NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
106.66 |
102.20 |
-4.46 |
-4.2% |
117.05 |
| High |
106.77 |
104.97 |
-1.80 |
-1.7% |
117.25 |
| Low |
101.74 |
101.36 |
-0.38 |
-0.4% |
105.13 |
| Close |
103.26 |
102.58 |
-0.68 |
-0.7% |
106.23 |
| Range |
5.03 |
3.61 |
-1.42 |
-28.2% |
12.12 |
| ATR |
4.92 |
4.82 |
-0.09 |
-1.9% |
0.00 |
| Volume |
317,923 |
332,463 |
14,540 |
4.6% |
1,117,958 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.80 |
111.80 |
104.57 |
|
| R3 |
110.19 |
108.19 |
103.57 |
|
| R2 |
106.58 |
106.58 |
103.24 |
|
| R1 |
104.58 |
104.58 |
102.91 |
105.58 |
| PP |
102.97 |
102.97 |
102.97 |
103.47 |
| S1 |
100.97 |
100.97 |
102.25 |
101.97 |
| S2 |
99.36 |
99.36 |
101.92 |
|
| S3 |
95.75 |
97.36 |
101.59 |
|
| S4 |
92.14 |
93.75 |
100.59 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.90 |
138.18 |
112.90 |
|
| R3 |
133.78 |
126.06 |
109.56 |
|
| R2 |
121.66 |
121.66 |
108.45 |
|
| R1 |
113.94 |
113.94 |
107.34 |
111.74 |
| PP |
109.54 |
109.54 |
109.54 |
108.44 |
| S1 |
101.82 |
101.82 |
105.12 |
99.62 |
| S2 |
97.42 |
97.42 |
104.01 |
|
| S3 |
85.30 |
89.70 |
102.90 |
|
| S4 |
73.18 |
77.58 |
99.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.60 |
101.36 |
9.24 |
9.0% |
4.18 |
4.1% |
13% |
False |
True |
282,253 |
| 10 |
120.50 |
101.36 |
19.14 |
18.7% |
4.99 |
4.9% |
6% |
False |
True |
286,745 |
| 20 |
122.04 |
101.36 |
20.68 |
20.2% |
4.89 |
4.8% |
6% |
False |
True |
242,877 |
| 40 |
140.20 |
101.36 |
38.84 |
37.9% |
4.82 |
4.7% |
3% |
False |
True |
161,151 |
| 60 |
148.13 |
101.36 |
46.77 |
45.6% |
4.79 |
4.7% |
3% |
False |
True |
116,780 |
| 80 |
148.13 |
101.36 |
46.77 |
45.6% |
4.82 |
4.7% |
3% |
False |
True |
94,191 |
| 100 |
148.13 |
101.36 |
46.77 |
45.6% |
4.47 |
4.4% |
3% |
False |
True |
76,876 |
| 120 |
148.13 |
97.48 |
50.65 |
49.4% |
4.08 |
4.0% |
10% |
False |
False |
64,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.31 |
|
2.618 |
114.42 |
|
1.618 |
110.81 |
|
1.000 |
108.58 |
|
0.618 |
107.20 |
|
HIGH |
104.97 |
|
0.618 |
103.59 |
|
0.500 |
103.17 |
|
0.382 |
102.74 |
|
LOW |
101.36 |
|
0.618 |
99.13 |
|
1.000 |
97.75 |
|
1.618 |
95.52 |
|
2.618 |
91.91 |
|
4.250 |
86.02 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.17 |
105.63 |
| PP |
102.97 |
104.61 |
| S1 |
102.78 |
103.60 |
|