NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
94.90 |
95.22 |
0.32 |
0.3% |
110.20 |
| High |
95.06 |
97.32 |
2.26 |
2.4% |
110.95 |
| Low |
91.80 |
91.94 |
0.14 |
0.2% |
101.54 |
| Close |
91.97 |
97.22 |
5.25 |
5.7% |
102.75 |
| Range |
3.26 |
5.38 |
2.12 |
65.0% |
9.41 |
| ATR |
3.79 |
3.90 |
0.11 |
3.0% |
0.00 |
| Volume |
5,743 |
5,816 |
73 |
1.3% |
28,181 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.63 |
109.81 |
100.18 |
|
| R3 |
106.25 |
104.43 |
98.70 |
|
| R2 |
100.87 |
100.87 |
98.21 |
|
| R1 |
99.05 |
99.05 |
97.71 |
99.96 |
| PP |
95.49 |
95.49 |
95.49 |
95.95 |
| S1 |
93.67 |
93.67 |
96.73 |
94.58 |
| S2 |
90.11 |
90.11 |
96.23 |
|
| S3 |
84.73 |
88.29 |
95.74 |
|
| S4 |
79.35 |
82.91 |
94.26 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.31 |
127.44 |
107.93 |
|
| R3 |
123.90 |
118.03 |
105.34 |
|
| R2 |
114.49 |
114.49 |
104.48 |
|
| R1 |
108.62 |
108.62 |
103.61 |
106.85 |
| PP |
105.08 |
105.08 |
105.08 |
104.20 |
| S1 |
99.21 |
99.21 |
101.89 |
97.44 |
| S2 |
95.67 |
95.67 |
101.02 |
|
| S3 |
86.26 |
89.80 |
100.16 |
|
| S4 |
76.85 |
80.39 |
97.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.98 |
91.80 |
13.18 |
13.6% |
4.09 |
4.2% |
41% |
False |
False |
4,925 |
| 10 |
112.40 |
91.80 |
20.60 |
21.2% |
3.81 |
3.9% |
26% |
False |
False |
5,051 |
| 20 |
123.30 |
91.80 |
31.50 |
32.4% |
3.49 |
3.6% |
17% |
False |
False |
4,056 |
| 40 |
130.50 |
91.80 |
38.70 |
39.8% |
2.94 |
3.0% |
14% |
False |
False |
3,140 |
| 60 |
148.35 |
91.80 |
56.55 |
58.2% |
2.53 |
2.6% |
10% |
False |
False |
2,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.19 |
|
2.618 |
111.40 |
|
1.618 |
106.02 |
|
1.000 |
102.70 |
|
0.618 |
100.64 |
|
HIGH |
97.32 |
|
0.618 |
95.26 |
|
0.500 |
94.63 |
|
0.382 |
94.00 |
|
LOW |
91.94 |
|
0.618 |
88.62 |
|
1.000 |
86.56 |
|
1.618 |
83.24 |
|
2.618 |
77.86 |
|
4.250 |
69.08 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
96.36 |
97.12 |
| PP |
95.49 |
97.02 |
| S1 |
94.63 |
96.93 |
|