NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
106.42 |
104.16 |
-2.26 |
-2.1% |
101.90 |
| High |
106.70 |
105.66 |
-1.04 |
-1.0% |
103.36 |
| Low |
105.18 |
104.15 |
-1.03 |
-1.0% |
92.14 |
| Close |
105.12 |
107.48 |
2.36 |
2.2% |
103.02 |
| Range |
1.52 |
1.51 |
-0.01 |
-0.7% |
11.22 |
| ATR |
3.19 |
3.07 |
-0.12 |
-3.8% |
0.00 |
| Volume |
3,385 |
2,767 |
-618 |
-18.3% |
10,825 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.29 |
110.40 |
108.31 |
|
| R3 |
108.78 |
108.89 |
107.90 |
|
| R2 |
107.27 |
107.27 |
107.76 |
|
| R1 |
107.38 |
107.38 |
107.62 |
107.33 |
| PP |
105.76 |
105.76 |
105.76 |
105.74 |
| S1 |
105.87 |
105.87 |
107.34 |
105.82 |
| S2 |
104.25 |
104.25 |
107.20 |
|
| S3 |
102.74 |
104.36 |
107.06 |
|
| S4 |
101.23 |
102.85 |
106.65 |
|
|
| 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 |
99.30 |
11.85 |
11.0% |
2.98 |
2.8% |
69% |
False |
False |
3,788 |
| 10 |
111.15 |
92.14 |
19.01 |
17.7% |
2.66 |
2.5% |
81% |
False |
False |
3,088 |
| 20 |
120.30 |
92.14 |
28.16 |
26.2% |
2.17 |
2.0% |
54% |
False |
False |
2,628 |
| 40 |
126.60 |
92.14 |
34.46 |
32.1% |
1.30 |
1.2% |
45% |
False |
False |
1,814 |
| 60 |
146.86 |
92.14 |
54.72 |
50.9% |
0.93 |
0.9% |
28% |
False |
False |
1,550 |
| 80 |
146.86 |
92.14 |
54.72 |
50.9% |
0.76 |
0.7% |
28% |
False |
False |
1,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.08 |
|
2.618 |
109.61 |
|
1.618 |
108.10 |
|
1.000 |
107.17 |
|
0.618 |
106.59 |
|
HIGH |
105.66 |
|
0.618 |
105.08 |
|
0.500 |
104.91 |
|
0.382 |
104.73 |
|
LOW |
104.15 |
|
0.618 |
103.22 |
|
1.000 |
102.64 |
|
1.618 |
101.71 |
|
2.618 |
100.20 |
|
4.250 |
97.73 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.62 |
106.79 |
| PP |
105.76 |
106.10 |
| S1 |
104.91 |
105.42 |
|