NYMEX Light Sweet Crude Oil Future June 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 |
108.35 |
104.45 |
-3.90 |
-3.6% |
102.50 |
| High |
108.35 |
108.06 |
-0.29 |
-0.3% |
103.55 |
| Low |
104.42 |
103.40 |
-1.02 |
-1.0% |
92.50 |
| Close |
105.39 |
107.83 |
2.44 |
2.3% |
103.36 |
| Range |
3.93 |
4.66 |
0.73 |
18.6% |
11.05 |
| ATR |
3.99 |
4.04 |
0.05 |
1.2% |
0.00 |
| Volume |
9,494 |
7,837 |
-1,657 |
-17.5% |
39,745 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.41 |
118.78 |
110.39 |
|
| R3 |
115.75 |
114.12 |
109.11 |
|
| R2 |
111.09 |
111.09 |
108.68 |
|
| R1 |
109.46 |
109.46 |
108.26 |
110.28 |
| PP |
106.43 |
106.43 |
106.43 |
106.84 |
| S1 |
104.80 |
104.80 |
107.40 |
105.62 |
| S2 |
101.77 |
101.77 |
106.98 |
|
| S3 |
97.11 |
100.14 |
106.55 |
|
| S4 |
92.45 |
95.48 |
105.27 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.95 |
129.21 |
109.44 |
|
| R3 |
121.90 |
118.16 |
106.40 |
|
| R2 |
110.85 |
110.85 |
105.39 |
|
| R1 |
107.11 |
107.11 |
104.37 |
108.98 |
| PP |
99.80 |
99.80 |
99.80 |
100.74 |
| S1 |
96.06 |
96.06 |
102.35 |
97.93 |
| S2 |
88.75 |
88.75 |
101.33 |
|
| S3 |
77.70 |
85.01 |
100.32 |
|
| S4 |
66.65 |
73.96 |
97.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.98 |
100.15 |
9.83 |
9.1% |
4.60 |
4.3% |
78% |
False |
False |
7,860 |
| 10 |
109.98 |
92.50 |
17.48 |
16.2% |
4.20 |
3.9% |
88% |
False |
False |
8,202 |
| 20 |
121.37 |
92.50 |
28.87 |
26.8% |
3.56 |
3.3% |
53% |
False |
False |
6,370 |
| 40 |
129.18 |
92.50 |
36.68 |
34.0% |
2.84 |
2.6% |
42% |
False |
False |
4,686 |
| 60 |
147.91 |
92.50 |
55.41 |
51.4% |
2.91 |
2.7% |
28% |
False |
False |
4,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.87 |
|
2.618 |
120.26 |
|
1.618 |
115.60 |
|
1.000 |
112.72 |
|
0.618 |
110.94 |
|
HIGH |
108.06 |
|
0.618 |
106.28 |
|
0.500 |
105.73 |
|
0.382 |
105.18 |
|
LOW |
103.40 |
|
0.618 |
100.52 |
|
1.000 |
98.74 |
|
1.618 |
95.86 |
|
2.618 |
91.20 |
|
4.250 |
83.60 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.13 |
107.41 |
| PP |
106.43 |
106.98 |
| S1 |
105.73 |
106.56 |
|