NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
100.00 |
102.34 |
2.34 |
2.3% |
101.90 |
| High |
100.00 |
103.36 |
3.36 |
3.4% |
103.36 |
| Low |
97.22 |
99.30 |
2.08 |
2.1% |
92.14 |
| Close |
98.31 |
103.02 |
4.71 |
4.8% |
103.02 |
| Range |
2.78 |
4.06 |
1.28 |
46.0% |
11.22 |
| ATR |
2.61 |
2.78 |
0.17 |
6.7% |
0.00 |
| Volume |
3,106 |
2,308 |
-798 |
-25.7% |
10,825 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.07 |
112.61 |
105.25 |
|
| R3 |
110.01 |
108.55 |
104.14 |
|
| R2 |
105.95 |
105.95 |
103.76 |
|
| R1 |
104.49 |
104.49 |
103.39 |
105.22 |
| PP |
101.89 |
101.89 |
101.89 |
102.26 |
| S1 |
100.43 |
100.43 |
102.65 |
101.16 |
| S2 |
97.83 |
97.83 |
102.28 |
|
| S3 |
93.77 |
96.37 |
101.90 |
|
| S4 |
89.71 |
92.31 |
100.79 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.17 |
129.31 |
109.19 |
|
| R3 |
121.95 |
118.09 |
106.11 |
|
| R2 |
110.73 |
110.73 |
105.08 |
|
| R1 |
106.87 |
106.87 |
104.05 |
108.80 |
| PP |
99.51 |
99.51 |
99.51 |
100.47 |
| S1 |
95.65 |
95.65 |
101.99 |
97.58 |
| S2 |
88.29 |
88.29 |
100.96 |
|
| S3 |
77.07 |
84.43 |
99.93 |
|
| S4 |
65.85 |
73.21 |
96.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.36 |
92.14 |
11.22 |
10.9% |
3.01 |
2.9% |
97% |
True |
False |
2,165 |
| 10 |
108.02 |
92.14 |
15.88 |
15.4% |
1.95 |
1.9% |
69% |
False |
False |
2,453 |
| 20 |
121.19 |
92.14 |
29.05 |
28.2% |
1.72 |
1.7% |
37% |
False |
False |
1,972 |
| 40 |
126.96 |
92.14 |
34.82 |
33.8% |
1.07 |
1.0% |
31% |
False |
False |
1,591 |
| 60 |
146.86 |
92.14 |
54.72 |
53.1% |
0.75 |
0.7% |
20% |
False |
False |
1,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.62 |
|
2.618 |
113.99 |
|
1.618 |
109.93 |
|
1.000 |
107.42 |
|
0.618 |
105.87 |
|
HIGH |
103.36 |
|
0.618 |
101.81 |
|
0.500 |
101.33 |
|
0.382 |
100.85 |
|
LOW |
99.30 |
|
0.618 |
96.79 |
|
1.000 |
95.24 |
|
1.618 |
92.73 |
|
2.618 |
88.67 |
|
4.250 |
82.05 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.46 |
101.26 |
| PP |
101.89 |
99.51 |
| S1 |
101.33 |
97.75 |
|