NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
97.73 |
102.65 |
4.92 |
5.0% |
100.31 |
| High |
103.21 |
109.44 |
6.23 |
6.0% |
103.21 |
| Low |
97.54 |
102.65 |
5.11 |
5.2% |
91.70 |
| Close |
102.69 |
108.85 |
6.16 |
6.0% |
102.69 |
| Range |
5.67 |
6.79 |
1.12 |
19.8% |
11.51 |
| ATR |
4.14 |
4.33 |
0.19 |
4.6% |
0.00 |
| Volume |
10,257 |
7,885 |
-2,372 |
-23.1% |
42,466 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.35 |
124.89 |
112.58 |
|
| R3 |
120.56 |
118.10 |
110.72 |
|
| R2 |
113.77 |
113.77 |
110.09 |
|
| R1 |
111.31 |
111.31 |
109.47 |
112.54 |
| PP |
106.98 |
106.98 |
106.98 |
107.60 |
| S1 |
104.52 |
104.52 |
108.23 |
105.75 |
| S2 |
100.19 |
100.19 |
107.61 |
|
| S3 |
93.40 |
97.73 |
106.98 |
|
| S4 |
86.61 |
90.94 |
105.12 |
|
|
| 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 |
109.44 |
91.70 |
17.74 |
16.3% |
5.05 |
4.6% |
97% |
True |
False |
9,076 |
| 10 |
109.44 |
91.70 |
17.74 |
16.3% |
4.11 |
3.8% |
97% |
True |
False |
8,060 |
| 20 |
121.18 |
91.70 |
29.48 |
27.1% |
3.98 |
3.7% |
58% |
False |
False |
6,468 |
| 40 |
129.51 |
91.70 |
37.81 |
34.7% |
3.82 |
3.5% |
45% |
False |
False |
4,680 |
| 60 |
148.17 |
91.70 |
56.47 |
51.9% |
3.16 |
2.9% |
30% |
False |
False |
3,761 |
| 80 |
148.17 |
91.70 |
56.47 |
51.9% |
2.63 |
2.4% |
30% |
False |
False |
3,017 |
| 100 |
148.17 |
91.70 |
56.47 |
51.9% |
2.37 |
2.2% |
30% |
False |
False |
2,568 |
| 120 |
148.17 |
91.70 |
56.47 |
51.9% |
1.99 |
1.8% |
30% |
False |
False |
2,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.30 |
|
2.618 |
127.22 |
|
1.618 |
120.43 |
|
1.000 |
116.23 |
|
0.618 |
113.64 |
|
HIGH |
109.44 |
|
0.618 |
106.85 |
|
0.500 |
106.05 |
|
0.382 |
105.24 |
|
LOW |
102.65 |
|
0.618 |
98.45 |
|
1.000 |
95.86 |
|
1.618 |
91.66 |
|
2.618 |
84.87 |
|
4.250 |
73.79 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.92 |
106.72 |
| PP |
106.98 |
104.60 |
| S1 |
106.05 |
102.47 |
|