NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
97.10 |
97.95 |
0.85 |
0.9% |
99.35 |
| High |
102.24 |
105.25 |
3.01 |
2.9% |
105.25 |
| Low |
95.73 |
97.39 |
1.66 |
1.7% |
90.51 |
| Close |
97.88 |
104.55 |
6.67 |
6.8% |
104.55 |
| Range |
6.51 |
7.86 |
1.35 |
20.7% |
14.74 |
| ATR |
5.06 |
5.26 |
0.20 |
3.9% |
0.00 |
| Volume |
343,691 |
243,360 |
-100,331 |
-29.2% |
1,522,232 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.98 |
123.12 |
108.87 |
|
| R3 |
118.12 |
115.26 |
106.71 |
|
| R2 |
110.26 |
110.26 |
105.99 |
|
| R1 |
107.40 |
107.40 |
105.27 |
108.83 |
| PP |
102.40 |
102.40 |
102.40 |
103.11 |
| S1 |
99.54 |
99.54 |
103.83 |
100.97 |
| S2 |
94.54 |
94.54 |
103.11 |
|
| S3 |
86.68 |
91.68 |
102.39 |
|
| S4 |
78.82 |
83.82 |
100.23 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.32 |
139.18 |
112.66 |
|
| R3 |
129.58 |
124.44 |
108.60 |
|
| R2 |
114.84 |
114.84 |
107.25 |
|
| R1 |
109.70 |
109.70 |
105.90 |
112.27 |
| PP |
100.10 |
100.10 |
100.10 |
101.39 |
| S1 |
94.96 |
94.96 |
103.20 |
97.53 |
| S2 |
85.36 |
85.36 |
101.85 |
|
| S3 |
70.62 |
80.22 |
100.50 |
|
| S4 |
55.88 |
65.48 |
96.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.25 |
90.51 |
14.74 |
14.1% |
6.33 |
6.1% |
95% |
True |
False |
304,446 |
| 10 |
109.89 |
90.51 |
19.38 |
18.5% |
5.22 |
5.0% |
72% |
False |
False |
306,475 |
| 20 |
121.86 |
90.51 |
31.35 |
30.0% |
5.20 |
5.0% |
45% |
False |
False |
289,574 |
| 40 |
128.95 |
90.51 |
38.44 |
36.8% |
4.89 |
4.7% |
37% |
False |
False |
207,244 |
| 60 |
148.13 |
90.51 |
57.62 |
55.1% |
4.87 |
4.7% |
24% |
False |
False |
150,172 |
| 80 |
148.13 |
90.51 |
57.62 |
55.1% |
4.90 |
4.7% |
24% |
False |
False |
119,098 |
| 100 |
148.13 |
90.51 |
57.62 |
55.1% |
4.67 |
4.5% |
24% |
False |
False |
98,140 |
| 120 |
148.13 |
90.51 |
57.62 |
55.1% |
4.24 |
4.1% |
24% |
False |
False |
82,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.66 |
|
2.618 |
125.83 |
|
1.618 |
117.97 |
|
1.000 |
113.11 |
|
0.618 |
110.11 |
|
HIGH |
105.25 |
|
0.618 |
102.25 |
|
0.500 |
101.32 |
|
0.382 |
100.39 |
|
LOW |
97.39 |
|
0.618 |
92.53 |
|
1.000 |
89.53 |
|
1.618 |
84.67 |
|
2.618 |
76.81 |
|
4.250 |
63.99 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.47 |
102.47 |
| PP |
102.40 |
100.39 |
| S1 |
101.32 |
98.31 |
|