NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
97.08 |
97.73 |
0.65 |
0.7% |
100.31 |
| High |
100.47 |
103.21 |
2.74 |
2.7% |
103.21 |
| Low |
95.50 |
97.54 |
2.04 |
2.1% |
91.70 |
| Close |
97.89 |
102.69 |
4.80 |
4.9% |
102.69 |
| Range |
4.97 |
5.67 |
0.70 |
14.1% |
11.51 |
| ATR |
4.03 |
4.14 |
0.12 |
2.9% |
0.00 |
| Volume |
8,713 |
10,257 |
1,544 |
17.7% |
42,466 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.16 |
116.09 |
105.81 |
|
| R3 |
112.49 |
110.42 |
104.25 |
|
| R2 |
106.82 |
106.82 |
103.73 |
|
| R1 |
104.75 |
104.75 |
103.21 |
105.79 |
| PP |
101.15 |
101.15 |
101.15 |
101.66 |
| S1 |
99.08 |
99.08 |
102.17 |
100.12 |
| S2 |
95.48 |
95.48 |
101.65 |
|
| S3 |
89.81 |
93.41 |
101.13 |
|
| S4 |
84.14 |
87.74 |
99.57 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.73 |
129.72 |
109.02 |
|
| R3 |
122.22 |
118.21 |
105.86 |
|
| R2 |
110.71 |
110.71 |
104.80 |
|
| R1 |
106.70 |
106.70 |
103.75 |
108.71 |
| PP |
99.20 |
99.20 |
99.20 |
100.20 |
| S1 |
95.19 |
95.19 |
101.63 |
97.20 |
| S2 |
87.69 |
87.69 |
100.58 |
|
| S3 |
76.18 |
83.68 |
99.52 |
|
| S4 |
64.67 |
72.17 |
96.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.21 |
91.70 |
11.51 |
11.2% |
4.83 |
4.7% |
95% |
True |
False |
8,493 |
| 10 |
110.60 |
91.70 |
18.90 |
18.4% |
3.82 |
3.7% |
58% |
False |
False |
7,966 |
| 20 |
123.65 |
91.70 |
31.95 |
31.1% |
3.99 |
3.9% |
34% |
False |
False |
6,224 |
| 40 |
129.51 |
91.70 |
37.81 |
36.8% |
3.65 |
3.6% |
29% |
False |
False |
4,577 |
| 60 |
148.17 |
91.70 |
56.47 |
55.0% |
3.10 |
3.0% |
19% |
False |
False |
3,641 |
| 80 |
148.17 |
91.70 |
56.47 |
55.0% |
2.55 |
2.5% |
19% |
False |
False |
2,928 |
| 100 |
148.17 |
91.70 |
56.47 |
55.0% |
2.30 |
2.2% |
19% |
False |
False |
2,495 |
| 120 |
148.17 |
91.70 |
56.47 |
55.0% |
1.93 |
1.9% |
19% |
False |
False |
2,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.31 |
|
2.618 |
118.05 |
|
1.618 |
112.38 |
|
1.000 |
108.88 |
|
0.618 |
106.71 |
|
HIGH |
103.21 |
|
0.618 |
101.04 |
|
0.500 |
100.38 |
|
0.382 |
99.71 |
|
LOW |
97.54 |
|
0.618 |
94.04 |
|
1.000 |
91.87 |
|
1.618 |
88.37 |
|
2.618 |
82.70 |
|
4.250 |
73.44 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.92 |
101.08 |
| PP |
101.15 |
99.47 |
| S1 |
100.38 |
97.86 |
|