NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
98.00 |
102.66 |
4.66 |
4.8% |
101.25 |
| High |
103.04 |
109.36 |
6.32 |
6.1% |
103.04 |
| Low |
97.50 |
102.66 |
5.16 |
5.3% |
91.11 |
| Close |
102.57 |
108.78 |
6.21 |
6.1% |
102.57 |
| Range |
5.54 |
6.70 |
1.16 |
20.9% |
11.93 |
| ATR |
4.66 |
4.81 |
0.15 |
3.3% |
0.00 |
| Volume |
27,904 |
23,320 |
-4,584 |
-16.4% |
135,604 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.03 |
124.61 |
112.47 |
|
| R3 |
120.33 |
117.91 |
110.62 |
|
| R2 |
113.63 |
113.63 |
110.01 |
|
| R1 |
111.21 |
111.21 |
109.39 |
112.42 |
| PP |
106.93 |
106.93 |
106.93 |
107.54 |
| S1 |
104.51 |
104.51 |
108.17 |
105.72 |
| S2 |
100.23 |
100.23 |
107.55 |
|
| S3 |
93.53 |
97.81 |
106.94 |
|
| S4 |
86.83 |
91.11 |
105.10 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.70 |
130.56 |
109.13 |
|
| R3 |
122.77 |
118.63 |
105.85 |
|
| R2 |
110.84 |
110.84 |
104.76 |
|
| R1 |
106.70 |
106.70 |
103.66 |
108.77 |
| PP |
98.91 |
98.91 |
98.91 |
99.94 |
| S1 |
94.77 |
94.77 |
101.48 |
96.84 |
| S2 |
86.98 |
86.98 |
100.38 |
|
| S3 |
75.05 |
82.84 |
99.29 |
|
| S4 |
63.12 |
70.91 |
96.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.36 |
91.11 |
18.25 |
16.8% |
5.50 |
5.1% |
97% |
True |
False |
28,198 |
| 10 |
109.36 |
91.11 |
18.25 |
16.8% |
4.68 |
4.3% |
97% |
True |
False |
22,605 |
| 20 |
121.09 |
91.11 |
29.98 |
27.6% |
4.50 |
4.1% |
59% |
False |
False |
16,872 |
| 40 |
129.52 |
91.11 |
38.41 |
35.3% |
4.32 |
4.0% |
46% |
False |
False |
12,297 |
| 60 |
148.35 |
91.11 |
57.24 |
52.6% |
4.10 |
3.8% |
31% |
False |
False |
9,831 |
| 80 |
148.35 |
91.11 |
57.24 |
52.6% |
3.83 |
3.5% |
31% |
False |
False |
7,970 |
| 100 |
148.35 |
91.11 |
57.24 |
52.6% |
3.44 |
3.2% |
31% |
False |
False |
6,786 |
| 120 |
148.35 |
91.11 |
57.24 |
52.6% |
3.05 |
2.8% |
31% |
False |
False |
5,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.84 |
|
2.618 |
126.90 |
|
1.618 |
120.20 |
|
1.000 |
116.06 |
|
0.618 |
113.50 |
|
HIGH |
109.36 |
|
0.618 |
106.80 |
|
0.500 |
106.01 |
|
0.382 |
105.22 |
|
LOW |
102.66 |
|
0.618 |
98.52 |
|
1.000 |
95.96 |
|
1.618 |
91.82 |
|
2.618 |
85.12 |
|
4.250 |
74.19 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.86 |
106.67 |
| PP |
106.93 |
104.55 |
| S1 |
106.01 |
102.44 |
|