NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
100.31 |
94.70 |
-5.61 |
-5.6% |
110.02 |
| High |
101.73 |
94.70 |
-7.03 |
-6.9% |
110.60 |
| Low |
96.05 |
91.70 |
-4.35 |
-4.5% |
101.31 |
| Close |
96.83 |
91.69 |
-5.14 |
-5.3% |
102.39 |
| Range |
5.68 |
3.00 |
-2.68 |
-47.2% |
9.29 |
| ATR |
3.72 |
3.82 |
0.10 |
2.7% |
0.00 |
| Volume |
4,971 |
7,621 |
2,650 |
53.3% |
37,194 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.70 |
99.69 |
93.34 |
|
| R3 |
98.70 |
96.69 |
92.52 |
|
| R2 |
95.70 |
95.70 |
92.24 |
|
| R1 |
93.69 |
93.69 |
91.97 |
93.20 |
| PP |
92.70 |
92.70 |
92.70 |
92.45 |
| S1 |
90.69 |
90.69 |
91.42 |
90.20 |
| S2 |
89.70 |
89.70 |
91.14 |
|
| S3 |
86.70 |
87.69 |
90.87 |
|
| S4 |
83.70 |
84.69 |
90.04 |
|
|
| 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 |
105.86 |
91.70 |
14.16 |
15.4% |
3.34 |
3.6% |
0% |
False |
True |
7,522 |
| 10 |
112.15 |
91.70 |
20.45 |
22.3% |
3.01 |
3.3% |
0% |
False |
True |
7,243 |
| 20 |
123.65 |
91.70 |
31.95 |
34.8% |
3.82 |
4.2% |
0% |
False |
True |
5,069 |
| 40 |
133.55 |
91.70 |
41.85 |
45.6% |
3.51 |
3.8% |
0% |
False |
True |
3,955 |
| 60 |
148.17 |
91.70 |
56.47 |
61.6% |
2.94 |
3.2% |
0% |
False |
True |
3,159 |
| 80 |
148.17 |
91.70 |
56.47 |
61.6% |
2.39 |
2.6% |
0% |
False |
True |
2,592 |
| 100 |
148.17 |
91.70 |
56.47 |
61.6% |
2.15 |
2.3% |
0% |
False |
True |
2,207 |
| 120 |
148.17 |
91.70 |
56.47 |
61.6% |
1.80 |
2.0% |
0% |
False |
True |
1,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.45 |
|
2.618 |
102.55 |
|
1.618 |
99.55 |
|
1.000 |
97.70 |
|
0.618 |
96.55 |
|
HIGH |
94.70 |
|
0.618 |
93.55 |
|
0.500 |
93.20 |
|
0.382 |
92.85 |
|
LOW |
91.70 |
|
0.618 |
89.85 |
|
1.000 |
88.70 |
|
1.618 |
86.85 |
|
2.618 |
83.85 |
|
4.250 |
78.95 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
93.20 |
97.61 |
| PP |
92.70 |
95.63 |
| S1 |
92.19 |
93.66 |
|