NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.65 |
108.70 |
6.05 |
5.9% |
100.31 |
| High |
109.44 |
108.83 |
-0.61 |
-0.6% |
103.21 |
| Low |
102.65 |
103.73 |
1.08 |
1.1% |
91.70 |
| Close |
108.85 |
105.06 |
-3.79 |
-3.5% |
102.69 |
| Range |
6.79 |
5.10 |
-1.69 |
-24.9% |
11.51 |
| ATR |
4.33 |
4.39 |
0.06 |
1.3% |
0.00 |
| Volume |
7,885 |
11,663 |
3,778 |
47.9% |
42,466 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.17 |
118.22 |
107.87 |
|
| R3 |
116.07 |
113.12 |
106.46 |
|
| R2 |
110.97 |
110.97 |
106.00 |
|
| R1 |
108.02 |
108.02 |
105.53 |
106.95 |
| PP |
105.87 |
105.87 |
105.87 |
105.34 |
| S1 |
102.92 |
102.92 |
104.59 |
101.85 |
| S2 |
100.77 |
100.77 |
104.13 |
|
| S3 |
95.67 |
97.82 |
103.66 |
|
| S4 |
90.57 |
92.72 |
102.26 |
|
|
| 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 |
92.50 |
16.94 |
16.1% |
5.47 |
5.2% |
74% |
False |
False |
9,884 |
| 10 |
109.44 |
91.70 |
17.74 |
16.9% |
4.41 |
4.2% |
75% |
False |
False |
8,703 |
| 20 |
121.18 |
91.70 |
29.48 |
28.1% |
4.16 |
4.0% |
45% |
False |
False |
6,876 |
| 40 |
129.51 |
91.70 |
37.81 |
36.0% |
3.92 |
3.7% |
35% |
False |
False |
4,917 |
| 60 |
148.17 |
91.70 |
56.47 |
53.8% |
3.25 |
3.1% |
24% |
False |
False |
3,942 |
| 80 |
148.17 |
91.70 |
56.47 |
53.8% |
2.69 |
2.6% |
24% |
False |
False |
3,153 |
| 100 |
148.17 |
91.70 |
56.47 |
53.8% |
2.42 |
2.3% |
24% |
False |
False |
2,684 |
| 120 |
148.17 |
91.70 |
56.47 |
53.8% |
2.03 |
1.9% |
24% |
False |
False |
2,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.51 |
|
2.618 |
122.18 |
|
1.618 |
117.08 |
|
1.000 |
113.93 |
|
0.618 |
111.98 |
|
HIGH |
108.83 |
|
0.618 |
106.88 |
|
0.500 |
106.28 |
|
0.382 |
105.68 |
|
LOW |
103.73 |
|
0.618 |
100.58 |
|
1.000 |
98.63 |
|
1.618 |
95.48 |
|
2.618 |
90.38 |
|
4.250 |
82.06 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.28 |
104.54 |
| PP |
105.87 |
104.01 |
| S1 |
105.47 |
103.49 |
|