NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.66 |
108.54 |
5.88 |
5.7% |
101.25 |
| High |
109.36 |
108.84 |
-0.52 |
-0.5% |
103.04 |
| Low |
102.66 |
103.14 |
0.48 |
0.5% |
91.11 |
| Close |
108.78 |
105.10 |
-3.68 |
-3.4% |
102.57 |
| Range |
6.70 |
5.70 |
-1.00 |
-14.9% |
11.93 |
| ATR |
4.81 |
4.87 |
0.06 |
1.3% |
0.00 |
| Volume |
23,320 |
48,390 |
25,070 |
107.5% |
135,604 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.79 |
119.65 |
108.24 |
|
| R3 |
117.09 |
113.95 |
106.67 |
|
| R2 |
111.39 |
111.39 |
106.15 |
|
| R1 |
108.25 |
108.25 |
105.62 |
106.97 |
| PP |
105.69 |
105.69 |
105.69 |
105.06 |
| S1 |
102.55 |
102.55 |
104.58 |
101.27 |
| S2 |
99.99 |
99.99 |
104.06 |
|
| S3 |
94.29 |
96.85 |
103.53 |
|
| S4 |
88.59 |
91.15 |
101.97 |
|
|
| 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 |
109.36 |
91.52 |
17.84 |
17.0% |
5.94 |
5.7% |
76% |
False |
False |
33,352 |
| 10 |
109.36 |
91.11 |
18.25 |
17.4% |
4.88 |
4.6% |
77% |
False |
False |
26,439 |
| 20 |
121.09 |
91.11 |
29.98 |
28.5% |
4.68 |
4.5% |
47% |
False |
False |
18,871 |
| 40 |
129.52 |
91.11 |
38.41 |
36.5% |
4.42 |
4.2% |
36% |
False |
False |
13,378 |
| 60 |
148.35 |
91.11 |
57.24 |
54.5% |
4.16 |
4.0% |
24% |
False |
False |
10,593 |
| 80 |
148.35 |
91.11 |
57.24 |
54.5% |
3.86 |
3.7% |
24% |
False |
False |
8,548 |
| 100 |
148.35 |
91.11 |
57.24 |
54.5% |
3.49 |
3.3% |
24% |
False |
False |
7,269 |
| 120 |
148.35 |
91.11 |
57.24 |
54.5% |
3.09 |
2.9% |
24% |
False |
False |
6,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.07 |
|
2.618 |
123.76 |
|
1.618 |
118.06 |
|
1.000 |
114.54 |
|
0.618 |
112.36 |
|
HIGH |
108.84 |
|
0.618 |
106.66 |
|
0.500 |
105.99 |
|
0.382 |
105.32 |
|
LOW |
103.14 |
|
0.618 |
99.62 |
|
1.000 |
97.44 |
|
1.618 |
93.92 |
|
2.618 |
88.22 |
|
4.250 |
78.92 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.99 |
104.54 |
| PP |
105.69 |
103.99 |
| S1 |
105.40 |
103.43 |
|