NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.38 |
102.86 |
0.48 |
0.5% |
117.36 |
| High |
105.00 |
103.87 |
-1.13 |
-1.1% |
117.58 |
| Low |
101.44 |
100.17 |
-1.27 |
-1.3% |
105.65 |
| Close |
102.62 |
100.93 |
-1.69 |
-1.6% |
106.69 |
| Range |
3.56 |
3.70 |
0.14 |
3.9% |
11.93 |
| ATR |
4.80 |
4.72 |
-0.08 |
-1.6% |
0.00 |
| Volume |
151,179 |
159,232 |
8,053 |
5.3% |
335,939 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.76 |
110.54 |
102.97 |
|
| R3 |
109.06 |
106.84 |
101.95 |
|
| R2 |
105.36 |
105.36 |
101.61 |
|
| R1 |
103.14 |
103.14 |
101.27 |
102.40 |
| PP |
101.66 |
101.66 |
101.66 |
101.29 |
| S1 |
99.44 |
99.44 |
100.59 |
98.70 |
| S2 |
97.96 |
97.96 |
100.25 |
|
| S3 |
94.26 |
95.74 |
99.91 |
|
| S4 |
90.56 |
92.04 |
98.90 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.76 |
138.16 |
113.25 |
|
| R3 |
133.83 |
126.23 |
109.97 |
|
| R2 |
121.90 |
121.90 |
108.88 |
|
| R1 |
114.30 |
114.30 |
107.78 |
112.14 |
| PP |
109.97 |
109.97 |
109.97 |
108.89 |
| S1 |
102.37 |
102.37 |
105.60 |
100.21 |
| S2 |
98.04 |
98.04 |
104.50 |
|
| S3 |
86.11 |
90.44 |
103.41 |
|
| S4 |
74.18 |
78.51 |
100.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.04 |
100.17 |
10.87 |
10.8% |
3.94 |
3.9% |
7% |
False |
True |
108,270 |
| 10 |
120.72 |
100.17 |
20.55 |
20.4% |
4.77 |
4.7% |
4% |
False |
True |
96,029 |
| 20 |
122.43 |
100.17 |
22.26 |
22.1% |
4.68 |
4.6% |
3% |
False |
True |
70,753 |
| 40 |
140.54 |
100.17 |
40.37 |
40.0% |
4.62 |
4.6% |
2% |
False |
True |
50,945 |
| 60 |
148.47 |
100.17 |
48.30 |
47.9% |
4.52 |
4.5% |
2% |
False |
True |
39,164 |
| 80 |
148.47 |
100.17 |
48.30 |
47.9% |
4.54 |
4.5% |
2% |
False |
True |
32,972 |
| 100 |
148.47 |
100.17 |
48.30 |
47.9% |
4.08 |
4.0% |
2% |
False |
True |
27,252 |
| 120 |
148.47 |
98.15 |
50.32 |
49.9% |
3.61 |
3.6% |
6% |
False |
False |
23,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.60 |
|
2.618 |
113.56 |
|
1.618 |
109.86 |
|
1.000 |
107.57 |
|
0.618 |
106.16 |
|
HIGH |
103.87 |
|
0.618 |
102.46 |
|
0.500 |
102.02 |
|
0.382 |
101.58 |
|
LOW |
100.17 |
|
0.618 |
97.88 |
|
1.000 |
96.47 |
|
1.618 |
94.18 |
|
2.618 |
90.48 |
|
4.250 |
84.45 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.02 |
105.39 |
| PP |
101.66 |
103.90 |
| S1 |
101.29 |
102.42 |
|