NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
85.30 |
78.31 |
-6.99 |
-8.2% |
91.79 |
High |
85.30 |
78.31 |
-6.99 |
-8.2% |
91.84 |
Low |
82.31 |
78.31 |
-4.00 |
-4.9% |
81.01 |
Close |
81.94 |
78.09 |
-3.85 |
-4.7% |
81.06 |
Range |
2.99 |
0.00 |
-2.99 |
-100.0% |
10.83 |
ATR |
3.46 |
3.47 |
0.01 |
0.3% |
0.00 |
Volume |
3,436 |
1,772 |
-1,664 |
-48.4% |
7,728 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.24 |
78.16 |
78.09 |
|
R3 |
78.24 |
78.16 |
78.09 |
|
R2 |
78.24 |
78.24 |
78.09 |
|
R1 |
78.16 |
78.16 |
78.09 |
78.20 |
PP |
78.24 |
78.24 |
78.24 |
78.26 |
S1 |
78.16 |
78.16 |
78.09 |
78.20 |
S2 |
78.24 |
78.24 |
78.09 |
|
S3 |
78.24 |
78.16 |
78.09 |
|
S4 |
78.24 |
78.16 |
78.09 |
|
|
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 |
78.31 |
2.618 |
78.31 |
1.618 |
78.31 |
1.000 |
78.31 |
0.618 |
78.31 |
HIGH |
78.31 |
0.618 |
78.31 |
0.500 |
78.31 |
0.382 |
78.31 |
LOW |
78.31 |
0.618 |
78.31 |
1.000 |
78.31 |
1.618 |
78.31 |
2.618 |
78.31 |
4.250 |
78.31 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
78.31 |
81.81 |
PP |
78.24 |
80.57 |
S1 |
78.16 |
79.33 |
|