NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
97.50 |
98.00 |
0.50 |
0.5% |
101.25 |
| High |
101.35 |
103.04 |
1.69 |
1.7% |
103.04 |
| Low |
95.51 |
97.50 |
1.99 |
2.1% |
91.11 |
| Close |
97.72 |
102.57 |
4.85 |
5.0% |
102.57 |
| Range |
5.84 |
5.54 |
-0.30 |
-5.1% |
11.93 |
| ATR |
4.59 |
4.66 |
0.07 |
1.5% |
0.00 |
| Volume |
24,670 |
27,904 |
3,234 |
13.1% |
135,604 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.66 |
115.65 |
105.62 |
|
| R3 |
112.12 |
110.11 |
104.09 |
|
| R2 |
106.58 |
106.58 |
103.59 |
|
| R1 |
104.57 |
104.57 |
103.08 |
105.58 |
| PP |
101.04 |
101.04 |
101.04 |
101.54 |
| S1 |
99.03 |
99.03 |
102.06 |
100.04 |
| S2 |
95.50 |
95.50 |
101.55 |
|
| S3 |
89.96 |
93.49 |
101.05 |
|
| S4 |
84.42 |
87.95 |
99.52 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.70 |
130.56 |
109.13 |
|
| R3 |
122.77 |
118.63 |
105.85 |
|
| R2 |
110.84 |
110.84 |
104.76 |
|
| R1 |
106.70 |
106.70 |
103.66 |
108.77 |
| PP |
98.91 |
98.91 |
98.91 |
99.94 |
| S1 |
94.77 |
94.77 |
101.48 |
96.84 |
| S2 |
86.98 |
86.98 |
100.38 |
|
| S3 |
75.05 |
82.84 |
99.29 |
|
| S4 |
63.12 |
70.91 |
96.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.04 |
91.11 |
11.93 |
11.6% |
5.49 |
5.4% |
96% |
True |
False |
27,120 |
| 10 |
111.02 |
91.11 |
19.91 |
19.4% |
4.49 |
4.4% |
58% |
False |
False |
21,489 |
| 20 |
123.22 |
91.11 |
32.11 |
31.3% |
4.52 |
4.4% |
36% |
False |
False |
16,080 |
| 40 |
129.52 |
91.11 |
38.41 |
37.4% |
4.24 |
4.1% |
30% |
False |
False |
11,993 |
| 60 |
148.35 |
91.11 |
57.24 |
55.8% |
4.04 |
3.9% |
20% |
False |
False |
9,480 |
| 80 |
148.35 |
91.11 |
57.24 |
55.8% |
3.78 |
3.7% |
20% |
False |
False |
7,709 |
| 100 |
148.35 |
91.11 |
57.24 |
55.8% |
3.37 |
3.3% |
20% |
False |
False |
6,560 |
| 120 |
148.35 |
91.11 |
57.24 |
55.8% |
3.01 |
2.9% |
20% |
False |
False |
5,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.59 |
|
2.618 |
117.54 |
|
1.618 |
112.00 |
|
1.000 |
108.58 |
|
0.618 |
106.46 |
|
HIGH |
103.04 |
|
0.618 |
100.92 |
|
0.500 |
100.27 |
|
0.382 |
99.62 |
|
LOW |
97.50 |
|
0.618 |
94.08 |
|
1.000 |
91.96 |
|
1.618 |
88.54 |
|
2.618 |
83.00 |
|
4.250 |
73.96 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.80 |
100.81 |
| PP |
101.04 |
99.04 |
| S1 |
100.27 |
97.28 |
|