NYMEX Light Sweet Crude Oil Future May 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 |
99.01 |
94.57 |
-4.44 |
-4.5% |
106.28 |
| High |
99.01 |
95.08 |
-3.93 |
-4.0% |
109.58 |
| Low |
99.01 |
94.57 |
-4.44 |
-4.5% |
105.00 |
| Close |
99.01 |
94.27 |
-4.74 |
-4.8% |
106.85 |
| Range |
0.00 |
0.51 |
0.51 |
|
4.58 |
| ATR |
2.91 |
3.02 |
0.11 |
3.8% |
0.00 |
| Volume |
2,145 |
1,450 |
-695 |
-32.4% |
12,115 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.17 |
95.73 |
94.55 |
|
| R3 |
95.66 |
95.22 |
94.41 |
|
| R2 |
95.15 |
95.15 |
94.36 |
|
| R1 |
94.71 |
94.71 |
94.32 |
94.68 |
| PP |
94.64 |
94.64 |
94.64 |
94.62 |
| S1 |
94.20 |
94.20 |
94.22 |
94.17 |
| S2 |
94.13 |
94.13 |
94.18 |
|
| S3 |
93.62 |
93.69 |
94.13 |
|
| S4 |
93.11 |
93.18 |
93.99 |
|
|
| 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 |
106.85 |
94.57 |
12.28 |
13.0% |
0.76 |
0.8% |
-2% |
False |
True |
1,650 |
| 10 |
109.58 |
94.57 |
15.01 |
15.9% |
1.05 |
1.1% |
-2% |
False |
True |
1,998 |
| 20 |
110.69 |
92.43 |
18.26 |
19.4% |
0.93 |
1.0% |
10% |
False |
False |
1,854 |
| 40 |
123.71 |
92.43 |
31.28 |
33.2% |
0.63 |
0.7% |
6% |
False |
False |
1,495 |
| 60 |
146.69 |
92.43 |
54.26 |
57.6% |
0.50 |
0.5% |
3% |
False |
False |
1,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.25 |
|
2.618 |
96.42 |
|
1.618 |
95.91 |
|
1.000 |
95.59 |
|
0.618 |
95.40 |
|
HIGH |
95.08 |
|
0.618 |
94.89 |
|
0.500 |
94.83 |
|
0.382 |
94.76 |
|
LOW |
94.57 |
|
0.618 |
94.25 |
|
1.000 |
94.06 |
|
1.618 |
93.74 |
|
2.618 |
93.23 |
|
4.250 |
92.40 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
94.83 |
97.59 |
| PP |
94.64 |
96.48 |
| S1 |
94.46 |
95.38 |
|