NYMEX Light Sweet Crude Oil Future June 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 |
102.35 |
99.12 |
-3.23 |
-3.2% |
104.30 |
| High |
102.84 |
102.10 |
-0.74 |
-0.7% |
109.98 |
| Low |
96.91 |
99.12 |
2.21 |
2.3% |
103.40 |
| Close |
97.93 |
102.00 |
4.07 |
4.2% |
107.05 |
| Range |
5.93 |
2.98 |
-2.95 |
-49.7% |
6.58 |
| ATR |
4.41 |
4.39 |
-0.02 |
-0.4% |
0.00 |
| Volume |
6,264 |
10,220 |
3,956 |
63.2% |
41,826 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.01 |
108.99 |
103.64 |
|
| R3 |
107.03 |
106.01 |
102.82 |
|
| R2 |
104.05 |
104.05 |
102.55 |
|
| R1 |
103.03 |
103.03 |
102.27 |
103.54 |
| PP |
101.07 |
101.07 |
101.07 |
101.33 |
| S1 |
100.05 |
100.05 |
101.73 |
100.56 |
| S2 |
98.09 |
98.09 |
101.45 |
|
| S3 |
95.11 |
97.07 |
101.18 |
|
| S4 |
92.13 |
94.09 |
100.36 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.55 |
123.38 |
110.67 |
|
| R3 |
119.97 |
116.80 |
108.86 |
|
| R2 |
113.39 |
113.39 |
108.26 |
|
| R1 |
110.22 |
110.22 |
107.65 |
111.81 |
| PP |
106.81 |
106.81 |
106.81 |
107.60 |
| S1 |
103.64 |
103.64 |
106.45 |
105.23 |
| S2 |
100.23 |
100.23 |
105.84 |
|
| S3 |
93.65 |
97.06 |
105.24 |
|
| S4 |
87.07 |
90.48 |
103.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.35 |
96.91 |
11.44 |
11.2% |
3.96 |
3.9% |
44% |
False |
False |
8,489 |
| 10 |
109.98 |
92.86 |
17.12 |
16.8% |
4.32 |
4.2% |
53% |
False |
False |
8,974 |
| 20 |
113.10 |
92.50 |
20.60 |
20.2% |
3.56 |
3.5% |
46% |
False |
False |
7,199 |
| 40 |
123.85 |
92.50 |
31.35 |
30.7% |
2.84 |
2.8% |
30% |
False |
False |
5,074 |
| 60 |
147.91 |
92.50 |
55.41 |
54.3% |
2.99 |
2.9% |
17% |
False |
False |
4,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.77 |
|
2.618 |
109.90 |
|
1.618 |
106.92 |
|
1.000 |
105.08 |
|
0.618 |
103.94 |
|
HIGH |
102.10 |
|
0.618 |
100.96 |
|
0.500 |
100.61 |
|
0.382 |
100.26 |
|
LOW |
99.12 |
|
0.618 |
97.28 |
|
1.000 |
96.14 |
|
1.618 |
94.30 |
|
2.618 |
91.32 |
|
4.250 |
86.46 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.54 |
102.00 |
| PP |
101.07 |
102.00 |
| S1 |
100.61 |
102.00 |
|