NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
101.76 |
95.02 |
-6.74 |
-6.6% |
106.70 |
| High |
101.76 |
101.49 |
-0.27 |
-0.3% |
111.15 |
| Low |
97.07 |
95.02 |
-2.05 |
-2.1% |
103.83 |
| Close |
97.32 |
101.40 |
4.08 |
4.2% |
106.66 |
| Range |
4.69 |
6.47 |
1.78 |
38.0% |
7.32 |
| ATR |
3.55 |
3.76 |
0.21 |
5.9% |
0.00 |
| Volume |
2,420 |
2,202 |
-218 |
-9.0% |
21,261 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.71 |
116.53 |
104.96 |
|
| R3 |
112.24 |
110.06 |
103.18 |
|
| R2 |
105.77 |
105.77 |
102.59 |
|
| R1 |
103.59 |
103.59 |
101.99 |
104.68 |
| PP |
99.30 |
99.30 |
99.30 |
99.85 |
| S1 |
97.12 |
97.12 |
100.81 |
98.21 |
| S2 |
92.83 |
92.83 |
100.21 |
|
| S3 |
86.36 |
90.65 |
99.62 |
|
| S4 |
79.89 |
84.18 |
97.84 |
|
|
| 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 |
106.70 |
95.02 |
11.68 |
11.5% |
3.18 |
3.1% |
55% |
False |
True |
3,080 |
| 10 |
111.15 |
92.14 |
19.01 |
18.7% |
3.52 |
3.5% |
49% |
False |
False |
3,386 |
| 20 |
112.27 |
92.14 |
20.13 |
19.9% |
2.30 |
2.3% |
46% |
False |
False |
2,853 |
| 40 |
123.58 |
92.14 |
31.44 |
31.0% |
1.62 |
1.6% |
29% |
False |
False |
1,973 |
| 60 |
146.86 |
92.14 |
54.72 |
54.0% |
1.14 |
1.1% |
17% |
False |
False |
1,684 |
| 80 |
146.86 |
92.14 |
54.72 |
54.0% |
0.86 |
0.8% |
17% |
False |
False |
1,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.99 |
|
2.618 |
118.43 |
|
1.618 |
111.96 |
|
1.000 |
107.96 |
|
0.618 |
105.49 |
|
HIGH |
101.49 |
|
0.618 |
99.02 |
|
0.500 |
98.26 |
|
0.382 |
97.49 |
|
LOW |
95.02 |
|
0.618 |
91.02 |
|
1.000 |
88.55 |
|
1.618 |
84.55 |
|
2.618 |
78.08 |
|
4.250 |
67.52 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
100.35 |
101.08 |
| PP |
99.30 |
100.76 |
| S1 |
98.26 |
100.44 |
|