NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
94.11 |
92.60 |
-1.51 |
-1.6% |
108.37 |
| High |
94.34 |
97.40 |
3.06 |
3.2% |
110.60 |
| Low |
90.42 |
91.11 |
0.69 |
0.8% |
100.08 |
| Close |
91.02 |
96.96 |
5.94 |
6.5% |
101.25 |
| Range |
3.92 |
6.29 |
2.37 |
60.5% |
10.52 |
| ATR |
4.82 |
4.93 |
0.11 |
2.3% |
0.00 |
| Volume |
171,391 |
212,652 |
41,261 |
24.1% |
514,703 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.03 |
111.78 |
100.42 |
|
| R3 |
107.74 |
105.49 |
98.69 |
|
| R2 |
101.45 |
101.45 |
98.11 |
|
| R1 |
99.20 |
99.20 |
97.54 |
100.33 |
| PP |
95.16 |
95.16 |
95.16 |
95.72 |
| S1 |
92.91 |
92.91 |
96.38 |
94.04 |
| S2 |
88.87 |
88.87 |
95.81 |
|
| S3 |
82.58 |
86.62 |
95.23 |
|
| S4 |
76.29 |
80.33 |
93.50 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.54 |
128.91 |
107.04 |
|
| R3 |
125.02 |
118.39 |
104.14 |
|
| R2 |
114.50 |
114.50 |
103.18 |
|
| R1 |
107.87 |
107.87 |
102.21 |
105.93 |
| PP |
103.98 |
103.98 |
103.98 |
103.00 |
| S1 |
97.35 |
97.35 |
100.29 |
95.41 |
| S2 |
93.46 |
93.46 |
99.32 |
|
| S3 |
82.94 |
86.83 |
98.36 |
|
| S4 |
72.42 |
76.31 |
95.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.87 |
90.42 |
13.45 |
13.9% |
4.83 |
5.0% |
49% |
False |
False |
162,754 |
| 10 |
111.04 |
90.42 |
20.62 |
21.3% |
4.31 |
4.4% |
32% |
False |
False |
130,993 |
| 20 |
122.43 |
90.42 |
32.01 |
33.0% |
4.95 |
5.1% |
20% |
False |
False |
94,478 |
| 40 |
133.79 |
90.42 |
43.37 |
44.7% |
4.60 |
4.7% |
15% |
False |
False |
65,249 |
| 60 |
148.47 |
90.42 |
58.05 |
59.9% |
4.58 |
4.7% |
11% |
False |
False |
49,107 |
| 80 |
148.47 |
90.42 |
58.05 |
59.9% |
4.58 |
4.7% |
11% |
False |
False |
40,474 |
| 100 |
148.47 |
90.42 |
58.05 |
59.9% |
4.22 |
4.4% |
11% |
False |
False |
33,672 |
| 120 |
148.47 |
90.42 |
58.05 |
59.9% |
3.72 |
3.8% |
11% |
False |
False |
28,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.13 |
|
2.618 |
113.87 |
|
1.618 |
107.58 |
|
1.000 |
103.69 |
|
0.618 |
101.29 |
|
HIGH |
97.40 |
|
0.618 |
95.00 |
|
0.500 |
94.26 |
|
0.382 |
93.51 |
|
LOW |
91.11 |
|
0.618 |
87.22 |
|
1.000 |
84.82 |
|
1.618 |
80.93 |
|
2.618 |
74.64 |
|
4.250 |
64.38 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.06 |
96.59 |
| PP |
95.16 |
96.23 |
| S1 |
94.26 |
95.86 |
|