NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
108.00 |
106.64 |
-1.36 |
-1.3% |
118.13 |
| High |
111.02 |
106.65 |
-4.37 |
-3.9% |
118.20 |
| Low |
106.19 |
102.99 |
-3.20 |
-3.0% |
106.73 |
| Close |
107.47 |
104.15 |
-3.32 |
-3.1% |
107.66 |
| Range |
4.83 |
3.66 |
-1.17 |
-24.2% |
11.47 |
| ATR |
4.32 |
4.33 |
0.01 |
0.3% |
0.00 |
| Volume |
12,160 |
10,057 |
-2,103 |
-17.3% |
55,114 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.58 |
113.52 |
106.16 |
|
| R3 |
111.92 |
109.86 |
105.16 |
|
| R2 |
108.26 |
108.26 |
104.82 |
|
| R1 |
106.20 |
106.20 |
104.49 |
105.40 |
| PP |
104.60 |
104.60 |
104.60 |
104.20 |
| S1 |
102.54 |
102.54 |
103.81 |
101.74 |
| S2 |
100.94 |
100.94 |
103.48 |
|
| S3 |
97.28 |
98.88 |
103.14 |
|
| S4 |
93.62 |
95.22 |
102.14 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.27 |
137.94 |
113.97 |
|
| R3 |
133.80 |
126.47 |
110.81 |
|
| R2 |
122.33 |
122.33 |
109.76 |
|
| R1 |
115.00 |
115.00 |
108.71 |
112.93 |
| PP |
110.86 |
110.86 |
110.86 |
109.83 |
| S1 |
103.53 |
103.53 |
106.61 |
101.46 |
| S2 |
99.39 |
99.39 |
105.56 |
|
| S3 |
87.92 |
92.06 |
104.51 |
|
| S4 |
76.45 |
80.59 |
101.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.84 |
102.99 |
8.85 |
8.5% |
3.40 |
3.3% |
13% |
False |
True |
13,613 |
| 10 |
121.09 |
102.99 |
18.10 |
17.4% |
4.48 |
4.3% |
6% |
False |
True |
11,304 |
| 20 |
123.22 |
102.99 |
20.23 |
19.4% |
4.27 |
4.1% |
6% |
False |
True |
9,244 |
| 40 |
147.30 |
102.99 |
44.31 |
42.5% |
4.29 |
4.1% |
3% |
False |
True |
8,154 |
| 60 |
148.35 |
102.99 |
45.36 |
43.6% |
3.74 |
3.6% |
3% |
False |
True |
6,565 |
| 80 |
148.35 |
102.99 |
45.36 |
43.6% |
3.56 |
3.4% |
3% |
False |
True |
5,601 |
| 100 |
148.35 |
102.99 |
45.36 |
43.6% |
3.07 |
2.9% |
3% |
False |
True |
4,665 |
| 120 |
148.35 |
96.69 |
51.66 |
49.6% |
2.80 |
2.7% |
14% |
False |
False |
3,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.21 |
|
2.618 |
116.23 |
|
1.618 |
112.57 |
|
1.000 |
110.31 |
|
0.618 |
108.91 |
|
HIGH |
106.65 |
|
0.618 |
105.25 |
|
0.500 |
104.82 |
|
0.382 |
104.39 |
|
LOW |
102.99 |
|
0.618 |
100.73 |
|
1.000 |
99.33 |
|
1.618 |
97.07 |
|
2.618 |
93.41 |
|
4.250 |
87.44 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.82 |
107.01 |
| PP |
104.60 |
106.05 |
| S1 |
104.37 |
105.10 |
|