NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
110.02 |
107.36 |
-2.66 |
-2.4% |
117.83 |
| High |
110.60 |
107.36 |
-3.24 |
-2.9% |
118.20 |
| Low |
106.76 |
105.20 |
-1.56 |
-1.5% |
107.00 |
| Close |
107.89 |
104.56 |
-3.33 |
-3.1% |
108.12 |
| Range |
3.84 |
2.16 |
-1.68 |
-43.8% |
11.20 |
| ATR |
3.82 |
3.74 |
-0.08 |
-2.1% |
0.00 |
| Volume |
6,941 |
5,231 |
-1,710 |
-24.6% |
25,577 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.19 |
110.53 |
105.75 |
|
| R3 |
110.03 |
108.37 |
105.15 |
|
| R2 |
107.87 |
107.87 |
104.96 |
|
| R1 |
106.21 |
106.21 |
104.76 |
105.96 |
| PP |
105.71 |
105.71 |
105.71 |
105.58 |
| S1 |
104.05 |
104.05 |
104.36 |
103.80 |
| S2 |
103.55 |
103.55 |
104.16 |
|
| S3 |
101.39 |
101.89 |
103.97 |
|
| S4 |
99.23 |
99.73 |
103.37 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.71 |
137.61 |
114.28 |
|
| R3 |
133.51 |
126.41 |
111.20 |
|
| R2 |
122.31 |
122.31 |
110.17 |
|
| R1 |
115.21 |
115.21 |
109.15 |
113.16 |
| PP |
111.11 |
111.11 |
111.11 |
110.08 |
| S1 |
104.01 |
104.01 |
107.09 |
101.96 |
| S2 |
99.91 |
99.91 |
106.07 |
|
| S3 |
88.71 |
92.81 |
105.04 |
|
| S4 |
77.51 |
81.61 |
101.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.15 |
105.20 |
6.95 |
6.6% |
2.67 |
2.6% |
-9% |
False |
True |
6,964 |
| 10 |
121.18 |
105.20 |
15.98 |
15.3% |
3.92 |
3.7% |
-4% |
False |
True |
5,049 |
| 20 |
123.65 |
105.20 |
18.45 |
17.6% |
3.77 |
3.6% |
-3% |
False |
True |
3,778 |
| 40 |
145.82 |
105.20 |
40.62 |
38.8% |
3.43 |
3.3% |
-2% |
False |
True |
3,307 |
| 60 |
148.17 |
105.20 |
42.97 |
41.1% |
2.76 |
2.6% |
-1% |
False |
True |
2,581 |
| 80 |
148.17 |
105.20 |
42.97 |
41.1% |
2.33 |
2.2% |
-1% |
False |
True |
2,169 |
| 100 |
148.17 |
105.20 |
42.97 |
41.1% |
1.99 |
1.9% |
-1% |
False |
True |
1,840 |
| 120 |
148.17 |
95.99 |
52.18 |
49.9% |
1.66 |
1.6% |
16% |
False |
False |
1,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.54 |
|
2.618 |
113.01 |
|
1.618 |
110.85 |
|
1.000 |
109.52 |
|
0.618 |
108.69 |
|
HIGH |
107.36 |
|
0.618 |
106.53 |
|
0.500 |
106.28 |
|
0.382 |
106.03 |
|
LOW |
105.20 |
|
0.618 |
103.87 |
|
1.000 |
103.04 |
|
1.618 |
101.71 |
|
2.618 |
99.55 |
|
4.250 |
96.02 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.28 |
107.90 |
| PP |
105.71 |
106.79 |
| S1 |
105.13 |
105.67 |
|