NYMEX Light Sweet Crude Oil Future February 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 |
101.63 |
98.86 |
-2.77 |
-2.7% |
102.65 |
| High |
102.12 |
99.55 |
-2.57 |
-2.5% |
109.44 |
| Low |
95.65 |
93.04 |
-2.61 |
-2.7% |
102.65 |
| Close |
98.17 |
93.41 |
-4.76 |
-4.8% |
106.31 |
| Range |
6.47 |
6.51 |
0.04 |
0.6% |
6.79 |
| ATR |
4.97 |
5.08 |
0.11 |
2.2% |
0.00 |
| Volume |
9,453 |
11,486 |
2,033 |
21.5% |
54,614 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.86 |
110.65 |
96.99 |
|
| R3 |
108.35 |
104.14 |
95.20 |
|
| R2 |
101.84 |
101.84 |
94.60 |
|
| R1 |
97.63 |
97.63 |
94.01 |
96.48 |
| PP |
95.33 |
95.33 |
95.33 |
94.76 |
| S1 |
91.12 |
91.12 |
92.81 |
89.97 |
| S2 |
88.82 |
88.82 |
92.22 |
|
| S3 |
82.31 |
84.61 |
91.62 |
|
| S4 |
75.80 |
78.10 |
89.83 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.50 |
123.20 |
110.04 |
|
| R3 |
119.71 |
116.41 |
108.18 |
|
| R2 |
112.92 |
112.92 |
107.55 |
|
| R1 |
109.62 |
109.62 |
106.93 |
111.27 |
| PP |
106.13 |
106.13 |
106.13 |
106.96 |
| S1 |
102.83 |
102.83 |
105.69 |
104.48 |
| S2 |
99.34 |
99.34 |
105.07 |
|
| S3 |
92.55 |
96.04 |
104.44 |
|
| S4 |
85.76 |
89.25 |
102.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.59 |
93.04 |
13.55 |
14.5% |
6.40 |
6.8% |
3% |
False |
True |
9,680 |
| 10 |
109.44 |
93.04 |
16.40 |
17.6% |
5.80 |
6.2% |
2% |
False |
True |
10,362 |
| 20 |
110.60 |
91.70 |
18.90 |
20.2% |
4.67 |
5.0% |
9% |
False |
False |
8,931 |
| 40 |
123.65 |
91.70 |
31.95 |
34.2% |
4.23 |
4.5% |
5% |
False |
False |
6,217 |
| 60 |
148.17 |
91.70 |
56.47 |
60.5% |
3.84 |
4.1% |
3% |
False |
False |
4,990 |
| 80 |
148.17 |
91.70 |
56.47 |
60.5% |
3.14 |
3.4% |
3% |
False |
False |
4,000 |
| 100 |
148.17 |
91.70 |
56.47 |
60.5% |
2.75 |
2.9% |
3% |
False |
False |
3,372 |
| 120 |
148.17 |
91.70 |
56.47 |
60.5% |
2.36 |
2.5% |
3% |
False |
False |
2,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.22 |
|
2.618 |
116.59 |
|
1.618 |
110.08 |
|
1.000 |
106.06 |
|
0.618 |
103.57 |
|
HIGH |
99.55 |
|
0.618 |
97.06 |
|
0.500 |
96.30 |
|
0.382 |
95.53 |
|
LOW |
93.04 |
|
0.618 |
89.02 |
|
1.000 |
86.53 |
|
1.618 |
82.51 |
|
2.618 |
76.00 |
|
4.250 |
65.37 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.30 |
97.61 |
| PP |
95.33 |
96.21 |
| S1 |
94.37 |
94.81 |
|