NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
100.00 |
94.31 |
-5.69 |
-5.7% |
108.01 |
| High |
100.71 |
94.45 |
-6.26 |
-6.2% |
110.98 |
| Low |
94.21 |
90.66 |
-3.55 |
-3.8% |
100.45 |
| Close |
96.04 |
91.17 |
-4.87 |
-5.1% |
101.62 |
| Range |
6.50 |
3.79 |
-2.71 |
-41.7% |
10.53 |
| ATR |
4.73 |
4.77 |
0.05 |
1.0% |
0.00 |
| Volume |
64,356 |
95,482 |
31,126 |
48.4% |
343,359 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.46 |
101.11 |
93.25 |
|
| R3 |
99.67 |
97.32 |
92.21 |
|
| R2 |
95.88 |
95.88 |
91.86 |
|
| R1 |
93.53 |
93.53 |
91.52 |
92.81 |
| PP |
92.09 |
92.09 |
92.09 |
91.74 |
| S1 |
89.74 |
89.74 |
90.82 |
89.02 |
| S2 |
88.30 |
88.30 |
90.48 |
|
| S3 |
84.51 |
85.95 |
90.13 |
|
| S4 |
80.72 |
82.16 |
89.09 |
|
|
| 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 |
105.35 |
90.66 |
14.69 |
16.1% |
4.04 |
4.4% |
3% |
False |
True |
78,499 |
| 10 |
112.90 |
90.66 |
22.24 |
24.4% |
4.16 |
4.6% |
2% |
False |
True |
70,129 |
| 20 |
122.87 |
90.66 |
32.21 |
35.3% |
4.84 |
5.3% |
2% |
False |
True |
57,151 |
| 40 |
134.15 |
90.66 |
43.49 |
47.7% |
4.55 |
5.0% |
1% |
False |
True |
51,948 |
| 60 |
148.60 |
90.66 |
57.94 |
63.6% |
4.60 |
5.0% |
1% |
False |
True |
46,852 |
| 80 |
148.60 |
90.66 |
57.94 |
63.6% |
4.69 |
5.1% |
1% |
False |
True |
45,357 |
| 100 |
148.60 |
90.66 |
57.94 |
63.6% |
4.47 |
4.9% |
1% |
False |
True |
43,241 |
| 120 |
148.60 |
90.66 |
57.94 |
63.6% |
4.19 |
4.6% |
1% |
False |
True |
39,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.56 |
|
2.618 |
104.37 |
|
1.618 |
100.58 |
|
1.000 |
98.24 |
|
0.618 |
96.79 |
|
HIGH |
94.45 |
|
0.618 |
93.00 |
|
0.500 |
92.56 |
|
0.382 |
92.11 |
|
LOW |
90.66 |
|
0.618 |
88.32 |
|
1.000 |
86.87 |
|
1.618 |
84.53 |
|
2.618 |
80.74 |
|
4.250 |
74.55 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.56 |
96.92 |
| PP |
92.09 |
95.00 |
| S1 |
91.63 |
93.09 |
|