NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
96.84 |
97.60 |
0.76 |
0.8% |
100.00 |
High |
101.86 |
103.09 |
1.23 |
1.2% |
103.09 |
Low |
95.41 |
97.10 |
1.69 |
1.8% |
90.66 |
Close |
97.60 |
102.54 |
4.94 |
5.1% |
102.54 |
Range |
6.45 |
5.99 |
-0.46 |
-7.1% |
12.43 |
ATR |
4.99 |
5.06 |
0.07 |
1.4% |
0.00 |
Volume |
121,310 |
109,851 |
-11,459 |
-9.4% |
529,628 |
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118.88 |
116.70 |
105.83 |
|
R3 |
112.89 |
110.71 |
104.19 |
|
R2 |
106.90 |
106.90 |
103.64 |
|
R1 |
104.72 |
104.72 |
103.09 |
105.81 |
PP |
100.91 |
100.91 |
100.91 |
101.46 |
S1 |
98.73 |
98.73 |
101.99 |
99.82 |
S2 |
94.92 |
94.92 |
101.44 |
|
S3 |
88.93 |
92.74 |
100.89 |
|
S4 |
82.94 |
86.75 |
99.25 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.05 |
131.73 |
109.38 |
|
R3 |
123.62 |
119.30 |
105.96 |
|
R2 |
111.19 |
111.19 |
104.82 |
|
R1 |
106.87 |
106.87 |
103.68 |
109.03 |
PP |
98.76 |
98.76 |
98.76 |
99.85 |
S1 |
94.44 |
94.44 |
101.40 |
96.60 |
S2 |
86.33 |
86.33 |
100.26 |
|
S3 |
73.90 |
82.01 |
99.12 |
|
S4 |
61.47 |
69.58 |
95.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.09 |
90.66 |
12.43 |
12.1% |
5.77 |
5.6% |
96% |
True |
False |
105,925 |
10 |
110.98 |
90.66 |
20.32 |
19.8% |
4.93 |
4.8% |
58% |
False |
False |
87,298 |
20 |
122.78 |
90.66 |
32.12 |
31.3% |
4.99 |
4.9% |
37% |
False |
False |
69,599 |
40 |
129.58 |
90.66 |
38.92 |
38.0% |
4.68 |
4.6% |
31% |
False |
False |
58,817 |
60 |
148.60 |
90.66 |
57.94 |
56.5% |
4.67 |
4.6% |
21% |
False |
False |
51,554 |
80 |
148.60 |
90.66 |
57.94 |
56.5% |
4.73 |
4.6% |
21% |
False |
False |
48,243 |
100 |
148.60 |
90.66 |
57.94 |
56.5% |
4.58 |
4.5% |
21% |
False |
False |
46,327 |
120 |
148.60 |
90.66 |
57.94 |
56.5% |
4.24 |
4.1% |
21% |
False |
False |
41,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.55 |
2.618 |
118.77 |
1.618 |
112.78 |
1.000 |
109.08 |
0.618 |
106.79 |
HIGH |
103.09 |
0.618 |
100.80 |
0.500 |
100.10 |
0.382 |
99.39 |
LOW |
97.10 |
0.618 |
93.40 |
1.000 |
91.11 |
1.618 |
87.41 |
2.618 |
81.42 |
4.250 |
71.64 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
101.73 |
100.75 |
PP |
100.91 |
98.96 |
S1 |
100.10 |
97.17 |
|