NYMEX Light Sweet Crude Oil Future December 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 |
101.67 |
100.00 |
-1.67 |
-1.6% |
108.01 |
| High |
103.17 |
100.71 |
-2.46 |
-2.4% |
110.98 |
| Low |
100.45 |
94.21 |
-6.24 |
-6.2% |
100.45 |
| Close |
101.62 |
96.04 |
-5.58 |
-5.5% |
101.62 |
| Range |
2.72 |
6.50 |
3.78 |
139.0% |
10.53 |
| ATR |
4.52 |
4.73 |
0.21 |
4.6% |
0.00 |
| Volume |
66,185 |
64,356 |
-1,829 |
-2.8% |
343,359 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.49 |
112.76 |
99.62 |
|
| R3 |
109.99 |
106.26 |
97.83 |
|
| R2 |
103.49 |
103.49 |
97.23 |
|
| R1 |
99.76 |
99.76 |
96.64 |
98.38 |
| PP |
96.99 |
96.99 |
96.99 |
96.29 |
| S1 |
93.26 |
93.26 |
95.44 |
91.88 |
| S2 |
90.49 |
90.49 |
94.85 |
|
| S3 |
83.99 |
86.76 |
94.25 |
|
| S4 |
77.49 |
80.26 |
92.47 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.94 |
129.31 |
107.41 |
|
| R3 |
125.41 |
118.78 |
104.52 |
|
| R2 |
114.88 |
114.88 |
103.55 |
|
| R1 |
108.25 |
108.25 |
102.59 |
106.30 |
| PP |
104.35 |
104.35 |
104.35 |
103.38 |
| S1 |
97.72 |
97.72 |
100.65 |
95.77 |
| S2 |
93.82 |
93.82 |
99.69 |
|
| S3 |
83.29 |
87.19 |
98.72 |
|
| S4 |
72.76 |
76.66 |
95.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.35 |
94.21 |
13.14 |
13.7% |
4.28 |
4.5% |
14% |
False |
True |
71,000 |
| 10 |
117.98 |
94.21 |
23.77 |
24.8% |
4.91 |
5.1% |
8% |
False |
True |
64,850 |
| 20 |
122.87 |
94.21 |
28.66 |
29.8% |
4.83 |
5.0% |
6% |
False |
True |
53,852 |
| 40 |
134.15 |
94.21 |
39.94 |
41.6% |
4.54 |
4.7% |
5% |
False |
True |
50,622 |
| 60 |
148.60 |
94.21 |
54.39 |
56.6% |
4.60 |
4.8% |
3% |
False |
True |
45,679 |
| 80 |
148.60 |
94.21 |
54.39 |
56.6% |
4.68 |
4.9% |
3% |
False |
True |
45,259 |
| 100 |
148.60 |
94.21 |
54.39 |
56.6% |
4.48 |
4.7% |
3% |
False |
True |
42,543 |
| 120 |
148.60 |
94.21 |
54.39 |
56.6% |
4.17 |
4.3% |
3% |
False |
True |
38,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.34 |
|
2.618 |
117.73 |
|
1.618 |
111.23 |
|
1.000 |
107.21 |
|
0.618 |
104.73 |
|
HIGH |
100.71 |
|
0.618 |
98.23 |
|
0.500 |
97.46 |
|
0.382 |
96.69 |
|
LOW |
94.21 |
|
0.618 |
90.19 |
|
1.000 |
87.71 |
|
1.618 |
83.69 |
|
2.618 |
77.19 |
|
4.250 |
66.59 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.46 |
99.15 |
| PP |
96.99 |
98.11 |
| S1 |
96.51 |
97.08 |
|