NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
96.98 |
101.94 |
4.96 |
5.1% |
102.88 |
| High |
101.13 |
102.30 |
1.17 |
1.2% |
111.00 |
| Low |
94.84 |
96.00 |
1.16 |
1.2% |
102.88 |
| Close |
101.10 |
98.41 |
-2.69 |
-2.7% |
106.48 |
| Range |
6.29 |
6.30 |
0.01 |
0.2% |
8.12 |
| ATR |
4.76 |
4.87 |
0.11 |
2.3% |
0.00 |
| Volume |
6,903 |
7,441 |
538 |
7.8% |
39,245 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.80 |
114.41 |
101.88 |
|
| R3 |
111.50 |
108.11 |
100.14 |
|
| R2 |
105.20 |
105.20 |
99.57 |
|
| R1 |
101.81 |
101.81 |
98.99 |
100.36 |
| PP |
98.90 |
98.90 |
98.90 |
98.18 |
| S1 |
95.51 |
95.51 |
97.83 |
94.06 |
| S2 |
92.60 |
92.60 |
97.26 |
|
| S3 |
86.30 |
89.21 |
96.68 |
|
| S4 |
80.00 |
82.91 |
94.95 |
|
|
| 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 |
107.60 |
94.84 |
12.76 |
13.0% |
5.77 |
5.9% |
28% |
False |
False |
6,753 |
| 10 |
111.00 |
94.84 |
16.16 |
16.4% |
5.57 |
5.7% |
22% |
False |
False |
7,377 |
| 20 |
112.40 |
91.80 |
20.60 |
20.9% |
4.69 |
4.8% |
32% |
False |
False |
6,214 |
| 40 |
123.30 |
91.80 |
31.50 |
32.0% |
3.70 |
3.8% |
21% |
False |
False |
4,406 |
| 60 |
148.35 |
91.80 |
56.55 |
57.5% |
3.39 |
3.4% |
12% |
False |
False |
3,602 |
| 80 |
148.35 |
91.80 |
56.55 |
57.5% |
2.62 |
2.7% |
12% |
False |
False |
2,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.08 |
|
2.618 |
118.79 |
|
1.618 |
112.49 |
|
1.000 |
108.60 |
|
0.618 |
106.19 |
|
HIGH |
102.30 |
|
0.618 |
99.89 |
|
0.500 |
99.15 |
|
0.382 |
98.41 |
|
LOW |
96.00 |
|
0.618 |
92.11 |
|
1.000 |
89.70 |
|
1.618 |
85.81 |
|
2.618 |
79.51 |
|
4.250 |
69.23 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.15 |
100.44 |
| PP |
98.90 |
99.76 |
| S1 |
98.66 |
99.09 |
|