NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.95 |
103.68 |
0.73 |
0.7% |
118.13 |
| High |
105.50 |
104.13 |
-1.37 |
-1.3% |
118.20 |
| Low |
102.30 |
101.00 |
-1.30 |
-1.3% |
106.73 |
| Close |
103.25 |
101.58 |
-1.67 |
-1.6% |
107.66 |
| Range |
3.20 |
3.13 |
-0.07 |
-2.2% |
11.47 |
| ATR |
4.25 |
4.17 |
-0.08 |
-1.9% |
0.00 |
| Volume |
19,636 |
18,822 |
-814 |
-4.1% |
55,114 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.63 |
109.73 |
103.30 |
|
| R3 |
108.50 |
106.60 |
102.44 |
|
| R2 |
105.37 |
105.37 |
102.15 |
|
| R1 |
103.47 |
103.47 |
101.87 |
102.86 |
| PP |
102.24 |
102.24 |
102.24 |
101.93 |
| S1 |
100.34 |
100.34 |
101.29 |
99.73 |
| S2 |
99.11 |
99.11 |
101.01 |
|
| S3 |
95.98 |
97.21 |
100.72 |
|
| S4 |
92.85 |
94.08 |
99.86 |
|
|
| 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 |
111.02 |
101.00 |
10.02 |
9.9% |
3.55 |
3.5% |
6% |
False |
True |
14,694 |
| 10 |
121.09 |
101.00 |
20.09 |
19.8% |
4.37 |
4.3% |
3% |
False |
True |
13,938 |
| 20 |
123.22 |
101.00 |
22.22 |
21.9% |
4.24 |
4.2% |
3% |
False |
True |
10,119 |
| 40 |
138.50 |
101.00 |
37.50 |
36.9% |
4.11 |
4.0% |
2% |
False |
True |
8,848 |
| 60 |
148.35 |
101.00 |
47.35 |
46.6% |
3.76 |
3.7% |
1% |
False |
True |
7,145 |
| 80 |
148.35 |
101.00 |
47.35 |
46.6% |
3.60 |
3.5% |
1% |
False |
True |
6,042 |
| 100 |
148.35 |
101.00 |
47.35 |
46.6% |
3.12 |
3.1% |
1% |
False |
True |
5,045 |
| 120 |
148.35 |
97.38 |
50.97 |
50.2% |
2.83 |
2.8% |
8% |
False |
False |
4,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.43 |
|
2.618 |
112.32 |
|
1.618 |
109.19 |
|
1.000 |
107.26 |
|
0.618 |
106.06 |
|
HIGH |
104.13 |
|
0.618 |
102.93 |
|
0.500 |
102.57 |
|
0.382 |
102.20 |
|
LOW |
101.00 |
|
0.618 |
99.07 |
|
1.000 |
97.87 |
|
1.618 |
95.94 |
|
2.618 |
92.81 |
|
4.250 |
87.70 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.57 |
103.83 |
| PP |
102.24 |
103.08 |
| S1 |
101.91 |
102.33 |
|