NYMEX Light Sweet Crude Oil Future December 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 |
102.66 |
102.97 |
0.31 |
0.3% |
117.69 |
| High |
105.35 |
104.09 |
-1.26 |
-1.2% |
117.98 |
| Low |
101.80 |
100.46 |
-1.34 |
-1.3% |
106.22 |
| Close |
102.92 |
101.25 |
-1.67 |
-1.6% |
107.18 |
| Range |
3.55 |
3.63 |
0.08 |
2.3% |
11.76 |
| ATR |
4.74 |
4.66 |
-0.08 |
-1.7% |
0.00 |
| Volume |
83,521 |
82,951 |
-570 |
-0.7% |
240,786 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.82 |
110.67 |
103.25 |
|
| R3 |
109.19 |
107.04 |
102.25 |
|
| R2 |
105.56 |
105.56 |
101.92 |
|
| R1 |
103.41 |
103.41 |
101.58 |
102.67 |
| PP |
101.93 |
101.93 |
101.93 |
101.57 |
| S1 |
99.78 |
99.78 |
100.92 |
99.04 |
| S2 |
98.30 |
98.30 |
100.58 |
|
| S3 |
94.67 |
96.15 |
100.25 |
|
| S4 |
91.04 |
92.52 |
99.25 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.74 |
138.22 |
113.65 |
|
| R3 |
133.98 |
126.46 |
110.41 |
|
| R2 |
122.22 |
122.22 |
109.34 |
|
| R1 |
114.70 |
114.70 |
108.26 |
112.58 |
| PP |
110.46 |
110.46 |
110.46 |
109.40 |
| S1 |
102.94 |
102.94 |
106.10 |
100.82 |
| S2 |
98.70 |
98.70 |
105.02 |
|
| S3 |
86.94 |
91.18 |
103.95 |
|
| S4 |
75.18 |
79.42 |
100.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.98 |
100.46 |
10.52 |
10.4% |
4.11 |
4.1% |
8% |
False |
True |
65,495 |
| 10 |
121.12 |
100.46 |
20.66 |
20.4% |
4.96 |
4.9% |
4% |
False |
True |
62,584 |
| 20 |
122.87 |
100.46 |
22.41 |
22.1% |
4.74 |
4.7% |
4% |
False |
True |
52,058 |
| 40 |
138.56 |
100.46 |
38.10 |
37.6% |
4.58 |
4.5% |
2% |
False |
True |
49,792 |
| 60 |
148.60 |
100.46 |
48.14 |
47.5% |
4.62 |
4.6% |
2% |
False |
True |
44,839 |
| 80 |
148.60 |
100.46 |
48.14 |
47.5% |
4.72 |
4.7% |
2% |
False |
True |
44,994 |
| 100 |
148.60 |
100.46 |
48.14 |
47.5% |
4.44 |
4.4% |
2% |
False |
True |
41,665 |
| 120 |
148.60 |
96.62 |
51.98 |
51.3% |
4.14 |
4.1% |
9% |
False |
False |
38,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.52 |
|
2.618 |
113.59 |
|
1.618 |
109.96 |
|
1.000 |
107.72 |
|
0.618 |
106.33 |
|
HIGH |
104.09 |
|
0.618 |
102.70 |
|
0.500 |
102.28 |
|
0.382 |
101.85 |
|
LOW |
100.46 |
|
0.618 |
98.22 |
|
1.000 |
96.83 |
|
1.618 |
94.59 |
|
2.618 |
90.96 |
|
4.250 |
85.03 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.28 |
103.91 |
| PP |
101.93 |
103.02 |
| S1 |
101.59 |
102.14 |
|