NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.78 |
101.15 |
-1.63 |
-1.6% |
107.75 |
| High |
103.95 |
102.89 |
-1.06 |
-1.0% |
109.89 |
| Low |
100.10 |
99.99 |
-0.11 |
-0.1% |
99.99 |
| Close |
100.87 |
101.18 |
0.31 |
0.3% |
101.18 |
| Range |
3.85 |
2.90 |
-0.95 |
-24.7% |
9.90 |
| ATR |
4.75 |
4.62 |
-0.13 |
-2.8% |
0.00 |
| Volume |
331,516 |
311,505 |
-20,011 |
-6.0% |
1,542,518 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.05 |
108.52 |
102.78 |
|
| R3 |
107.15 |
105.62 |
101.98 |
|
| R2 |
104.25 |
104.25 |
101.71 |
|
| R1 |
102.72 |
102.72 |
101.45 |
103.49 |
| PP |
101.35 |
101.35 |
101.35 |
101.74 |
| S1 |
99.82 |
99.82 |
100.91 |
100.59 |
| S2 |
98.45 |
98.45 |
100.65 |
|
| S3 |
95.55 |
96.92 |
100.38 |
|
| S4 |
92.65 |
94.02 |
99.59 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.39 |
127.18 |
106.63 |
|
| R3 |
123.49 |
117.28 |
103.90 |
|
| R2 |
113.59 |
113.59 |
103.00 |
|
| R1 |
107.38 |
107.38 |
102.09 |
105.54 |
| PP |
103.69 |
103.69 |
103.69 |
102.76 |
| S1 |
97.48 |
97.48 |
100.27 |
95.64 |
| S2 |
93.79 |
93.79 |
99.37 |
|
| S3 |
83.89 |
87.58 |
98.46 |
|
| S4 |
73.99 |
77.68 |
95.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.89 |
99.99 |
9.90 |
9.8% |
4.12 |
4.1% |
12% |
False |
True |
308,503 |
| 10 |
118.76 |
99.99 |
18.77 |
18.6% |
4.63 |
4.6% |
6% |
False |
True |
293,279 |
| 20 |
122.04 |
99.99 |
22.05 |
21.8% |
4.78 |
4.7% |
5% |
False |
True |
260,205 |
| 40 |
133.35 |
99.99 |
33.36 |
33.0% |
4.63 |
4.6% |
4% |
False |
True |
174,989 |
| 60 |
148.13 |
99.99 |
48.14 |
47.6% |
4.73 |
4.7% |
2% |
False |
True |
126,762 |
| 80 |
148.13 |
99.99 |
48.14 |
47.6% |
4.80 |
4.7% |
2% |
False |
True |
101,838 |
| 100 |
148.13 |
99.99 |
48.14 |
47.6% |
4.50 |
4.4% |
2% |
False |
True |
83,223 |
| 120 |
148.13 |
97.48 |
50.65 |
50.1% |
4.10 |
4.1% |
7% |
False |
False |
70,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.22 |
|
2.618 |
110.48 |
|
1.618 |
107.58 |
|
1.000 |
105.79 |
|
0.618 |
104.68 |
|
HIGH |
102.89 |
|
0.618 |
101.78 |
|
0.500 |
101.44 |
|
0.382 |
101.10 |
|
LOW |
99.99 |
|
0.618 |
98.20 |
|
1.000 |
97.09 |
|
1.618 |
95.30 |
|
2.618 |
92.40 |
|
4.250 |
87.67 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.44 |
102.48 |
| PP |
101.35 |
102.05 |
| S1 |
101.27 |
101.61 |
|