NYMEX Light Sweet Crude Oil Future April 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 |
104.16 |
105.85 |
1.69 |
1.6% |
106.70 |
| High |
105.66 |
105.85 |
0.19 |
0.2% |
111.15 |
| Low |
104.15 |
104.15 |
0.00 |
0.0% |
103.83 |
| Close |
107.48 |
106.66 |
-0.82 |
-0.8% |
106.66 |
| Range |
1.51 |
1.70 |
0.19 |
12.6% |
7.32 |
| ATR |
3.07 |
3.09 |
0.02 |
0.6% |
0.00 |
| Volume |
2,767 |
4,626 |
1,859 |
67.2% |
21,261 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.65 |
110.36 |
107.60 |
|
| R3 |
108.95 |
108.66 |
107.13 |
|
| R2 |
107.25 |
107.25 |
106.97 |
|
| R1 |
106.96 |
106.96 |
106.82 |
107.11 |
| PP |
105.55 |
105.55 |
105.55 |
105.63 |
| S1 |
105.26 |
105.26 |
106.50 |
105.41 |
| S2 |
103.85 |
103.85 |
106.35 |
|
| S3 |
102.15 |
103.56 |
106.19 |
|
| S4 |
100.45 |
101.86 |
105.73 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.17 |
125.24 |
110.69 |
|
| R3 |
121.85 |
117.92 |
108.67 |
|
| R2 |
114.53 |
114.53 |
108.00 |
|
| R1 |
110.60 |
110.60 |
107.33 |
108.91 |
| PP |
107.21 |
107.21 |
107.21 |
106.37 |
| S1 |
103.28 |
103.28 |
105.99 |
101.59 |
| S2 |
99.89 |
99.89 |
105.32 |
|
| S3 |
92.57 |
95.96 |
104.65 |
|
| S4 |
85.25 |
88.64 |
102.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.15 |
103.83 |
7.32 |
6.9% |
2.51 |
2.4% |
39% |
False |
False |
4,252 |
| 10 |
111.15 |
92.14 |
19.01 |
17.8% |
2.76 |
2.6% |
76% |
False |
False |
3,208 |
| 20 |
120.30 |
92.14 |
28.16 |
26.4% |
2.15 |
2.0% |
52% |
False |
False |
2,798 |
| 40 |
126.60 |
92.14 |
34.46 |
32.3% |
1.34 |
1.3% |
42% |
False |
False |
1,888 |
| 60 |
146.86 |
92.14 |
54.72 |
51.3% |
0.96 |
0.9% |
27% |
False |
False |
1,619 |
| 80 |
146.86 |
92.14 |
54.72 |
51.3% |
0.72 |
0.7% |
27% |
False |
False |
1,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.08 |
|
2.618 |
110.30 |
|
1.618 |
108.60 |
|
1.000 |
107.55 |
|
0.618 |
106.90 |
|
HIGH |
105.85 |
|
0.618 |
105.20 |
|
0.500 |
105.00 |
|
0.382 |
104.80 |
|
LOW |
104.15 |
|
0.618 |
103.10 |
|
1.000 |
102.45 |
|
1.618 |
101.40 |
|
2.618 |
99.70 |
|
4.250 |
96.93 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.11 |
106.25 |
| PP |
105.55 |
105.84 |
| S1 |
105.00 |
105.43 |
|