NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
106.03 |
96.98 |
-9.05 |
-8.5% |
102.88 |
| High |
106.03 |
101.13 |
-4.90 |
-4.6% |
111.00 |
| Low |
96.86 |
94.84 |
-2.02 |
-2.1% |
102.88 |
| Close |
97.01 |
101.10 |
4.09 |
4.2% |
106.48 |
| Range |
9.17 |
6.29 |
-2.88 |
-31.4% |
8.12 |
| ATR |
4.65 |
4.76 |
0.12 |
2.5% |
0.00 |
| Volume |
3,859 |
6,903 |
3,044 |
78.9% |
39,245 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.89 |
115.79 |
104.56 |
|
| R3 |
111.60 |
109.50 |
102.83 |
|
| R2 |
105.31 |
105.31 |
102.25 |
|
| R1 |
103.21 |
103.21 |
101.68 |
104.26 |
| PP |
99.02 |
99.02 |
99.02 |
99.55 |
| S1 |
96.92 |
96.92 |
100.52 |
97.97 |
| S2 |
92.73 |
92.73 |
99.95 |
|
| S3 |
86.44 |
90.63 |
99.37 |
|
| S4 |
80.15 |
84.34 |
97.64 |
|
|
| 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 |
108.15 |
94.84 |
13.31 |
13.2% |
5.23 |
5.2% |
47% |
False |
True |
7,030 |
| 10 |
111.00 |
91.94 |
19.06 |
18.9% |
5.48 |
5.4% |
48% |
False |
False |
7,215 |
| 20 |
112.40 |
91.80 |
20.60 |
20.4% |
4.45 |
4.4% |
45% |
False |
False |
6,202 |
| 40 |
123.30 |
91.80 |
31.50 |
31.2% |
3.58 |
3.5% |
30% |
False |
False |
4,263 |
| 60 |
148.35 |
91.80 |
56.55 |
55.9% |
3.29 |
3.3% |
16% |
False |
False |
3,526 |
| 80 |
148.35 |
91.80 |
56.55 |
55.9% |
2.55 |
2.5% |
16% |
False |
False |
2,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.86 |
|
2.618 |
117.60 |
|
1.618 |
111.31 |
|
1.000 |
107.42 |
|
0.618 |
105.02 |
|
HIGH |
101.13 |
|
0.618 |
98.73 |
|
0.500 |
97.99 |
|
0.382 |
97.24 |
|
LOW |
94.84 |
|
0.618 |
90.95 |
|
1.000 |
88.55 |
|
1.618 |
84.66 |
|
2.618 |
78.37 |
|
4.250 |
68.11 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.06 |
101.02 |
| PP |
99.02 |
100.94 |
| S1 |
97.99 |
100.87 |
|