NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
95.02 |
102.55 |
7.53 |
7.9% |
106.70 |
| High |
101.49 |
102.60 |
1.11 |
1.1% |
111.15 |
| Low |
95.02 |
96.37 |
1.35 |
1.4% |
103.83 |
| Close |
101.40 |
98.68 |
-2.72 |
-2.7% |
106.66 |
| Range |
6.47 |
6.23 |
-0.24 |
-3.7% |
7.32 |
| ATR |
3.76 |
3.94 |
0.18 |
4.7% |
0.00 |
| Volume |
2,202 |
5,205 |
3,003 |
136.4% |
21,261 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.91 |
114.52 |
102.11 |
|
| R3 |
111.68 |
108.29 |
100.39 |
|
| R2 |
105.45 |
105.45 |
99.82 |
|
| R1 |
102.06 |
102.06 |
99.25 |
100.64 |
| PP |
99.22 |
99.22 |
99.22 |
98.51 |
| S1 |
95.83 |
95.83 |
98.11 |
94.41 |
| S2 |
92.99 |
92.99 |
97.54 |
|
| S3 |
86.76 |
89.60 |
96.97 |
|
| S4 |
80.53 |
83.37 |
95.25 |
|
|
| 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 |
105.85 |
95.02 |
10.83 |
11.0% |
4.12 |
4.2% |
34% |
False |
False |
3,444 |
| 10 |
111.15 |
95.02 |
16.13 |
16.3% |
3.68 |
3.7% |
23% |
False |
False |
3,650 |
| 20 |
112.27 |
92.14 |
20.13 |
20.4% |
2.56 |
2.6% |
32% |
False |
False |
2,921 |
| 40 |
123.58 |
92.14 |
31.44 |
31.9% |
1.77 |
1.8% |
21% |
False |
False |
2,078 |
| 60 |
146.86 |
92.14 |
54.72 |
55.5% |
1.25 |
1.3% |
12% |
False |
False |
1,744 |
| 80 |
146.86 |
92.14 |
54.72 |
55.5% |
0.94 |
1.0% |
12% |
False |
False |
1,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.08 |
|
2.618 |
118.91 |
|
1.618 |
112.68 |
|
1.000 |
108.83 |
|
0.618 |
106.45 |
|
HIGH |
102.60 |
|
0.618 |
100.22 |
|
0.500 |
99.49 |
|
0.382 |
98.75 |
|
LOW |
96.37 |
|
0.618 |
92.52 |
|
1.000 |
90.14 |
|
1.618 |
86.29 |
|
2.618 |
80.06 |
|
4.250 |
69.89 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.49 |
98.81 |
| PP |
99.22 |
98.77 |
| S1 |
98.95 |
98.72 |
|