NYMEX Light Sweet Crude Oil Future February 2009
| 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 |
98.86 |
93.22 |
-5.64 |
-5.7% |
105.65 |
| High |
99.55 |
95.00 |
-4.55 |
-4.6% |
105.77 |
| Low |
93.04 |
90.85 |
-2.19 |
-2.4% |
90.85 |
| Close |
93.41 |
92.88 |
-0.53 |
-0.6% |
92.88 |
| Range |
6.51 |
4.15 |
-2.36 |
-36.3% |
14.92 |
| ATR |
5.08 |
5.01 |
-0.07 |
-1.3% |
0.00 |
| Volume |
11,486 |
11,893 |
407 |
3.5% |
50,646 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.36 |
103.27 |
95.16 |
|
| R3 |
101.21 |
99.12 |
94.02 |
|
| R2 |
97.06 |
97.06 |
93.64 |
|
| R1 |
94.97 |
94.97 |
93.26 |
93.94 |
| PP |
92.91 |
92.91 |
92.91 |
92.40 |
| S1 |
90.82 |
90.82 |
92.50 |
89.79 |
| S2 |
88.76 |
88.76 |
92.12 |
|
| S3 |
84.61 |
86.67 |
91.74 |
|
| S4 |
80.46 |
82.52 |
90.60 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.26 |
131.99 |
101.09 |
|
| R3 |
126.34 |
117.07 |
96.98 |
|
| R2 |
111.42 |
111.42 |
95.62 |
|
| R1 |
102.15 |
102.15 |
94.25 |
99.33 |
| PP |
96.50 |
96.50 |
96.50 |
95.09 |
| S1 |
87.23 |
87.23 |
91.51 |
84.41 |
| S2 |
81.58 |
81.58 |
90.14 |
|
| S3 |
66.66 |
72.31 |
88.78 |
|
| S4 |
51.74 |
57.39 |
84.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.77 |
90.85 |
14.92 |
16.1% |
6.70 |
7.2% |
14% |
False |
True |
10,129 |
| 10 |
109.44 |
90.85 |
18.59 |
20.0% |
5.65 |
6.1% |
11% |
False |
True |
10,526 |
| 20 |
110.60 |
90.85 |
19.75 |
21.3% |
4.73 |
5.1% |
10% |
False |
True |
9,246 |
| 40 |
123.65 |
90.85 |
32.80 |
35.3% |
4.27 |
4.6% |
6% |
False |
True |
6,428 |
| 60 |
148.17 |
90.85 |
57.32 |
61.7% |
3.81 |
4.1% |
4% |
False |
True |
5,136 |
| 80 |
148.17 |
90.85 |
57.32 |
61.7% |
3.18 |
3.4% |
4% |
False |
True |
4,116 |
| 100 |
148.17 |
90.85 |
57.32 |
61.7% |
2.78 |
3.0% |
4% |
False |
True |
3,481 |
| 120 |
148.17 |
90.85 |
57.32 |
61.7% |
2.40 |
2.6% |
4% |
False |
True |
2,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.64 |
|
2.618 |
105.86 |
|
1.618 |
101.71 |
|
1.000 |
99.15 |
|
0.618 |
97.56 |
|
HIGH |
95.00 |
|
0.618 |
93.41 |
|
0.500 |
92.93 |
|
0.382 |
92.44 |
|
LOW |
90.85 |
|
0.618 |
88.29 |
|
1.000 |
86.70 |
|
1.618 |
84.14 |
|
2.618 |
79.99 |
|
4.250 |
73.21 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.93 |
96.49 |
| PP |
92.91 |
95.28 |
| S1 |
92.90 |
94.08 |
|