NYMEX Light Sweet Crude Oil Future May 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 |
107.65 |
106.85 |
-0.80 |
-0.7% |
106.28 |
| High |
107.65 |
106.85 |
-0.80 |
-0.7% |
109.58 |
| Low |
107.65 |
106.85 |
-0.80 |
-0.7% |
105.00 |
| Close |
107.65 |
106.85 |
-0.80 |
-0.7% |
106.85 |
| Range |
|
|
|
|
|
| ATR |
2.66 |
2.53 |
-0.13 |
-5.0% |
0.00 |
| Volume |
1,670 |
2,503 |
833 |
49.9% |
12,115 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.85 |
106.85 |
106.85 |
|
| R3 |
106.85 |
106.85 |
106.85 |
|
| R2 |
106.85 |
106.85 |
106.85 |
|
| R1 |
106.85 |
106.85 |
106.85 |
106.85 |
| PP |
106.85 |
106.85 |
106.85 |
106.85 |
| S1 |
106.85 |
106.85 |
106.85 |
106.85 |
| S2 |
106.85 |
106.85 |
106.85 |
|
| S3 |
106.85 |
106.85 |
106.85 |
|
| S4 |
106.85 |
106.85 |
106.85 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.88 |
118.45 |
109.37 |
|
| R3 |
116.30 |
113.87 |
108.11 |
|
| R2 |
111.72 |
111.72 |
107.69 |
|
| R1 |
109.29 |
109.29 |
107.27 |
110.51 |
| PP |
107.14 |
107.14 |
107.14 |
107.75 |
| S1 |
104.71 |
104.71 |
106.43 |
105.93 |
| S2 |
102.56 |
102.56 |
106.01 |
|
| S3 |
97.98 |
100.13 |
105.59 |
|
| S4 |
93.40 |
95.55 |
104.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.58 |
105.00 |
4.58 |
4.3% |
1.35 |
1.3% |
40% |
False |
False |
2,423 |
| 10 |
109.58 |
92.43 |
17.15 |
16.1% |
1.39 |
1.3% |
84% |
False |
False |
2,315 |
| 20 |
117.38 |
92.43 |
24.95 |
23.4% |
0.87 |
0.8% |
58% |
False |
False |
2,036 |
| 40 |
126.47 |
92.43 |
34.04 |
31.9% |
0.54 |
0.5% |
42% |
False |
False |
1,418 |
| 60 |
146.69 |
92.43 |
54.26 |
50.8% |
0.45 |
0.4% |
27% |
False |
False |
1,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.85 |
|
2.618 |
106.85 |
|
1.618 |
106.85 |
|
1.000 |
106.85 |
|
0.618 |
106.85 |
|
HIGH |
106.85 |
|
0.618 |
106.85 |
|
0.500 |
106.85 |
|
0.382 |
106.85 |
|
LOW |
106.85 |
|
0.618 |
106.85 |
|
1.000 |
106.85 |
|
1.618 |
106.85 |
|
2.618 |
106.85 |
|
4.250 |
106.85 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.85 |
106.68 |
| PP |
106.85 |
106.50 |
| S1 |
106.85 |
106.33 |
|