NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
103.45 |
103.98 |
0.53 |
0.5% |
117.83 |
| High |
105.86 |
104.55 |
-1.31 |
-1.2% |
118.20 |
| Low |
103.10 |
101.50 |
-1.60 |
-1.6% |
107.00 |
| Close |
103.63 |
101.94 |
-1.69 |
-1.6% |
108.12 |
| Range |
2.76 |
3.05 |
0.29 |
10.5% |
11.20 |
| ATR |
3.67 |
3.62 |
-0.04 |
-1.2% |
0.00 |
| Volume |
8,338 |
7,786 |
-552 |
-6.6% |
25,577 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.81 |
109.93 |
103.62 |
|
| R3 |
108.76 |
106.88 |
102.78 |
|
| R2 |
105.71 |
105.71 |
102.50 |
|
| R1 |
103.83 |
103.83 |
102.22 |
103.25 |
| PP |
102.66 |
102.66 |
102.66 |
102.37 |
| S1 |
100.78 |
100.78 |
101.66 |
100.20 |
| S2 |
99.61 |
99.61 |
101.38 |
|
| S3 |
96.56 |
97.73 |
101.10 |
|
| S4 |
93.51 |
94.68 |
100.26 |
|
|
| 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 |
110.60 |
101.50 |
9.10 |
8.9% |
2.93 |
2.9% |
5% |
False |
True |
6,779 |
| 10 |
121.18 |
101.50 |
19.68 |
19.3% |
3.78 |
3.7% |
2% |
False |
True |
6,188 |
| 20 |
123.65 |
101.50 |
22.15 |
21.7% |
3.75 |
3.7% |
2% |
False |
True |
4,253 |
| 40 |
138.64 |
101.50 |
37.14 |
36.4% |
3.41 |
3.3% |
1% |
False |
True |
3,609 |
| 60 |
148.17 |
101.50 |
46.67 |
45.8% |
2.80 |
2.7% |
1% |
False |
True |
2,831 |
| 80 |
148.17 |
101.50 |
46.67 |
45.8% |
2.36 |
2.3% |
1% |
False |
True |
2,362 |
| 100 |
148.17 |
101.50 |
46.67 |
45.8% |
2.04 |
2.0% |
1% |
False |
True |
2,000 |
| 120 |
148.17 |
95.99 |
52.18 |
51.2% |
1.71 |
1.7% |
11% |
False |
False |
1,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.51 |
|
2.618 |
112.53 |
|
1.618 |
109.48 |
|
1.000 |
107.60 |
|
0.618 |
106.43 |
|
HIGH |
104.55 |
|
0.618 |
103.38 |
|
0.500 |
103.03 |
|
0.382 |
102.67 |
|
LOW |
101.50 |
|
0.618 |
99.62 |
|
1.000 |
98.45 |
|
1.618 |
96.57 |
|
2.618 |
93.52 |
|
4.250 |
88.54 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.03 |
104.43 |
| PP |
102.66 |
103.60 |
| S1 |
102.30 |
102.77 |
|