NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 10-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
88.62 |
83.47 |
-5.15 |
-5.8% |
88.37 |
High |
88.98 |
83.47 |
-5.51 |
-6.2% |
90.08 |
Low |
88.62 |
81.57 |
-7.05 |
-8.0% |
81.57 |
Close |
89.02 |
81.46 |
-7.56 |
-8.5% |
81.46 |
Range |
0.36 |
1.90 |
1.54 |
427.8% |
8.51 |
ATR |
2.95 |
3.27 |
0.32 |
10.9% |
0.00 |
Volume |
571 |
425 |
-146 |
-25.6% |
3,576 |
|
Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.87 |
86.56 |
82.51 |
|
R3 |
85.97 |
84.66 |
81.98 |
|
R2 |
84.07 |
84.07 |
81.81 |
|
R1 |
82.76 |
82.76 |
81.63 |
82.47 |
PP |
82.17 |
82.17 |
82.17 |
82.02 |
S1 |
80.86 |
80.86 |
81.29 |
80.57 |
S2 |
80.27 |
80.27 |
81.11 |
|
S3 |
78.37 |
78.96 |
80.94 |
|
S4 |
76.47 |
77.06 |
80.42 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.90 |
104.19 |
86.14 |
|
R3 |
101.39 |
95.68 |
83.80 |
|
R2 |
92.88 |
92.88 |
83.02 |
|
R1 |
87.17 |
87.17 |
82.24 |
85.77 |
PP |
84.37 |
84.37 |
84.37 |
83.67 |
S1 |
78.66 |
78.66 |
80.68 |
77.26 |
S2 |
75.86 |
75.86 |
79.90 |
|
S3 |
67.35 |
70.15 |
79.12 |
|
S4 |
58.84 |
61.64 |
76.78 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.55 |
2.618 |
88.44 |
1.618 |
86.54 |
1.000 |
85.37 |
0.618 |
84.64 |
HIGH |
83.47 |
0.618 |
82.74 |
0.500 |
82.52 |
0.382 |
82.30 |
LOW |
81.57 |
0.618 |
80.40 |
1.000 |
79.67 |
1.618 |
78.50 |
2.618 |
76.60 |
4.250 |
73.50 |
|
|
Fisher Pivots for day following 10-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
82.52 |
85.73 |
PP |
82.17 |
84.30 |
S1 |
81.81 |
82.88 |
|