NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
110.20 |
108.18 |
-2.02 |
-1.8% |
115.30 |
| High |
110.95 |
108.18 |
-2.77 |
-2.5% |
115.30 |
| Low |
107.08 |
103.96 |
-3.12 |
-2.9% |
107.70 |
| Close |
108.28 |
104.96 |
-3.32 |
-3.1% |
108.52 |
| Range |
3.87 |
4.22 |
0.35 |
9.0% |
7.60 |
| ATR |
3.46 |
3.52 |
0.06 |
1.8% |
0.00 |
| Volume |
4,458 |
4,588 |
130 |
2.9% |
16,235 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.36 |
115.88 |
107.28 |
|
| R3 |
114.14 |
111.66 |
106.12 |
|
| R2 |
109.92 |
109.92 |
105.73 |
|
| R1 |
107.44 |
107.44 |
105.35 |
106.57 |
| PP |
105.70 |
105.70 |
105.70 |
105.27 |
| S1 |
103.22 |
103.22 |
104.57 |
102.35 |
| S2 |
101.48 |
101.48 |
104.19 |
|
| S3 |
97.26 |
99.00 |
103.80 |
|
| S4 |
93.04 |
94.78 |
102.64 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.31 |
128.51 |
112.70 |
|
| R3 |
125.71 |
120.91 |
110.61 |
|
| R2 |
118.11 |
118.11 |
109.91 |
|
| R1 |
113.31 |
113.31 |
109.22 |
111.91 |
| PP |
110.51 |
110.51 |
110.51 |
109.81 |
| S1 |
105.71 |
105.71 |
107.82 |
104.31 |
| S2 |
102.91 |
102.91 |
107.13 |
|
| S3 |
95.31 |
98.11 |
106.43 |
|
| S4 |
87.71 |
90.51 |
104.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.40 |
103.96 |
8.44 |
8.0% |
3.14 |
3.0% |
12% |
False |
True |
4,703 |
| 10 |
121.38 |
103.96 |
17.42 |
16.6% |
3.64 |
3.5% |
6% |
False |
True |
3,779 |
| 20 |
123.30 |
103.96 |
19.34 |
18.4% |
3.09 |
2.9% |
5% |
False |
True |
2,883 |
| 40 |
147.14 |
103.96 |
43.18 |
41.1% |
2.75 |
2.6% |
2% |
False |
True |
2,537 |
| 60 |
148.35 |
103.96 |
44.39 |
42.3% |
2.15 |
2.1% |
2% |
False |
True |
2,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.12 |
|
2.618 |
119.23 |
|
1.618 |
115.01 |
|
1.000 |
112.40 |
|
0.618 |
110.79 |
|
HIGH |
108.18 |
|
0.618 |
106.57 |
|
0.500 |
106.07 |
|
0.382 |
105.57 |
|
LOW |
103.96 |
|
0.618 |
101.35 |
|
1.000 |
99.74 |
|
1.618 |
97.13 |
|
2.618 |
92.91 |
|
4.250 |
86.03 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.07 |
107.46 |
| PP |
105.70 |
106.62 |
| S1 |
105.33 |
105.79 |
|