NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.87 |
105.04 |
-0.83 |
-0.8% |
101.70 |
| High |
108.15 |
107.60 |
-0.55 |
-0.5% |
102.86 |
| Low |
104.54 |
103.25 |
-1.29 |
-1.2% |
91.80 |
| Close |
105.01 |
107.32 |
2.31 |
2.2% |
102.85 |
| Range |
3.61 |
4.35 |
0.74 |
20.5% |
11.06 |
| ATR |
4.35 |
4.35 |
0.00 |
0.0% |
0.00 |
| Volume |
8,827 |
6,810 |
-2,017 |
-22.9% |
31,393 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.11 |
117.56 |
109.71 |
|
| R3 |
114.76 |
113.21 |
108.52 |
|
| R2 |
110.41 |
110.41 |
108.12 |
|
| R1 |
108.86 |
108.86 |
107.72 |
109.64 |
| PP |
106.06 |
106.06 |
106.06 |
106.44 |
| S1 |
104.51 |
104.51 |
106.92 |
105.29 |
| S2 |
101.71 |
101.71 |
106.52 |
|
| S3 |
97.36 |
100.16 |
106.12 |
|
| S4 |
93.01 |
95.81 |
104.93 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.35 |
128.66 |
108.93 |
|
| R3 |
121.29 |
117.60 |
105.89 |
|
| R2 |
110.23 |
110.23 |
104.88 |
|
| R1 |
106.54 |
106.54 |
103.86 |
108.39 |
| PP |
99.17 |
99.17 |
99.17 |
100.09 |
| S1 |
95.48 |
95.48 |
101.84 |
97.33 |
| S2 |
88.11 |
88.11 |
100.82 |
|
| S3 |
77.05 |
84.42 |
99.81 |
|
| S4 |
65.99 |
73.36 |
96.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.00 |
97.54 |
13.46 |
12.5% |
5.31 |
4.9% |
73% |
False |
False |
7,685 |
| 10 |
111.00 |
91.80 |
19.20 |
17.9% |
4.82 |
4.5% |
81% |
False |
False |
6,730 |
| 20 |
121.38 |
91.80 |
29.58 |
27.6% |
4.23 |
3.9% |
52% |
False |
False |
5,742 |
| 40 |
128.00 |
91.80 |
36.20 |
33.7% |
3.37 |
3.1% |
43% |
False |
False |
3,948 |
| 60 |
148.35 |
91.80 |
56.55 |
52.7% |
2.99 |
2.8% |
27% |
False |
False |
3,242 |
| 80 |
148.35 |
91.80 |
56.55 |
52.7% |
2.33 |
2.2% |
27% |
False |
False |
2,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.09 |
|
2.618 |
118.99 |
|
1.618 |
114.64 |
|
1.000 |
111.95 |
|
0.618 |
110.29 |
|
HIGH |
107.60 |
|
0.618 |
105.94 |
|
0.500 |
105.43 |
|
0.382 |
104.91 |
|
LOW |
103.25 |
|
0.618 |
100.56 |
|
1.000 |
98.90 |
|
1.618 |
96.21 |
|
2.618 |
91.86 |
|
4.250 |
84.76 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.69 |
106.92 |
| PP |
106.06 |
106.52 |
| S1 |
105.43 |
106.12 |
|