NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.20 |
102.78 |
0.58 |
0.6% |
117.05 |
| High |
104.97 |
103.95 |
-1.02 |
-1.0% |
117.25 |
| Low |
101.36 |
100.10 |
-1.26 |
-1.2% |
105.13 |
| Close |
102.58 |
100.87 |
-1.71 |
-1.7% |
106.23 |
| Range |
3.61 |
3.85 |
0.24 |
6.6% |
12.12 |
| ATR |
4.82 |
4.75 |
-0.07 |
-1.4% |
0.00 |
| Volume |
332,463 |
331,516 |
-947 |
-0.3% |
1,117,958 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.19 |
110.88 |
102.99 |
|
| R3 |
109.34 |
107.03 |
101.93 |
|
| R2 |
105.49 |
105.49 |
101.58 |
|
| R1 |
103.18 |
103.18 |
101.22 |
102.41 |
| PP |
101.64 |
101.64 |
101.64 |
101.26 |
| S1 |
99.33 |
99.33 |
100.52 |
98.56 |
| S2 |
97.79 |
97.79 |
100.16 |
|
| S3 |
93.94 |
95.48 |
99.81 |
|
| S4 |
90.09 |
91.63 |
98.75 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.90 |
138.18 |
112.90 |
|
| R3 |
133.78 |
126.06 |
109.56 |
|
| R2 |
121.66 |
121.66 |
108.45 |
|
| R1 |
113.94 |
113.94 |
107.34 |
111.74 |
| PP |
109.54 |
109.54 |
109.54 |
108.44 |
| S1 |
101.82 |
101.82 |
105.12 |
99.62 |
| S2 |
97.42 |
97.42 |
104.01 |
|
| S3 |
85.30 |
89.70 |
102.90 |
|
| S4 |
73.18 |
77.58 |
99.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.89 |
100.10 |
9.79 |
9.7% |
4.13 |
4.1% |
8% |
False |
True |
299,040 |
| 10 |
120.50 |
100.10 |
20.40 |
20.2% |
4.98 |
4.9% |
4% |
False |
True |
288,710 |
| 20 |
122.04 |
100.10 |
21.94 |
21.8% |
4.87 |
4.8% |
4% |
False |
True |
252,529 |
| 40 |
137.83 |
100.10 |
37.73 |
37.4% |
4.74 |
4.7% |
2% |
False |
True |
168,372 |
| 60 |
148.13 |
100.10 |
48.03 |
47.6% |
4.78 |
4.7% |
2% |
False |
True |
122,007 |
| 80 |
148.13 |
100.10 |
48.03 |
47.6% |
4.83 |
4.8% |
2% |
False |
True |
98,243 |
| 100 |
148.13 |
100.10 |
48.03 |
47.6% |
4.48 |
4.4% |
2% |
False |
True |
80,163 |
| 120 |
148.13 |
97.48 |
50.65 |
50.2% |
4.11 |
4.1% |
7% |
False |
False |
67,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.31 |
|
2.618 |
114.03 |
|
1.618 |
110.18 |
|
1.000 |
107.80 |
|
0.618 |
106.33 |
|
HIGH |
103.95 |
|
0.618 |
102.48 |
|
0.500 |
102.03 |
|
0.382 |
101.57 |
|
LOW |
100.10 |
|
0.618 |
97.72 |
|
1.000 |
96.25 |
|
1.618 |
93.87 |
|
2.618 |
90.02 |
|
4.250 |
83.74 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.03 |
103.44 |
| PP |
101.64 |
102.58 |
| S1 |
101.26 |
101.73 |
|