NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
104.24 |
104.30 |
0.06 |
0.1% |
115.30 |
| High |
106.51 |
104.98 |
-1.53 |
-1.4% |
115.30 |
| Low |
103.06 |
101.54 |
-1.52 |
-1.5% |
107.70 |
| Close |
104.00 |
102.30 |
-1.70 |
-1.6% |
108.52 |
| Range |
3.45 |
3.44 |
-0.01 |
-0.3% |
7.60 |
| ATR |
3.51 |
3.51 |
-0.01 |
-0.1% |
0.00 |
| Volume |
9,571 |
4,141 |
-5,430 |
-56.7% |
16,235 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.26 |
111.22 |
104.19 |
|
| R3 |
109.82 |
107.78 |
103.25 |
|
| R2 |
106.38 |
106.38 |
102.93 |
|
| R1 |
104.34 |
104.34 |
102.62 |
103.64 |
| PP |
102.94 |
102.94 |
102.94 |
102.59 |
| S1 |
100.90 |
100.90 |
101.98 |
100.20 |
| S2 |
99.50 |
99.50 |
101.67 |
|
| S3 |
96.06 |
97.46 |
101.35 |
|
| S4 |
92.62 |
94.02 |
100.41 |
|
|
| 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 |
110.95 |
101.54 |
9.41 |
9.2% |
3.57 |
3.5% |
8% |
False |
True |
5,149 |
| 10 |
121.38 |
101.54 |
19.84 |
19.4% |
3.64 |
3.6% |
4% |
False |
True |
4,753 |
| 20 |
123.30 |
101.54 |
21.76 |
21.3% |
3.16 |
3.1% |
3% |
False |
True |
3,420 |
| 40 |
133.77 |
101.54 |
32.23 |
31.5% |
2.65 |
2.6% |
2% |
False |
True |
2,831 |
| 60 |
148.35 |
101.54 |
46.81 |
45.8% |
2.27 |
2.2% |
2% |
False |
True |
2,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.60 |
|
2.618 |
113.99 |
|
1.618 |
110.55 |
|
1.000 |
108.42 |
|
0.618 |
107.11 |
|
HIGH |
104.98 |
|
0.618 |
103.67 |
|
0.500 |
103.26 |
|
0.382 |
102.85 |
|
LOW |
101.54 |
|
0.618 |
99.41 |
|
1.000 |
98.10 |
|
1.618 |
95.97 |
|
2.618 |
92.53 |
|
4.250 |
86.92 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.26 |
104.86 |
| PP |
102.94 |
104.01 |
| S1 |
102.62 |
103.15 |
|