NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
106.63 |
106.03 |
-0.60 |
-0.6% |
102.88 |
| High |
106.89 |
106.03 |
-0.86 |
-0.8% |
111.00 |
| Low |
104.14 |
96.86 |
-7.28 |
-7.0% |
102.88 |
| Close |
106.48 |
97.01 |
-9.47 |
-8.9% |
106.48 |
| Range |
2.75 |
9.17 |
6.42 |
233.5% |
8.12 |
| ATR |
4.26 |
4.65 |
0.38 |
9.0% |
0.00 |
| Volume |
8,753 |
3,859 |
-4,894 |
-55.9% |
39,245 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.48 |
121.41 |
102.05 |
|
| R3 |
118.31 |
112.24 |
99.53 |
|
| R2 |
109.14 |
109.14 |
98.69 |
|
| R1 |
103.07 |
103.07 |
97.85 |
101.52 |
| PP |
99.97 |
99.97 |
99.97 |
99.19 |
| S1 |
93.90 |
93.90 |
96.17 |
92.35 |
| S2 |
90.80 |
90.80 |
95.33 |
|
| S3 |
81.63 |
84.73 |
94.49 |
|
| S4 |
72.46 |
75.56 |
91.97 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.15 |
126.93 |
110.95 |
|
| R3 |
123.03 |
118.81 |
108.71 |
|
| R2 |
114.91 |
114.91 |
107.97 |
|
| R1 |
110.69 |
110.69 |
107.22 |
112.80 |
| PP |
106.79 |
106.79 |
106.79 |
107.84 |
| S1 |
102.57 |
102.57 |
105.74 |
104.68 |
| S2 |
98.67 |
98.67 |
104.99 |
|
| S3 |
90.55 |
94.45 |
104.25 |
|
| S4 |
82.43 |
86.33 |
102.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.99 |
96.86 |
12.13 |
12.5% |
5.00 |
5.2% |
1% |
False |
True |
7,375 |
| 10 |
111.00 |
91.80 |
19.20 |
19.8% |
5.18 |
5.3% |
27% |
False |
False |
7,099 |
| 20 |
115.30 |
91.80 |
23.50 |
24.2% |
4.46 |
4.6% |
22% |
False |
False |
5,945 |
| 40 |
125.50 |
91.80 |
33.70 |
34.7% |
3.52 |
3.6% |
15% |
False |
False |
4,158 |
| 60 |
148.35 |
91.80 |
56.55 |
58.3% |
3.19 |
3.3% |
9% |
False |
False |
3,428 |
| 80 |
148.35 |
91.80 |
56.55 |
58.3% |
2.47 |
2.5% |
9% |
False |
False |
2,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.00 |
|
2.618 |
130.04 |
|
1.618 |
120.87 |
|
1.000 |
115.20 |
|
0.618 |
111.70 |
|
HIGH |
106.03 |
|
0.618 |
102.53 |
|
0.500 |
101.45 |
|
0.382 |
100.36 |
|
LOW |
96.86 |
|
0.618 |
91.19 |
|
1.000 |
87.69 |
|
1.618 |
82.02 |
|
2.618 |
72.85 |
|
4.250 |
57.89 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.45 |
102.23 |
| PP |
99.97 |
100.49 |
| S1 |
98.49 |
98.75 |
|