NYMEX Light Sweet Crude Oil Future December 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 |
98.09 |
93.32 |
-4.77 |
-4.9% |
105.98 |
| High |
99.50 |
95.13 |
-4.37 |
-4.4% |
105.98 |
| Low |
92.87 |
90.55 |
-2.32 |
-2.5% |
90.55 |
| Close |
93.29 |
93.01 |
-0.28 |
-0.3% |
93.01 |
| Range |
6.63 |
4.58 |
-2.05 |
-30.9% |
15.43 |
| ATR |
6.03 |
5.93 |
-0.10 |
-1.7% |
0.00 |
| Volume |
142,302 |
121,157 |
-21,145 |
-14.9% |
551,934 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.64 |
104.40 |
95.53 |
|
| R3 |
102.06 |
99.82 |
94.27 |
|
| R2 |
97.48 |
97.48 |
93.85 |
|
| R1 |
95.24 |
95.24 |
93.43 |
94.07 |
| PP |
92.90 |
92.90 |
92.90 |
92.31 |
| S1 |
90.66 |
90.66 |
92.59 |
89.49 |
| S2 |
88.32 |
88.32 |
92.17 |
|
| S3 |
83.74 |
86.08 |
91.75 |
|
| S4 |
79.16 |
81.50 |
90.49 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.80 |
133.34 |
101.50 |
|
| R3 |
127.37 |
117.91 |
97.25 |
|
| R2 |
111.94 |
111.94 |
95.84 |
|
| R1 |
102.48 |
102.48 |
94.42 |
99.50 |
| PP |
96.51 |
96.51 |
96.51 |
95.02 |
| S1 |
87.05 |
87.05 |
91.60 |
84.07 |
| S2 |
81.08 |
81.08 |
90.18 |
|
| S3 |
65.65 |
71.62 |
88.77 |
|
| S4 |
50.22 |
56.19 |
84.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.98 |
90.55 |
15.43 |
16.6% |
7.94 |
8.5% |
16% |
False |
True |
110,386 |
| 10 |
109.74 |
90.55 |
19.19 |
20.6% |
6.66 |
7.2% |
13% |
False |
True |
119,840 |
| 20 |
110.98 |
90.55 |
20.43 |
22.0% |
5.79 |
6.2% |
12% |
False |
True |
103,569 |
| 40 |
122.87 |
90.55 |
32.32 |
34.7% |
5.22 |
5.6% |
8% |
False |
True |
76,013 |
| 60 |
148.60 |
90.55 |
58.05 |
62.4% |
5.13 |
5.5% |
4% |
False |
True |
65,649 |
| 80 |
148.60 |
90.55 |
58.05 |
62.4% |
4.90 |
5.3% |
4% |
False |
True |
57,806 |
| 100 |
148.60 |
90.55 |
58.05 |
62.4% |
4.91 |
5.3% |
4% |
False |
True |
55,263 |
| 120 |
148.60 |
90.55 |
58.05 |
62.4% |
4.60 |
4.9% |
4% |
False |
True |
50,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.60 |
|
2.618 |
107.12 |
|
1.618 |
102.54 |
|
1.000 |
99.71 |
|
0.618 |
97.96 |
|
HIGH |
95.13 |
|
0.618 |
93.38 |
|
0.500 |
92.84 |
|
0.382 |
92.30 |
|
LOW |
90.55 |
|
0.618 |
87.72 |
|
1.000 |
85.97 |
|
1.618 |
83.14 |
|
2.618 |
78.56 |
|
4.250 |
71.09 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.95 |
96.46 |
| PP |
92.90 |
95.31 |
| S1 |
92.84 |
94.16 |
|