NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
101.83 |
99.06 |
-2.77 |
-2.7% |
102.66 |
| High |
102.55 |
99.06 |
-3.49 |
-3.4% |
109.36 |
| Low |
95.40 |
92.83 |
-2.57 |
-2.7% |
102.61 |
| Close |
98.00 |
93.24 |
-4.76 |
-4.9% |
106.16 |
| Range |
7.15 |
6.23 |
-0.92 |
-12.9% |
6.75 |
| ATR |
5.52 |
5.57 |
0.05 |
0.9% |
0.00 |
| Volume |
27,186 |
32,915 |
5,729 |
21.1% |
184,710 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.73 |
109.72 |
96.67 |
|
| R3 |
107.50 |
103.49 |
94.95 |
|
| R2 |
101.27 |
101.27 |
94.38 |
|
| R1 |
97.26 |
97.26 |
93.81 |
96.15 |
| PP |
95.04 |
95.04 |
95.04 |
94.49 |
| S1 |
91.03 |
91.03 |
92.67 |
89.92 |
| S2 |
88.81 |
88.81 |
92.10 |
|
| S3 |
82.58 |
84.80 |
91.53 |
|
| S4 |
76.35 |
78.57 |
89.81 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.29 |
122.98 |
109.87 |
|
| R3 |
119.54 |
116.23 |
108.02 |
|
| R2 |
112.79 |
112.79 |
107.40 |
|
| R1 |
109.48 |
109.48 |
106.78 |
111.14 |
| PP |
106.04 |
106.04 |
106.04 |
106.87 |
| S1 |
102.73 |
102.73 |
105.54 |
104.39 |
| S2 |
99.29 |
99.29 |
104.92 |
|
| S3 |
92.54 |
95.98 |
104.30 |
|
| S4 |
85.79 |
89.23 |
102.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.05 |
92.83 |
14.22 |
15.3% |
7.18 |
7.7% |
3% |
False |
True |
29,559 |
| 10 |
109.36 |
92.83 |
16.53 |
17.7% |
6.27 |
6.7% |
2% |
False |
True |
32,691 |
| 20 |
111.02 |
91.11 |
19.91 |
21.4% |
5.25 |
5.6% |
11% |
False |
False |
26,335 |
| 40 |
123.22 |
91.11 |
32.11 |
34.4% |
4.73 |
5.1% |
7% |
False |
False |
17,851 |
| 60 |
148.35 |
91.11 |
57.24 |
61.4% |
4.64 |
5.0% |
4% |
False |
False |
13,834 |
| 80 |
148.35 |
91.11 |
57.24 |
61.4% |
4.09 |
4.4% |
4% |
False |
False |
11,174 |
| 100 |
148.35 |
91.11 |
57.24 |
61.4% |
3.83 |
4.1% |
4% |
False |
False |
9,450 |
| 120 |
148.35 |
91.11 |
57.24 |
61.4% |
3.35 |
3.6% |
4% |
False |
False |
8,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.54 |
|
2.618 |
115.37 |
|
1.618 |
109.14 |
|
1.000 |
105.29 |
|
0.618 |
102.91 |
|
HIGH |
99.06 |
|
0.618 |
96.68 |
|
0.500 |
95.95 |
|
0.382 |
95.21 |
|
LOW |
92.83 |
|
0.618 |
88.98 |
|
1.000 |
86.60 |
|
1.618 |
82.75 |
|
2.618 |
76.52 |
|
4.250 |
66.35 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
95.95 |
97.69 |
| PP |
95.04 |
96.21 |
| S1 |
94.14 |
94.72 |
|