NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
99.45 |
94.11 |
-5.34 |
-5.4% |
108.37 |
High |
101.30 |
94.34 |
-6.96 |
-6.9% |
110.60 |
Low |
93.89 |
90.42 |
-3.47 |
-3.7% |
100.08 |
Close |
95.69 |
91.02 |
-4.67 |
-4.9% |
101.25 |
Range |
7.41 |
3.92 |
-3.49 |
-47.1% |
10.52 |
ATR |
4.78 |
4.82 |
0.03 |
0.7% |
0.00 |
Volume |
139,291 |
171,391 |
32,100 |
23.0% |
514,703 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.69 |
101.27 |
93.18 |
|
R3 |
99.77 |
97.35 |
92.10 |
|
R2 |
95.85 |
95.85 |
91.74 |
|
R1 |
93.43 |
93.43 |
91.38 |
92.68 |
PP |
91.93 |
91.93 |
91.93 |
91.55 |
S1 |
89.51 |
89.51 |
90.66 |
88.76 |
S2 |
88.01 |
88.01 |
90.30 |
|
S3 |
84.09 |
85.59 |
89.94 |
|
S4 |
80.17 |
81.67 |
88.86 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.54 |
128.91 |
107.04 |
|
R3 |
125.02 |
118.39 |
104.14 |
|
R2 |
114.50 |
114.50 |
103.18 |
|
R1 |
107.87 |
107.87 |
102.21 |
105.93 |
PP |
103.98 |
103.98 |
103.98 |
103.00 |
S1 |
97.35 |
97.35 |
100.29 |
95.41 |
S2 |
93.46 |
93.46 |
99.32 |
|
S3 |
82.94 |
86.83 |
98.36 |
|
S4 |
72.42 |
76.31 |
95.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.00 |
90.42 |
14.58 |
16.0% |
4.28 |
4.7% |
4% |
False |
True |
150,460 |
10 |
117.58 |
90.42 |
27.16 |
29.8% |
4.84 |
5.3% |
2% |
False |
True |
116,132 |
20 |
122.43 |
90.42 |
32.01 |
35.2% |
4.80 |
5.3% |
2% |
False |
True |
85,899 |
40 |
133.79 |
90.42 |
43.37 |
47.6% |
4.52 |
5.0% |
1% |
False |
True |
60,360 |
60 |
148.47 |
90.42 |
58.05 |
63.8% |
4.53 |
5.0% |
1% |
False |
True |
45,796 |
80 |
148.47 |
90.42 |
58.05 |
63.8% |
4.53 |
5.0% |
1% |
False |
True |
38,093 |
100 |
148.47 |
90.42 |
58.05 |
63.8% |
4.17 |
4.6% |
1% |
False |
True |
31,593 |
120 |
148.47 |
90.42 |
58.05 |
63.8% |
3.68 |
4.0% |
1% |
False |
True |
26,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.00 |
2.618 |
104.60 |
1.618 |
100.68 |
1.000 |
98.26 |
0.618 |
96.76 |
HIGH |
94.34 |
0.618 |
92.84 |
0.500 |
92.38 |
0.382 |
91.92 |
LOW |
90.42 |
0.618 |
88.00 |
1.000 |
86.50 |
1.618 |
84.08 |
2.618 |
80.16 |
4.250 |
73.76 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
92.38 |
96.66 |
PP |
91.93 |
94.78 |
S1 |
91.47 |
92.90 |
|