NYMEX Light Sweet Crude Oil Future May 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 |
100.60 |
99.01 |
-1.59 |
-1.6% |
106.28 |
| High |
100.60 |
99.01 |
-1.59 |
-1.6% |
109.58 |
| Low |
100.60 |
99.01 |
-1.59 |
-1.6% |
105.00 |
| Close |
101.70 |
99.01 |
-2.69 |
-2.6% |
106.85 |
| Range |
|
|
|
|
|
| ATR |
2.93 |
2.91 |
-0.02 |
-0.6% |
0.00 |
| Volume |
1,111 |
2,145 |
1,034 |
93.1% |
12,115 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.01 |
99.01 |
99.01 |
|
| R3 |
99.01 |
99.01 |
99.01 |
|
| R2 |
99.01 |
99.01 |
99.01 |
|
| R1 |
99.01 |
99.01 |
99.01 |
99.01 |
| PP |
99.01 |
99.01 |
99.01 |
99.01 |
| S1 |
99.01 |
99.01 |
99.01 |
99.01 |
| S2 |
99.01 |
99.01 |
99.01 |
|
| S3 |
99.01 |
99.01 |
99.01 |
|
| S4 |
99.01 |
99.01 |
99.01 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.88 |
118.45 |
109.37 |
|
| R3 |
116.30 |
113.87 |
108.11 |
|
| R2 |
111.72 |
111.72 |
107.69 |
|
| R1 |
109.29 |
109.29 |
107.27 |
110.51 |
| PP |
107.14 |
107.14 |
107.14 |
107.75 |
| S1 |
104.71 |
104.71 |
106.43 |
105.93 |
| S2 |
102.56 |
102.56 |
106.01 |
|
| S3 |
97.98 |
100.13 |
105.59 |
|
| S4 |
93.40 |
95.55 |
104.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.65 |
98.80 |
8.85 |
8.9% |
0.66 |
0.7% |
2% |
False |
False |
1,694 |
| 10 |
109.58 |
97.52 |
12.06 |
12.2% |
1.03 |
1.0% |
12% |
False |
False |
2,183 |
| 20 |
111.02 |
92.43 |
18.59 |
18.8% |
0.92 |
0.9% |
35% |
False |
False |
1,877 |
| 40 |
123.71 |
92.43 |
31.28 |
31.6% |
0.62 |
0.6% |
21% |
False |
False |
1,481 |
| 60 |
146.69 |
92.43 |
54.26 |
54.8% |
0.49 |
0.5% |
12% |
False |
False |
1,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.01 |
|
2.618 |
99.01 |
|
1.618 |
99.01 |
|
1.000 |
99.01 |
|
0.618 |
99.01 |
|
HIGH |
99.01 |
|
0.618 |
99.01 |
|
0.500 |
99.01 |
|
0.382 |
99.01 |
|
LOW |
99.01 |
|
0.618 |
99.01 |
|
1.000 |
99.01 |
|
1.618 |
99.01 |
|
2.618 |
99.01 |
|
4.250 |
99.01 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.01 |
100.44 |
| PP |
99.01 |
99.96 |
| S1 |
99.01 |
99.49 |
|