NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
98.73 |
93.85 |
-4.88 |
-4.9% |
106.89 |
| High |
100.37 |
96.03 |
-4.34 |
-4.3% |
106.91 |
| Low |
93.56 |
91.30 |
-2.26 |
-2.4% |
91.30 |
| Close |
93.97 |
93.88 |
-0.09 |
-0.1% |
93.88 |
| Range |
6.81 |
4.73 |
-2.08 |
-30.5% |
15.61 |
| ATR |
6.13 |
6.03 |
-0.10 |
-1.6% |
0.00 |
| Volume |
280,295 |
223,270 |
-57,025 |
-20.3% |
1,173,281 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.93 |
105.63 |
96.48 |
|
| R3 |
103.20 |
100.90 |
95.18 |
|
| R2 |
98.47 |
98.47 |
94.75 |
|
| R1 |
96.17 |
96.17 |
94.31 |
97.32 |
| PP |
93.74 |
93.74 |
93.74 |
94.31 |
| S1 |
91.44 |
91.44 |
93.45 |
92.59 |
| S2 |
89.01 |
89.01 |
93.01 |
|
| S3 |
84.28 |
86.71 |
92.58 |
|
| S4 |
79.55 |
81.98 |
91.28 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.19 |
134.65 |
102.47 |
|
| R3 |
128.58 |
119.04 |
98.17 |
|
| R2 |
112.97 |
112.97 |
96.74 |
|
| R1 |
103.43 |
103.43 |
95.31 |
100.40 |
| PP |
97.36 |
97.36 |
97.36 |
95.85 |
| S1 |
87.82 |
87.82 |
92.45 |
84.79 |
| S2 |
81.75 |
81.75 |
91.02 |
|
| S3 |
66.14 |
72.21 |
89.59 |
|
| S4 |
50.53 |
56.60 |
85.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.91 |
91.30 |
15.61 |
16.6% |
7.88 |
8.4% |
17% |
False |
True |
234,656 |
| 10 |
110.45 |
91.30 |
19.15 |
20.4% |
6.74 |
7.2% |
13% |
False |
True |
259,487 |
| 20 |
110.60 |
90.42 |
20.18 |
21.5% |
5.89 |
6.3% |
17% |
False |
False |
206,937 |
| 40 |
122.43 |
90.42 |
32.01 |
34.1% |
5.28 |
5.6% |
11% |
False |
False |
132,467 |
| 60 |
148.47 |
90.42 |
58.05 |
61.8% |
5.21 |
5.5% |
6% |
False |
False |
96,572 |
| 80 |
148.47 |
90.42 |
58.05 |
61.8% |
4.86 |
5.2% |
6% |
False |
False |
76,078 |
| 100 |
148.47 |
90.42 |
58.05 |
61.8% |
4.74 |
5.1% |
6% |
False |
False |
63,400 |
| 120 |
148.47 |
90.42 |
58.05 |
61.8% |
4.28 |
4.6% |
6% |
False |
False |
53,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.13 |
|
2.618 |
108.41 |
|
1.618 |
103.68 |
|
1.000 |
100.76 |
|
0.618 |
98.95 |
|
HIGH |
96.03 |
|
0.618 |
94.22 |
|
0.500 |
93.67 |
|
0.382 |
93.11 |
|
LOW |
91.30 |
|
0.618 |
88.38 |
|
1.000 |
86.57 |
|
1.618 |
83.65 |
|
2.618 |
78.92 |
|
4.250 |
71.20 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
93.81 |
97.07 |
| PP |
93.74 |
96.01 |
| S1 |
93.67 |
94.94 |
|