NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
97.60 |
102.56 |
4.96 |
5.1% |
100.00 |
| High |
103.09 |
109.74 |
6.65 |
6.5% |
103.09 |
| Low |
97.10 |
101.80 |
4.70 |
4.8% |
90.66 |
| Close |
102.54 |
108.87 |
6.33 |
6.2% |
102.54 |
| Range |
5.99 |
7.94 |
1.95 |
32.6% |
12.43 |
| ATR |
5.06 |
5.27 |
0.21 |
4.1% |
0.00 |
| Volume |
109,851 |
113,105 |
3,254 |
3.0% |
529,628 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.62 |
127.69 |
113.24 |
|
| R3 |
122.68 |
119.75 |
111.05 |
|
| R2 |
114.74 |
114.74 |
110.33 |
|
| R1 |
111.81 |
111.81 |
109.60 |
113.28 |
| PP |
106.80 |
106.80 |
106.80 |
107.54 |
| S1 |
103.87 |
103.87 |
108.14 |
105.34 |
| S2 |
98.86 |
98.86 |
107.41 |
|
| S3 |
90.92 |
95.93 |
106.69 |
|
| S4 |
82.98 |
87.99 |
104.50 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.05 |
131.73 |
109.38 |
|
| R3 |
123.62 |
119.30 |
105.96 |
|
| R2 |
111.19 |
111.19 |
104.82 |
|
| R1 |
106.87 |
106.87 |
103.68 |
109.03 |
| PP |
98.76 |
98.76 |
98.76 |
99.85 |
| S1 |
94.44 |
94.44 |
101.40 |
96.60 |
| S2 |
86.33 |
86.33 |
100.26 |
|
| S3 |
73.90 |
82.01 |
99.12 |
|
| S4 |
61.47 |
69.58 |
95.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.74 |
90.66 |
19.08 |
17.5% |
6.06 |
5.6% |
95% |
True |
False |
115,675 |
| 10 |
109.74 |
90.66 |
19.08 |
17.5% |
5.17 |
4.8% |
95% |
True |
False |
93,337 |
| 20 |
121.12 |
90.66 |
30.46 |
28.0% |
5.02 |
4.6% |
60% |
False |
False |
72,350 |
| 40 |
129.58 |
90.66 |
38.92 |
35.7% |
4.79 |
4.4% |
47% |
False |
False |
59,901 |
| 60 |
148.60 |
90.66 |
57.94 |
53.2% |
4.74 |
4.4% |
31% |
False |
False |
52,863 |
| 80 |
148.60 |
90.66 |
57.94 |
53.2% |
4.79 |
4.4% |
31% |
False |
False |
49,104 |
| 100 |
148.60 |
90.66 |
57.94 |
53.2% |
4.62 |
4.2% |
31% |
False |
False |
47,195 |
| 120 |
148.60 |
90.66 |
57.94 |
53.2% |
4.29 |
3.9% |
31% |
False |
False |
42,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.49 |
|
2.618 |
130.53 |
|
1.618 |
122.59 |
|
1.000 |
117.68 |
|
0.618 |
114.65 |
|
HIGH |
109.74 |
|
0.618 |
106.71 |
|
0.500 |
105.77 |
|
0.382 |
104.83 |
|
LOW |
101.80 |
|
0.618 |
96.89 |
|
1.000 |
93.86 |
|
1.618 |
88.95 |
|
2.618 |
81.01 |
|
4.250 |
68.06 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.84 |
106.77 |
| PP |
106.80 |
104.67 |
| S1 |
105.77 |
102.58 |
|