NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
101.66 |
99.62 |
-2.04 |
-2.0% |
110.25 |
| High |
102.25 |
99.62 |
-2.63 |
-2.6% |
110.25 |
| Low |
101.66 |
99.62 |
-2.04 |
-2.0% |
105.18 |
| Close |
102.27 |
99.62 |
-2.65 |
-2.6% |
107.23 |
| Range |
0.59 |
0.00 |
-0.59 |
-100.0% |
5.07 |
| ATR |
3.21 |
3.17 |
-0.04 |
-1.2% |
0.00 |
| Volume |
2,691 |
1,419 |
-1,272 |
-47.3% |
4,080 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.62 |
99.62 |
99.62 |
|
| R3 |
99.62 |
99.62 |
99.62 |
|
| R2 |
99.62 |
99.62 |
99.62 |
|
| R1 |
99.62 |
99.62 |
99.62 |
99.62 |
| PP |
99.62 |
99.62 |
99.62 |
99.62 |
| S1 |
99.62 |
99.62 |
99.62 |
99.62 |
| S2 |
99.62 |
99.62 |
99.62 |
|
| S3 |
99.62 |
99.62 |
99.62 |
|
| S4 |
99.62 |
99.62 |
99.62 |
|
|
| 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 |
99.62 |
|
2.618 |
99.62 |
|
1.618 |
99.62 |
|
1.000 |
99.62 |
|
0.618 |
99.62 |
|
HIGH |
99.62 |
|
0.618 |
99.62 |
|
0.500 |
99.62 |
|
0.382 |
99.62 |
|
LOW |
99.62 |
|
0.618 |
99.62 |
|
1.000 |
99.62 |
|
1.618 |
99.62 |
|
2.618 |
99.62 |
|
4.250 |
99.62 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.62 |
100.24 |
| PP |
99.62 |
100.03 |
| S1 |
99.62 |
99.83 |
|