NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.85 |
101.76 |
-4.09 |
-3.9% |
106.70 |
| High |
105.85 |
101.76 |
-4.09 |
-3.9% |
111.15 |
| Low |
104.15 |
97.07 |
-7.08 |
-6.8% |
103.83 |
| Close |
106.66 |
97.32 |
-9.34 |
-8.8% |
106.66 |
| Range |
1.70 |
4.69 |
2.99 |
175.9% |
7.32 |
| ATR |
3.09 |
3.55 |
0.46 |
15.0% |
0.00 |
| Volume |
4,626 |
2,420 |
-2,206 |
-47.7% |
21,261 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.79 |
109.74 |
99.90 |
|
| R3 |
108.10 |
105.05 |
98.61 |
|
| R2 |
103.41 |
103.41 |
98.18 |
|
| R1 |
100.36 |
100.36 |
97.75 |
99.54 |
| PP |
98.72 |
98.72 |
98.72 |
98.31 |
| S1 |
95.67 |
95.67 |
96.89 |
94.85 |
| S2 |
94.03 |
94.03 |
96.46 |
|
| S3 |
89.34 |
90.98 |
96.03 |
|
| S4 |
84.65 |
86.29 |
94.74 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.17 |
125.24 |
110.69 |
|
| R3 |
121.85 |
117.92 |
108.67 |
|
| R2 |
114.53 |
114.53 |
108.00 |
|
| R1 |
110.60 |
110.60 |
107.33 |
108.91 |
| PP |
107.21 |
107.21 |
107.21 |
106.37 |
| S1 |
103.28 |
103.28 |
105.99 |
101.59 |
| S2 |
99.89 |
99.89 |
105.32 |
|
| S3 |
92.57 |
95.96 |
104.65 |
|
| S4 |
85.25 |
88.64 |
102.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.00 |
97.07 |
9.93 |
10.2% |
2.52 |
2.6% |
3% |
False |
True |
4,128 |
| 10 |
111.15 |
92.14 |
19.01 |
19.5% |
2.87 |
3.0% |
27% |
False |
False |
3,333 |
| 20 |
112.91 |
92.14 |
20.77 |
21.3% |
2.24 |
2.3% |
25% |
False |
False |
2,852 |
| 40 |
123.58 |
92.14 |
31.44 |
32.3% |
1.46 |
1.5% |
16% |
False |
False |
1,928 |
| 60 |
146.86 |
92.14 |
54.72 |
56.2% |
1.04 |
1.1% |
9% |
False |
False |
1,652 |
| 80 |
146.86 |
92.14 |
54.72 |
56.2% |
0.78 |
0.8% |
9% |
False |
False |
1,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.69 |
|
2.618 |
114.04 |
|
1.618 |
109.35 |
|
1.000 |
106.45 |
|
0.618 |
104.66 |
|
HIGH |
101.76 |
|
0.618 |
99.97 |
|
0.500 |
99.42 |
|
0.382 |
98.86 |
|
LOW |
97.07 |
|
0.618 |
94.17 |
|
1.000 |
92.38 |
|
1.618 |
89.48 |
|
2.618 |
84.79 |
|
4.250 |
77.14 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.42 |
101.46 |
| PP |
98.72 |
100.08 |
| S1 |
98.02 |
98.70 |
|