NYMEX Light Sweet Crude Oil Future December 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 |
94.31 |
92.74 |
-1.57 |
-1.7% |
108.01 |
| High |
94.45 |
97.39 |
2.94 |
3.1% |
110.98 |
| Low |
90.66 |
91.25 |
0.59 |
0.7% |
100.45 |
| Close |
91.17 |
96.95 |
5.78 |
6.3% |
101.62 |
| Range |
3.79 |
6.14 |
2.35 |
62.0% |
10.53 |
| ATR |
4.77 |
4.88 |
0.10 |
2.2% |
0.00 |
| Volume |
95,482 |
138,629 |
43,147 |
45.2% |
343,359 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.62 |
111.42 |
100.33 |
|
| R3 |
107.48 |
105.28 |
98.64 |
|
| R2 |
101.34 |
101.34 |
98.08 |
|
| R1 |
99.14 |
99.14 |
97.51 |
100.24 |
| PP |
95.20 |
95.20 |
95.20 |
95.75 |
| S1 |
93.00 |
93.00 |
96.39 |
94.10 |
| S2 |
89.06 |
89.06 |
95.82 |
|
| S3 |
82.92 |
86.86 |
95.26 |
|
| S4 |
76.78 |
80.72 |
93.57 |
|
|
| 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 |
104.09 |
90.66 |
13.43 |
13.9% |
4.56 |
4.7% |
47% |
False |
False |
89,520 |
| 10 |
112.90 |
90.66 |
22.24 |
22.9% |
4.49 |
4.6% |
28% |
False |
False |
74,969 |
| 20 |
122.87 |
90.66 |
32.21 |
33.2% |
4.91 |
5.1% |
20% |
False |
False |
62,295 |
| 40 |
130.07 |
90.66 |
39.41 |
40.6% |
4.55 |
4.7% |
16% |
False |
False |
54,848 |
| 60 |
148.60 |
90.66 |
57.94 |
59.8% |
4.66 |
4.8% |
11% |
False |
False |
48,848 |
| 80 |
148.60 |
90.66 |
57.94 |
59.8% |
4.71 |
4.9% |
11% |
False |
False |
46,399 |
| 100 |
148.60 |
90.66 |
57.94 |
59.8% |
4.52 |
4.7% |
11% |
False |
False |
44,411 |
| 120 |
148.60 |
90.66 |
57.94 |
59.8% |
4.19 |
4.3% |
11% |
False |
False |
40,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.49 |
|
2.618 |
113.46 |
|
1.618 |
107.32 |
|
1.000 |
103.53 |
|
0.618 |
101.18 |
|
HIGH |
97.39 |
|
0.618 |
95.04 |
|
0.500 |
94.32 |
|
0.382 |
93.60 |
|
LOW |
91.25 |
|
0.618 |
87.46 |
|
1.000 |
85.11 |
|
1.618 |
81.32 |
|
2.618 |
75.18 |
|
4.250 |
65.16 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.07 |
96.53 |
| PP |
95.20 |
96.11 |
| S1 |
94.32 |
95.69 |
|