NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
101.94 |
99.18 |
-2.76 |
-2.7% |
102.88 |
| High |
102.30 |
99.29 |
-3.01 |
-2.9% |
111.00 |
| Low |
96.00 |
93.40 |
-2.60 |
-2.7% |
102.88 |
| Close |
98.41 |
93.65 |
-4.76 |
-4.8% |
106.48 |
| Range |
6.30 |
5.89 |
-0.41 |
-6.5% |
8.12 |
| ATR |
4.87 |
4.95 |
0.07 |
1.5% |
0.00 |
| Volume |
7,441 |
5,920 |
-1,521 |
-20.4% |
39,245 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.12 |
109.27 |
96.89 |
|
| R3 |
107.23 |
103.38 |
95.27 |
|
| R2 |
101.34 |
101.34 |
94.73 |
|
| R1 |
97.49 |
97.49 |
94.19 |
96.47 |
| PP |
95.45 |
95.45 |
95.45 |
94.94 |
| S1 |
91.60 |
91.60 |
93.11 |
90.58 |
| S2 |
89.56 |
89.56 |
92.57 |
|
| S3 |
83.67 |
85.71 |
92.03 |
|
| S4 |
77.78 |
79.82 |
90.41 |
|
|
| 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 |
106.89 |
93.40 |
13.49 |
14.4% |
6.08 |
6.5% |
2% |
False |
True |
6,575 |
| 10 |
111.00 |
93.40 |
17.60 |
18.8% |
5.69 |
6.1% |
1% |
False |
True |
7,130 |
| 20 |
111.00 |
91.80 |
19.20 |
20.5% |
4.82 |
5.2% |
10% |
False |
False |
6,296 |
| 40 |
123.30 |
91.80 |
31.50 |
33.6% |
3.81 |
4.1% |
6% |
False |
False |
4,483 |
| 60 |
148.35 |
91.80 |
56.55 |
60.4% |
3.47 |
3.7% |
3% |
False |
False |
3,666 |
| 80 |
148.35 |
91.80 |
56.55 |
60.4% |
2.69 |
2.9% |
3% |
False |
False |
3,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.32 |
|
2.618 |
114.71 |
|
1.618 |
108.82 |
|
1.000 |
105.18 |
|
0.618 |
102.93 |
|
HIGH |
99.29 |
|
0.618 |
97.04 |
|
0.500 |
96.35 |
|
0.382 |
95.65 |
|
LOW |
93.40 |
|
0.618 |
89.76 |
|
1.000 |
87.51 |
|
1.618 |
83.87 |
|
2.618 |
77.98 |
|
4.250 |
68.37 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.35 |
97.85 |
| PP |
95.45 |
96.45 |
| S1 |
94.55 |
95.05 |
|