NYMEX Light Sweet Crude Oil Future August 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 |
98.51 |
99.60 |
1.09 |
1.1% |
109.67 |
| High |
98.51 |
102.52 |
4.01 |
4.1% |
109.67 |
| Low |
98.51 |
99.60 |
1.09 |
1.1% |
105.65 |
| Close |
98.51 |
102.54 |
4.03 |
4.1% |
107.41 |
| Range |
0.00 |
2.92 |
2.92 |
|
4.02 |
| ATR |
2.93 |
3.00 |
0.08 |
2.6% |
0.00 |
| Volume |
461 |
344 |
-117 |
-25.4% |
1,814 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.31 |
109.35 |
104.15 |
|
| R3 |
107.39 |
106.43 |
103.34 |
|
| R2 |
104.47 |
104.47 |
103.08 |
|
| R1 |
103.51 |
103.51 |
102.81 |
103.99 |
| PP |
101.55 |
101.55 |
101.55 |
101.80 |
| S1 |
100.59 |
100.59 |
102.27 |
101.07 |
| S2 |
98.63 |
98.63 |
102.00 |
|
| S3 |
95.71 |
97.67 |
101.74 |
|
| S4 |
92.79 |
94.75 |
100.93 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.64 |
117.54 |
109.62 |
|
| R3 |
115.62 |
113.52 |
108.52 |
|
| R2 |
111.60 |
111.60 |
108.15 |
|
| R1 |
109.50 |
109.50 |
107.78 |
108.54 |
| PP |
107.58 |
107.58 |
107.58 |
107.10 |
| S1 |
105.48 |
105.48 |
107.04 |
104.52 |
| S2 |
103.56 |
103.56 |
106.67 |
|
| S3 |
99.54 |
101.46 |
106.30 |
|
| S4 |
95.52 |
97.44 |
105.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.93 |
|
2.618 |
110.16 |
|
1.618 |
107.24 |
|
1.000 |
105.44 |
|
0.618 |
104.32 |
|
HIGH |
102.52 |
|
0.618 |
101.40 |
|
0.500 |
101.06 |
|
0.382 |
100.72 |
|
LOW |
99.60 |
|
0.618 |
97.80 |
|
1.000 |
96.68 |
|
1.618 |
94.88 |
|
2.618 |
91.96 |
|
4.250 |
87.19 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.05 |
102.86 |
| PP |
101.55 |
102.75 |
| S1 |
101.06 |
102.65 |
|