NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
101.15 |
99.35 |
-1.80 |
-1.8% |
107.75 |
| High |
102.89 |
101.19 |
-1.70 |
-1.7% |
109.89 |
| Low |
99.99 |
94.00 |
-5.99 |
-6.0% |
99.99 |
| Close |
101.18 |
95.71 |
-5.47 |
-5.4% |
101.18 |
| Range |
2.90 |
7.19 |
4.29 |
147.9% |
9.90 |
| ATR |
4.62 |
4.81 |
0.18 |
4.0% |
0.00 |
| Volume |
311,505 |
273,124 |
-38,381 |
-12.3% |
1,542,518 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.54 |
114.31 |
99.66 |
|
| R3 |
111.35 |
107.12 |
97.69 |
|
| R2 |
104.16 |
104.16 |
97.03 |
|
| R1 |
99.93 |
99.93 |
96.37 |
98.45 |
| PP |
96.97 |
96.97 |
96.97 |
96.23 |
| S1 |
92.74 |
92.74 |
95.05 |
91.26 |
| S2 |
89.78 |
89.78 |
94.39 |
|
| S3 |
82.59 |
85.55 |
93.73 |
|
| S4 |
75.40 |
78.36 |
91.76 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.39 |
127.18 |
106.63 |
|
| R3 |
123.49 |
117.28 |
103.90 |
|
| R2 |
113.59 |
113.59 |
103.00 |
|
| R1 |
107.38 |
107.38 |
102.09 |
105.54 |
| PP |
103.69 |
103.69 |
103.69 |
102.76 |
| S1 |
97.48 |
97.48 |
100.27 |
95.64 |
| S2 |
93.79 |
93.79 |
99.37 |
|
| S3 |
83.89 |
87.58 |
98.46 |
|
| S4 |
73.99 |
77.68 |
95.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.77 |
94.00 |
12.77 |
13.3% |
4.52 |
4.7% |
13% |
False |
True |
313,306 |
| 10 |
117.25 |
94.00 |
23.25 |
24.3% |
4.97 |
5.2% |
7% |
False |
True |
293,360 |
| 20 |
122.04 |
94.00 |
28.04 |
29.3% |
4.95 |
5.2% |
6% |
False |
True |
267,530 |
| 40 |
133.35 |
94.00 |
39.35 |
41.1% |
4.71 |
4.9% |
4% |
False |
True |
180,575 |
| 60 |
148.13 |
94.00 |
54.13 |
56.6% |
4.76 |
5.0% |
3% |
False |
True |
130,860 |
| 80 |
148.13 |
94.00 |
54.13 |
56.6% |
4.82 |
5.0% |
3% |
False |
True |
104,894 |
| 100 |
148.13 |
94.00 |
54.13 |
56.6% |
4.54 |
4.7% |
3% |
False |
True |
85,909 |
| 120 |
148.13 |
94.00 |
54.13 |
56.6% |
4.15 |
4.3% |
3% |
False |
True |
72,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.75 |
|
2.618 |
120.01 |
|
1.618 |
112.82 |
|
1.000 |
108.38 |
|
0.618 |
105.63 |
|
HIGH |
101.19 |
|
0.618 |
98.44 |
|
0.500 |
97.60 |
|
0.382 |
96.75 |
|
LOW |
94.00 |
|
0.618 |
89.56 |
|
1.000 |
86.81 |
|
1.618 |
82.37 |
|
2.618 |
75.18 |
|
4.250 |
63.44 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.60 |
98.98 |
| PP |
96.97 |
97.89 |
| S1 |
96.34 |
96.80 |
|