NYMEX Light Sweet Crude Oil Future July 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 |
98.22 |
101.66 |
3.44 |
3.5% |
110.25 |
| High |
98.22 |
102.25 |
4.03 |
4.1% |
110.25 |
| Low |
98.22 |
101.66 |
3.44 |
3.5% |
105.18 |
| Close |
98.22 |
102.27 |
4.05 |
4.1% |
107.23 |
| Range |
0.00 |
0.59 |
0.59 |
|
5.07 |
| ATR |
3.15 |
3.21 |
0.06 |
2.0% |
0.00 |
| Volume |
1,683 |
2,691 |
1,008 |
59.9% |
4,080 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.83 |
103.64 |
102.59 |
|
| R3 |
103.24 |
103.05 |
102.43 |
|
| R2 |
102.65 |
102.65 |
102.38 |
|
| R1 |
102.46 |
102.46 |
102.32 |
102.56 |
| PP |
102.06 |
102.06 |
102.06 |
102.11 |
| S1 |
101.87 |
101.87 |
102.22 |
101.97 |
| S2 |
101.47 |
101.47 |
102.16 |
|
| S3 |
100.88 |
101.28 |
102.11 |
|
| S4 |
100.29 |
100.69 |
101.95 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.76 |
120.07 |
110.02 |
|
| R3 |
117.69 |
115.00 |
108.62 |
|
| R2 |
112.62 |
112.62 |
108.16 |
|
| R1 |
109.93 |
109.93 |
107.69 |
108.74 |
| PP |
107.55 |
107.55 |
107.55 |
106.96 |
| S1 |
104.86 |
104.86 |
106.77 |
103.67 |
| S2 |
102.48 |
102.48 |
106.30 |
|
| S3 |
97.41 |
99.79 |
105.84 |
|
| S4 |
92.34 |
94.72 |
104.44 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.76 |
|
2.618 |
103.79 |
|
1.618 |
103.20 |
|
1.000 |
102.84 |
|
0.618 |
102.61 |
|
HIGH |
102.25 |
|
0.618 |
102.02 |
|
0.500 |
101.96 |
|
0.382 |
101.89 |
|
LOW |
101.66 |
|
0.618 |
101.30 |
|
1.000 |
101.07 |
|
1.618 |
100.71 |
|
2.618 |
100.12 |
|
4.250 |
99.15 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.17 |
102.73 |
| PP |
102.06 |
102.57 |
| S1 |
101.96 |
102.42 |
|