NYMEX Light Sweet Crude Oil Future May 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 |
106.85 |
102.08 |
-4.77 |
-4.5% |
106.28 |
| High |
106.85 |
102.08 |
-4.77 |
-4.5% |
109.58 |
| Low |
106.85 |
98.80 |
-8.05 |
-7.5% |
105.00 |
| Close |
106.85 |
97.63 |
-9.22 |
-8.6% |
106.85 |
| Range |
0.00 |
3.28 |
3.28 |
|
4.58 |
| ATR |
2.53 |
2.92 |
0.39 |
15.6% |
0.00 |
| Volume |
2,503 |
1,041 |
-1,462 |
-58.4% |
12,115 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.34 |
106.77 |
99.43 |
|
| R3 |
106.06 |
103.49 |
98.53 |
|
| R2 |
102.78 |
102.78 |
98.23 |
|
| R1 |
100.21 |
100.21 |
97.93 |
99.86 |
| PP |
99.50 |
99.50 |
99.50 |
99.33 |
| S1 |
96.93 |
96.93 |
97.33 |
96.58 |
| S2 |
96.22 |
96.22 |
97.03 |
|
| S3 |
92.94 |
93.65 |
96.73 |
|
| S4 |
89.66 |
90.37 |
95.83 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.88 |
118.45 |
109.37 |
|
| R3 |
116.30 |
113.87 |
108.11 |
|
| R2 |
111.72 |
111.72 |
107.69 |
|
| R1 |
109.29 |
109.29 |
107.27 |
110.51 |
| PP |
107.14 |
107.14 |
107.14 |
107.75 |
| S1 |
104.71 |
104.71 |
106.43 |
105.93 |
| S2 |
102.56 |
102.56 |
106.01 |
|
| S3 |
97.98 |
100.13 |
105.59 |
|
| S4 |
93.40 |
95.55 |
104.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.58 |
98.80 |
10.78 |
11.0% |
2.00 |
2.1% |
-11% |
False |
True |
2,191 |
| 10 |
109.58 |
92.43 |
17.15 |
17.6% |
1.49 |
1.5% |
30% |
False |
False |
2,301 |
| 20 |
112.52 |
92.43 |
20.09 |
20.6% |
1.03 |
1.1% |
26% |
False |
False |
2,012 |
| 40 |
123.71 |
92.43 |
31.28 |
32.0% |
0.62 |
0.6% |
17% |
False |
False |
1,435 |
| 60 |
146.69 |
92.43 |
54.26 |
55.6% |
0.50 |
0.5% |
10% |
False |
False |
1,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.02 |
|
2.618 |
110.67 |
|
1.618 |
107.39 |
|
1.000 |
105.36 |
|
0.618 |
104.11 |
|
HIGH |
102.08 |
|
0.618 |
100.83 |
|
0.500 |
100.44 |
|
0.382 |
100.05 |
|
LOW |
98.80 |
|
0.618 |
96.77 |
|
1.000 |
95.52 |
|
1.618 |
93.49 |
|
2.618 |
90.21 |
|
4.250 |
84.86 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.44 |
103.23 |
| PP |
99.50 |
101.36 |
| S1 |
98.57 |
99.50 |
|