NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.04 |
106.63 |
1.59 |
1.5% |
102.88 |
| High |
107.60 |
106.89 |
-0.71 |
-0.7% |
111.00 |
| Low |
103.25 |
104.14 |
0.89 |
0.9% |
102.88 |
| Close |
107.32 |
106.48 |
-0.84 |
-0.8% |
106.48 |
| Range |
4.35 |
2.75 |
-1.60 |
-36.8% |
8.12 |
| ATR |
4.35 |
4.26 |
-0.08 |
-1.9% |
0.00 |
| Volume |
6,810 |
8,753 |
1,943 |
28.5% |
39,245 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.09 |
113.03 |
107.99 |
|
| R3 |
111.34 |
110.28 |
107.24 |
|
| R2 |
108.59 |
108.59 |
106.98 |
|
| R1 |
107.53 |
107.53 |
106.73 |
106.69 |
| PP |
105.84 |
105.84 |
105.84 |
105.41 |
| S1 |
104.78 |
104.78 |
106.23 |
103.94 |
| S2 |
103.09 |
103.09 |
105.98 |
|
| S3 |
100.34 |
102.03 |
105.72 |
|
| S4 |
97.59 |
99.28 |
104.97 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.15 |
126.93 |
110.95 |
|
| R3 |
123.03 |
118.81 |
108.71 |
|
| R2 |
114.91 |
114.91 |
107.97 |
|
| R1 |
110.69 |
110.69 |
107.22 |
112.80 |
| PP |
106.79 |
106.79 |
106.79 |
107.84 |
| S1 |
102.57 |
102.57 |
105.74 |
104.68 |
| S2 |
98.67 |
98.67 |
104.99 |
|
| S3 |
90.55 |
94.45 |
104.25 |
|
| S4 |
82.43 |
86.33 |
102.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.00 |
102.88 |
8.12 |
7.6% |
4.79 |
4.5% |
44% |
False |
False |
7,849 |
| 10 |
111.00 |
91.80 |
19.20 |
18.0% |
4.92 |
4.6% |
76% |
False |
False |
7,063 |
| 20 |
119.70 |
91.80 |
27.90 |
26.2% |
4.13 |
3.9% |
53% |
False |
False |
5,957 |
| 40 |
127.94 |
91.80 |
36.14 |
33.9% |
3.36 |
3.2% |
41% |
False |
False |
4,114 |
| 60 |
148.35 |
91.80 |
56.55 |
53.1% |
3.03 |
2.8% |
26% |
False |
False |
3,376 |
| 80 |
148.35 |
91.80 |
56.55 |
53.1% |
2.35 |
2.2% |
26% |
False |
False |
2,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.58 |
|
2.618 |
114.09 |
|
1.618 |
111.34 |
|
1.000 |
109.64 |
|
0.618 |
108.59 |
|
HIGH |
106.89 |
|
0.618 |
105.84 |
|
0.500 |
105.52 |
|
0.382 |
105.19 |
|
LOW |
104.14 |
|
0.618 |
102.44 |
|
1.000 |
101.39 |
|
1.618 |
99.69 |
|
2.618 |
96.94 |
|
4.250 |
92.45 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.16 |
106.22 |
| PP |
105.84 |
105.96 |
| S1 |
105.52 |
105.70 |
|