NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
93.10 |
99.00 |
5.90 |
6.3% |
109.18 |
| High |
97.60 |
99.00 |
1.40 |
1.4% |
109.18 |
| Low |
92.94 |
99.00 |
6.06 |
6.5% |
103.53 |
| Close |
98.20 |
99.26 |
1.06 |
1.1% |
104.16 |
| Range |
4.66 |
0.00 |
-4.66 |
-100.0% |
5.65 |
| ATR |
2.40 |
2.28 |
-0.11 |
-4.8% |
0.00 |
| Volume |
341 |
579 |
238 |
69.8% |
1,489 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.09 |
99.17 |
99.26 |
|
| R3 |
99.09 |
99.17 |
99.26 |
|
| R2 |
99.09 |
99.09 |
99.26 |
|
| R1 |
99.17 |
99.17 |
99.26 |
99.13 |
| PP |
99.09 |
99.09 |
99.09 |
99.07 |
| S1 |
99.17 |
99.17 |
99.26 |
99.13 |
| S2 |
99.09 |
99.09 |
99.26 |
|
| S3 |
99.09 |
99.17 |
99.26 |
|
| S4 |
99.09 |
99.17 |
99.26 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.57 |
119.02 |
107.27 |
|
| R3 |
116.92 |
113.37 |
105.71 |
|
| R2 |
111.27 |
111.27 |
105.20 |
|
| R1 |
107.72 |
107.72 |
104.68 |
106.67 |
| PP |
105.62 |
105.62 |
105.62 |
105.10 |
| S1 |
102.07 |
102.07 |
103.64 |
101.02 |
| S2 |
99.97 |
99.97 |
103.12 |
|
| S3 |
94.32 |
96.42 |
102.61 |
|
| S4 |
88.67 |
90.77 |
101.05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.00 |
|
2.618 |
99.00 |
|
1.618 |
99.00 |
|
1.000 |
99.00 |
|
0.618 |
99.00 |
|
HIGH |
99.00 |
|
0.618 |
99.00 |
|
0.500 |
99.00 |
|
0.382 |
99.00 |
|
LOW |
99.00 |
|
0.618 |
99.00 |
|
1.000 |
99.00 |
|
1.618 |
99.00 |
|
2.618 |
99.00 |
|
4.250 |
99.00 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
99.17 |
98.16 |
| PP |
99.09 |
97.07 |
| S1 |
99.00 |
95.97 |
|