NYMEX Light Sweet Crude Oil Future March 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 |
102.88 |
108.76 |
5.88 |
5.7% |
101.70 |
| High |
111.00 |
108.99 |
-2.01 |
-1.8% |
102.86 |
| Low |
102.88 |
103.85 |
0.97 |
0.9% |
91.80 |
| Close |
108.98 |
105.13 |
-3.85 |
-3.5% |
102.85 |
| Range |
8.12 |
5.14 |
-2.98 |
-36.7% |
11.06 |
| ATR |
4.35 |
4.40 |
0.06 |
1.3% |
0.00 |
| Volume |
6,229 |
8,626 |
2,397 |
38.5% |
31,393 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.41 |
118.41 |
107.96 |
|
| R3 |
116.27 |
113.27 |
106.54 |
|
| R2 |
111.13 |
111.13 |
106.07 |
|
| R1 |
108.13 |
108.13 |
105.60 |
107.06 |
| PP |
105.99 |
105.99 |
105.99 |
105.46 |
| S1 |
102.99 |
102.99 |
104.66 |
101.92 |
| S2 |
100.85 |
100.85 |
104.19 |
|
| S3 |
95.71 |
97.85 |
103.72 |
|
| S4 |
90.57 |
92.71 |
102.30 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.35 |
128.66 |
108.93 |
|
| R3 |
121.29 |
117.60 |
105.89 |
|
| R2 |
110.23 |
110.23 |
104.88 |
|
| R1 |
106.54 |
106.54 |
103.86 |
108.39 |
| PP |
99.17 |
99.17 |
99.17 |
100.09 |
| S1 |
95.48 |
95.48 |
101.84 |
97.33 |
| S2 |
88.11 |
88.11 |
100.82 |
|
| S3 |
77.05 |
84.42 |
99.81 |
|
| S4 |
65.99 |
73.36 |
96.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.00 |
91.94 |
19.06 |
18.1% |
5.72 |
5.4% |
69% |
False |
False |
7,400 |
| 10 |
111.00 |
91.80 |
19.20 |
18.3% |
4.72 |
4.5% |
69% |
False |
False |
6,538 |
| 20 |
121.38 |
91.80 |
29.58 |
28.1% |
4.18 |
4.0% |
45% |
False |
False |
5,158 |
| 40 |
128.22 |
91.80 |
36.42 |
34.6% |
3.33 |
3.2% |
37% |
False |
False |
3,623 |
| 60 |
148.35 |
91.80 |
56.55 |
53.8% |
2.88 |
2.7% |
24% |
False |
False |
3,026 |
| 80 |
148.35 |
91.80 |
56.55 |
53.8% |
2.26 |
2.1% |
24% |
False |
False |
2,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.84 |
|
2.618 |
122.45 |
|
1.618 |
117.31 |
|
1.000 |
114.13 |
|
0.618 |
112.17 |
|
HIGH |
108.99 |
|
0.618 |
107.03 |
|
0.500 |
106.42 |
|
0.382 |
105.81 |
|
LOW |
103.85 |
|
0.618 |
100.67 |
|
1.000 |
98.71 |
|
1.618 |
95.53 |
|
2.618 |
90.39 |
|
4.250 |
82.01 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.42 |
104.84 |
| PP |
105.99 |
104.56 |
| S1 |
105.56 |
104.27 |
|