NYMEX Light Sweet Crude Oil Future November 2008
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 |
92.60 |
96.82 |
4.22 |
4.6% |
108.37 |
High |
97.40 |
101.94 |
4.54 |
4.7% |
110.60 |
Low |
91.11 |
95.50 |
4.39 |
4.8% |
100.08 |
Close |
96.96 |
97.54 |
0.58 |
0.6% |
101.25 |
Range |
6.29 |
6.44 |
0.15 |
2.4% |
10.52 |
ATR |
4.93 |
5.04 |
0.11 |
2.2% |
0.00 |
Volume |
212,652 |
218,882 |
6,230 |
2.9% |
514,703 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117.65 |
114.03 |
101.08 |
|
R3 |
111.21 |
107.59 |
99.31 |
|
R2 |
104.77 |
104.77 |
98.72 |
|
R1 |
101.15 |
101.15 |
98.13 |
102.96 |
PP |
98.33 |
98.33 |
98.33 |
99.23 |
S1 |
94.71 |
94.71 |
96.95 |
96.52 |
S2 |
91.89 |
91.89 |
96.36 |
|
S3 |
85.45 |
88.27 |
95.77 |
|
S4 |
79.01 |
81.83 |
94.00 |
|
|
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 |
102.89 |
90.42 |
12.47 |
12.8% |
5.37 |
5.5% |
57% |
False |
False |
174,684 |
10 |
111.04 |
90.42 |
20.62 |
21.1% |
4.66 |
4.8% |
35% |
False |
False |
141,477 |
20 |
122.43 |
90.42 |
32.01 |
32.8% |
5.03 |
5.2% |
22% |
False |
False |
103,528 |
40 |
129.66 |
90.42 |
39.24 |
40.2% |
4.60 |
4.7% |
18% |
False |
False |
70,417 |
60 |
148.47 |
90.42 |
58.05 |
59.5% |
4.66 |
4.8% |
12% |
False |
False |
52,617 |
80 |
148.47 |
90.42 |
58.05 |
59.5% |
4.60 |
4.7% |
12% |
False |
False |
43,025 |
100 |
148.47 |
90.42 |
58.05 |
59.5% |
4.28 |
4.4% |
12% |
False |
False |
35,830 |
120 |
148.47 |
90.42 |
58.05 |
59.5% |
3.74 |
3.8% |
12% |
False |
False |
30,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129.31 |
2.618 |
118.80 |
1.618 |
112.36 |
1.000 |
108.38 |
0.618 |
105.92 |
HIGH |
101.94 |
0.618 |
99.48 |
0.500 |
98.72 |
0.382 |
97.96 |
LOW |
95.50 |
0.618 |
91.52 |
1.000 |
89.06 |
1.618 |
85.08 |
2.618 |
78.64 |
4.250 |
68.13 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
98.72 |
97.09 |
PP |
98.33 |
96.63 |
S1 |
97.93 |
96.18 |
|