NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
101.30 |
101.25 |
-0.05 |
0.0% |
108.00 |
| High |
103.48 |
101.25 |
-2.23 |
-2.2% |
111.02 |
| Low |
100.84 |
94.60 |
-6.24 |
-6.2% |
100.84 |
| Close |
102.01 |
96.43 |
-5.58 |
-5.5% |
102.01 |
| Range |
2.64 |
6.65 |
4.01 |
151.9% |
10.18 |
| ATR |
4.06 |
4.30 |
0.24 |
5.9% |
0.00 |
| Volume |
18,620 |
17,931 |
-689 |
-3.7% |
79,295 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.38 |
113.55 |
100.09 |
|
| R3 |
110.73 |
106.90 |
98.26 |
|
| R2 |
104.08 |
104.08 |
97.65 |
|
| R1 |
100.25 |
100.25 |
97.04 |
98.84 |
| PP |
97.43 |
97.43 |
97.43 |
96.72 |
| S1 |
93.60 |
93.60 |
95.82 |
92.19 |
| S2 |
90.78 |
90.78 |
95.21 |
|
| S3 |
84.13 |
86.95 |
94.60 |
|
| S4 |
77.48 |
80.30 |
92.77 |
|
|
| 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 |
106.65 |
94.60 |
12.05 |
12.5% |
3.86 |
4.0% |
15% |
False |
True |
17,013 |
| 10 |
118.20 |
94.60 |
23.60 |
24.5% |
4.32 |
4.5% |
8% |
False |
True |
15,234 |
| 20 |
123.22 |
94.60 |
28.62 |
29.7% |
4.37 |
4.5% |
6% |
False |
True |
11,313 |
| 40 |
134.05 |
94.60 |
39.45 |
40.9% |
4.09 |
4.2% |
5% |
False |
True |
9,533 |
| 60 |
148.35 |
94.60 |
53.75 |
55.7% |
3.82 |
4.0% |
3% |
False |
True |
7,659 |
| 80 |
148.35 |
94.60 |
53.75 |
55.7% |
3.57 |
3.7% |
3% |
False |
True |
6,409 |
| 100 |
148.35 |
94.60 |
53.75 |
55.7% |
3.20 |
3.3% |
3% |
False |
True |
5,401 |
| 120 |
148.35 |
94.60 |
53.75 |
55.7% |
2.90 |
3.0% |
3% |
False |
True |
4,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.51 |
|
2.618 |
118.66 |
|
1.618 |
112.01 |
|
1.000 |
107.90 |
|
0.618 |
105.36 |
|
HIGH |
101.25 |
|
0.618 |
98.71 |
|
0.500 |
97.93 |
|
0.382 |
97.14 |
|
LOW |
94.60 |
|
0.618 |
90.49 |
|
1.000 |
87.95 |
|
1.618 |
83.84 |
|
2.618 |
77.19 |
|
4.250 |
66.34 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.93 |
99.37 |
| PP |
97.43 |
98.39 |
| S1 |
96.93 |
97.41 |
|