NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.34 |
106.70 |
4.36 |
4.3% |
101.90 |
| High |
103.36 |
111.15 |
7.79 |
7.5% |
103.36 |
| Low |
99.30 |
106.49 |
7.19 |
7.2% |
92.14 |
| Close |
103.02 |
109.11 |
6.09 |
5.9% |
103.02 |
| Range |
4.06 |
4.66 |
0.60 |
14.8% |
11.22 |
| ATR |
2.78 |
3.17 |
0.38 |
13.7% |
0.00 |
| Volume |
2,308 |
3,039 |
731 |
31.7% |
10,825 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.90 |
120.66 |
111.67 |
|
| R3 |
118.24 |
116.00 |
110.39 |
|
| R2 |
113.58 |
113.58 |
109.96 |
|
| R1 |
111.34 |
111.34 |
109.54 |
112.46 |
| PP |
108.92 |
108.92 |
108.92 |
109.48 |
| S1 |
106.68 |
106.68 |
108.68 |
107.80 |
| S2 |
104.26 |
104.26 |
108.26 |
|
| S3 |
99.60 |
102.02 |
107.83 |
|
| S4 |
94.94 |
97.36 |
106.55 |
|
|
| 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 |
111.15 |
92.14 |
19.01 |
17.4% |
3.22 |
3.0% |
89% |
True |
False |
2,538 |
| 10 |
111.15 |
92.14 |
19.01 |
17.4% |
2.42 |
2.2% |
89% |
True |
False |
2,332 |
| 20 |
120.30 |
92.14 |
28.16 |
25.8% |
1.92 |
1.8% |
60% |
False |
False |
2,088 |
| 40 |
126.60 |
92.14 |
34.46 |
31.6% |
1.15 |
1.1% |
49% |
False |
False |
1,553 |
| 60 |
146.86 |
92.14 |
54.72 |
50.2% |
0.83 |
0.8% |
31% |
False |
False |
1,343 |
| 80 |
146.86 |
92.14 |
54.72 |
50.2% |
0.68 |
0.6% |
31% |
False |
False |
1,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.96 |
|
2.618 |
123.35 |
|
1.618 |
118.69 |
|
1.000 |
115.81 |
|
0.618 |
114.03 |
|
HIGH |
111.15 |
|
0.618 |
109.37 |
|
0.500 |
108.82 |
|
0.382 |
108.27 |
|
LOW |
106.49 |
|
0.618 |
103.61 |
|
1.000 |
101.83 |
|
1.618 |
98.95 |
|
2.618 |
94.29 |
|
4.250 |
86.69 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.01 |
107.47 |
| PP |
108.92 |
105.83 |
| S1 |
108.82 |
104.19 |
|