NYMEX Light Sweet Crude Oil Future August 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 |
99.90 |
95.19 |
-4.71 |
-4.7% |
109.67 |
| High |
99.90 |
95.19 |
-4.71 |
-4.7% |
109.67 |
| Low |
99.90 |
95.19 |
-4.71 |
-4.7% |
105.65 |
| Close |
99.90 |
95.19 |
-4.71 |
-4.7% |
107.41 |
| Range |
|
|
|
|
|
| ATR |
2.98 |
3.10 |
0.12 |
4.2% |
0.00 |
| Volume |
1,106 |
382 |
-724 |
-65.5% |
1,814 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.19 |
95.19 |
95.19 |
|
| R3 |
95.19 |
95.19 |
95.19 |
|
| R2 |
95.19 |
95.19 |
95.19 |
|
| R1 |
95.19 |
95.19 |
95.19 |
95.19 |
| PP |
95.19 |
95.19 |
95.19 |
95.19 |
| S1 |
95.19 |
95.19 |
95.19 |
95.19 |
| S2 |
95.19 |
95.19 |
95.19 |
|
| S3 |
95.19 |
95.19 |
95.19 |
|
| S4 |
95.19 |
95.19 |
95.19 |
|
|
| 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 |
95.19 |
|
2.618 |
95.19 |
|
1.618 |
95.19 |
|
1.000 |
95.19 |
|
0.618 |
95.19 |
|
HIGH |
95.19 |
|
0.618 |
95.19 |
|
0.500 |
95.19 |
|
0.382 |
95.19 |
|
LOW |
95.19 |
|
0.618 |
95.19 |
|
1.000 |
95.19 |
|
1.618 |
95.19 |
|
2.618 |
95.19 |
|
4.250 |
95.19 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
95.19 |
98.86 |
| PP |
95.19 |
97.63 |
| S1 |
95.19 |
96.41 |
|