NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
94.61 |
94.46 |
-0.15 |
-0.2% |
108.00 |
| High |
94.61 |
97.45 |
2.84 |
3.0% |
111.02 |
| Low |
91.11 |
91.52 |
0.41 |
0.5% |
100.84 |
| Close |
91.40 |
97.00 |
5.60 |
6.1% |
102.01 |
| Range |
3.50 |
5.93 |
2.43 |
69.4% |
10.18 |
| ATR |
4.37 |
4.49 |
0.12 |
2.7% |
0.00 |
| Volume |
22,622 |
42,477 |
19,855 |
87.8% |
79,295 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.11 |
110.99 |
100.26 |
|
| R3 |
107.18 |
105.06 |
98.63 |
|
| R2 |
101.25 |
101.25 |
98.09 |
|
| R1 |
99.13 |
99.13 |
97.54 |
100.19 |
| PP |
95.32 |
95.32 |
95.32 |
95.86 |
| S1 |
93.20 |
93.20 |
96.46 |
94.26 |
| S2 |
89.39 |
89.39 |
95.91 |
|
| S3 |
83.46 |
87.27 |
95.37 |
|
| S4 |
77.53 |
81.34 |
93.74 |
|
|
| 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 |
104.13 |
91.11 |
13.02 |
13.4% |
4.37 |
4.5% |
45% |
False |
False |
24,094 |
| 10 |
111.84 |
91.11 |
20.73 |
21.4% |
4.00 |
4.1% |
28% |
False |
False |
18,786 |
| 20 |
123.22 |
91.11 |
32.11 |
33.1% |
4.45 |
4.6% |
18% |
False |
False |
14,042 |
| 40 |
130.29 |
91.11 |
39.18 |
40.4% |
4.12 |
4.2% |
15% |
False |
False |
10,946 |
| 60 |
148.35 |
91.11 |
57.24 |
59.0% |
3.95 |
4.1% |
10% |
False |
False |
8,693 |
| 80 |
148.35 |
91.11 |
57.24 |
59.0% |
3.65 |
3.8% |
10% |
False |
False |
7,113 |
| 100 |
148.35 |
91.11 |
57.24 |
59.0% |
3.27 |
3.4% |
10% |
False |
False |
6,039 |
| 120 |
148.35 |
91.11 |
57.24 |
59.0% |
2.96 |
3.0% |
10% |
False |
False |
5,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.65 |
|
2.618 |
112.97 |
|
1.618 |
107.04 |
|
1.000 |
103.38 |
|
0.618 |
101.11 |
|
HIGH |
97.45 |
|
0.618 |
95.18 |
|
0.500 |
94.49 |
|
0.382 |
93.79 |
|
LOW |
91.52 |
|
0.618 |
87.86 |
|
1.000 |
85.59 |
|
1.618 |
81.93 |
|
2.618 |
76.00 |
|
4.250 |
66.32 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.16 |
96.73 |
| PP |
95.32 |
96.45 |
| S1 |
94.49 |
96.18 |
|