NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
101.25 |
94.61 |
-6.64 |
-6.6% |
108.00 |
| High |
101.25 |
94.61 |
-6.64 |
-6.6% |
111.02 |
| Low |
94.60 |
91.11 |
-3.49 |
-3.7% |
100.84 |
| Close |
96.43 |
91.40 |
-5.03 |
-5.2% |
102.01 |
| Range |
6.65 |
3.50 |
-3.15 |
-47.4% |
10.18 |
| ATR |
4.30 |
4.37 |
0.07 |
1.7% |
0.00 |
| Volume |
17,931 |
22,622 |
4,691 |
26.2% |
79,295 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.87 |
100.64 |
93.33 |
|
| R3 |
99.37 |
97.14 |
92.36 |
|
| R2 |
95.87 |
95.87 |
92.04 |
|
| R1 |
93.64 |
93.64 |
91.72 |
93.01 |
| PP |
92.37 |
92.37 |
92.37 |
92.06 |
| S1 |
90.14 |
90.14 |
91.08 |
89.51 |
| S2 |
88.87 |
88.87 |
90.76 |
|
| S3 |
85.37 |
86.64 |
90.44 |
|
| S4 |
81.87 |
83.14 |
89.48 |
|
|
| 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 |
105.50 |
91.11 |
14.39 |
15.7% |
3.82 |
4.2% |
2% |
False |
True |
19,526 |
| 10 |
111.84 |
91.11 |
20.73 |
22.7% |
3.61 |
4.0% |
1% |
False |
True |
16,569 |
| 20 |
123.22 |
91.11 |
32.11 |
35.1% |
4.39 |
4.8% |
1% |
False |
True |
12,167 |
| 40 |
134.05 |
91.11 |
42.94 |
47.0% |
4.11 |
4.5% |
1% |
False |
True |
9,965 |
| 60 |
148.35 |
91.11 |
57.24 |
62.6% |
3.87 |
4.2% |
1% |
False |
True |
8,000 |
| 80 |
148.35 |
91.11 |
57.24 |
62.6% |
3.59 |
3.9% |
1% |
False |
True |
6,622 |
| 100 |
148.35 |
91.11 |
57.24 |
62.6% |
3.22 |
3.5% |
1% |
False |
True |
5,623 |
| 120 |
148.35 |
91.11 |
57.24 |
62.6% |
2.93 |
3.2% |
1% |
False |
True |
4,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.49 |
|
2.618 |
103.77 |
|
1.618 |
100.27 |
|
1.000 |
98.11 |
|
0.618 |
96.77 |
|
HIGH |
94.61 |
|
0.618 |
93.27 |
|
0.500 |
92.86 |
|
0.382 |
92.45 |
|
LOW |
91.11 |
|
0.618 |
88.95 |
|
1.000 |
87.61 |
|
1.618 |
85.45 |
|
2.618 |
81.95 |
|
4.250 |
76.24 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
92.86 |
97.30 |
| PP |
92.37 |
95.33 |
| S1 |
91.89 |
93.37 |
|