NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
103.98 |
101.62 |
-2.36 |
-2.3% |
110.02 |
| High |
104.55 |
103.51 |
-1.04 |
-1.0% |
110.60 |
| Low |
101.50 |
101.31 |
-0.19 |
-0.2% |
101.31 |
| Close |
101.94 |
102.39 |
0.45 |
0.4% |
102.39 |
| Range |
3.05 |
2.20 |
-0.85 |
-27.9% |
9.29 |
| ATR |
3.62 |
3.52 |
-0.10 |
-2.8% |
0.00 |
| Volume |
7,786 |
8,898 |
1,112 |
14.3% |
37,194 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.00 |
107.90 |
103.60 |
|
| R3 |
106.80 |
105.70 |
103.00 |
|
| R2 |
104.60 |
104.60 |
102.79 |
|
| R1 |
103.50 |
103.50 |
102.59 |
104.05 |
| PP |
102.40 |
102.40 |
102.40 |
102.68 |
| S1 |
101.30 |
101.30 |
102.19 |
101.85 |
| S2 |
100.20 |
100.20 |
101.99 |
|
| S3 |
98.00 |
99.10 |
101.79 |
|
| S4 |
95.80 |
96.90 |
101.18 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.64 |
126.80 |
107.50 |
|
| R3 |
123.35 |
117.51 |
104.94 |
|
| R2 |
114.06 |
114.06 |
104.09 |
|
| R1 |
108.22 |
108.22 |
103.24 |
106.50 |
| PP |
104.77 |
104.77 |
104.77 |
103.90 |
| S1 |
98.93 |
98.93 |
101.54 |
97.21 |
| S2 |
95.48 |
95.48 |
100.69 |
|
| S3 |
86.19 |
89.64 |
99.84 |
|
| S4 |
76.90 |
80.35 |
97.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.60 |
101.31 |
9.29 |
9.1% |
2.80 |
2.7% |
12% |
False |
True |
7,438 |
| 10 |
119.70 |
101.31 |
18.39 |
18.0% |
3.53 |
3.5% |
6% |
False |
True |
6,763 |
| 20 |
123.65 |
101.31 |
22.34 |
21.8% |
3.67 |
3.6% |
5% |
False |
True |
4,633 |
| 40 |
133.55 |
101.31 |
32.24 |
31.5% |
3.35 |
3.3% |
3% |
False |
True |
3,776 |
| 60 |
148.17 |
101.31 |
46.86 |
45.8% |
2.81 |
2.7% |
2% |
False |
True |
2,972 |
| 80 |
148.17 |
101.31 |
46.86 |
45.8% |
2.34 |
2.3% |
2% |
False |
True |
2,463 |
| 100 |
148.17 |
101.31 |
46.86 |
45.8% |
2.07 |
2.0% |
2% |
False |
True |
2,085 |
| 120 |
148.17 |
95.99 |
52.18 |
51.0% |
1.73 |
1.7% |
12% |
False |
False |
1,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.86 |
|
2.618 |
109.27 |
|
1.618 |
107.07 |
|
1.000 |
105.71 |
|
0.618 |
104.87 |
|
HIGH |
103.51 |
|
0.618 |
102.67 |
|
0.500 |
102.41 |
|
0.382 |
102.15 |
|
LOW |
101.31 |
|
0.618 |
99.95 |
|
1.000 |
99.11 |
|
1.618 |
97.75 |
|
2.618 |
95.55 |
|
4.250 |
91.96 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.41 |
103.59 |
| PP |
102.40 |
103.19 |
| S1 |
102.40 |
102.79 |
|