |
S2 |
73.81 |
73.81 |
79.07 |
|
S3 |
62.98 |
66.60 |
78.08 |
|
S4 |
52.15 |
55.77 |
75.10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.01 |
2.618 |
93.13 |
1.618 |
90.14 |
1.000 |
88.29 |
0.618 |
87.15 |
HIGH |
85.30 |
0.618 |
84.16 |
0.500 |
83.81 |
0.382 |
83.45 |
LOW |
82.31 |
0.618 |
80.46 |
1.000 |
79.32 |
1.618 |
77.47 |
2.618 |
74.48 |
4.250 |
69.60 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
83.81 |
83.16 |
PP |
83.18 |
82.75 |
S1 |
82.56 |
82.35 |
|