NYMEX Light Sweet Crude Oil Future April 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 |
102.55 |
99.14 |
-3.41 |
-3.3% |
106.70 |
| High |
102.60 |
99.14 |
-3.46 |
-3.4% |
111.15 |
| Low |
96.37 |
94.31 |
-2.06 |
-2.1% |
103.83 |
| Close |
98.68 |
93.93 |
-4.75 |
-4.8% |
106.66 |
| Range |
6.23 |
4.83 |
-1.40 |
-22.5% |
7.32 |
| ATR |
3.94 |
4.00 |
0.06 |
1.6% |
0.00 |
| Volume |
5,205 |
3,143 |
-2,062 |
-39.6% |
21,261 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.28 |
106.94 |
96.59 |
|
| R3 |
105.45 |
102.11 |
95.26 |
|
| R2 |
100.62 |
100.62 |
94.82 |
|
| R1 |
97.28 |
97.28 |
94.37 |
96.54 |
| PP |
95.79 |
95.79 |
95.79 |
95.42 |
| S1 |
92.45 |
92.45 |
93.49 |
91.71 |
| S2 |
90.96 |
90.96 |
93.04 |
|
| S3 |
86.13 |
87.62 |
92.60 |
|
| S4 |
81.30 |
82.79 |
91.27 |
|
|
| 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 |
94.31 |
11.54 |
12.3% |
4.78 |
5.1% |
-3% |
False |
True |
3,519 |
| 10 |
111.15 |
94.31 |
16.84 |
17.9% |
3.88 |
4.1% |
-2% |
False |
True |
3,653 |
| 20 |
111.15 |
92.14 |
19.01 |
20.2% |
2.80 |
3.0% |
9% |
False |
False |
2,991 |
| 40 |
123.58 |
92.14 |
31.44 |
33.5% |
1.89 |
2.0% |
6% |
False |
False |
2,124 |
| 60 |
146.86 |
92.14 |
54.72 |
58.3% |
1.33 |
1.4% |
3% |
False |
False |
1,769 |
| 80 |
146.86 |
92.14 |
54.72 |
58.3% |
1.00 |
1.1% |
3% |
False |
False |
1,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.67 |
|
2.618 |
111.78 |
|
1.618 |
106.95 |
|
1.000 |
103.97 |
|
0.618 |
102.12 |
|
HIGH |
99.14 |
|
0.618 |
97.29 |
|
0.500 |
96.73 |
|
0.382 |
96.16 |
|
LOW |
94.31 |
|
0.618 |
91.33 |
|
1.000 |
89.48 |
|
1.618 |
86.50 |
|
2.618 |
81.67 |
|
4.250 |
73.78 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.73 |
98.46 |
| PP |
95.79 |
96.95 |
| S1 |
94.86 |
95.44 |
|