NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
103.68 |
101.30 |
-2.38 |
-2.3% |
108.00 |
| High |
104.13 |
103.48 |
-0.65 |
-0.6% |
111.02 |
| Low |
101.00 |
100.84 |
-0.16 |
-0.2% |
100.84 |
| Close |
101.58 |
102.01 |
0.43 |
0.4% |
102.01 |
| Range |
3.13 |
2.64 |
-0.49 |
-15.7% |
10.18 |
| ATR |
4.17 |
4.06 |
-0.11 |
-2.6% |
0.00 |
| Volume |
18,822 |
18,620 |
-202 |
-1.1% |
79,295 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.03 |
108.66 |
103.46 |
|
| R3 |
107.39 |
106.02 |
102.74 |
|
| R2 |
104.75 |
104.75 |
102.49 |
|
| R1 |
103.38 |
103.38 |
102.25 |
104.07 |
| PP |
102.11 |
102.11 |
102.11 |
102.45 |
| S1 |
100.74 |
100.74 |
101.77 |
101.43 |
| S2 |
99.47 |
99.47 |
101.53 |
|
| S3 |
96.83 |
98.10 |
101.28 |
|
| S4 |
94.19 |
95.46 |
100.56 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.16 |
128.77 |
107.61 |
|
| R3 |
124.98 |
118.59 |
104.81 |
|
| R2 |
114.80 |
114.80 |
103.88 |
|
| R1 |
108.41 |
108.41 |
102.94 |
106.52 |
| PP |
104.62 |
104.62 |
104.62 |
103.68 |
| S1 |
98.23 |
98.23 |
101.08 |
96.34 |
| S2 |
94.44 |
94.44 |
100.14 |
|
| S3 |
84.26 |
88.05 |
99.21 |
|
| S4 |
74.08 |
77.87 |
96.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.02 |
100.84 |
10.18 |
10.0% |
3.49 |
3.4% |
11% |
False |
True |
15,859 |
| 10 |
120.82 |
100.84 |
19.98 |
19.6% |
4.08 |
4.0% |
6% |
False |
True |
14,538 |
| 20 |
123.22 |
100.84 |
22.38 |
21.9% |
4.18 |
4.1% |
5% |
False |
True |
10,689 |
| 40 |
134.20 |
100.84 |
33.36 |
32.7% |
4.01 |
3.9% |
4% |
False |
True |
9,222 |
| 60 |
148.35 |
100.84 |
47.51 |
46.6% |
3.74 |
3.7% |
2% |
False |
True |
7,406 |
| 80 |
148.35 |
100.84 |
47.51 |
46.6% |
3.56 |
3.5% |
2% |
False |
True |
6,228 |
| 100 |
148.35 |
100.84 |
47.51 |
46.6% |
3.14 |
3.1% |
2% |
False |
True |
5,226 |
| 120 |
148.35 |
97.38 |
50.97 |
50.0% |
2.85 |
2.8% |
9% |
False |
False |
4,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.70 |
|
2.618 |
110.39 |
|
1.618 |
107.75 |
|
1.000 |
106.12 |
|
0.618 |
105.11 |
|
HIGH |
103.48 |
|
0.618 |
102.47 |
|
0.500 |
102.16 |
|
0.382 |
101.85 |
|
LOW |
100.84 |
|
0.618 |
99.21 |
|
1.000 |
98.20 |
|
1.618 |
96.57 |
|
2.618 |
93.93 |
|
4.250 |
89.62 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.16 |
103.17 |
| PP |
102.11 |
102.78 |
| S1 |
102.06 |
102.40 |
|