NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.75 |
104.70 |
-1.05 |
-1.0% |
101.25 |
| High |
108.10 |
107.36 |
-0.74 |
-0.7% |
103.04 |
| Low |
104.04 |
102.61 |
-1.43 |
-1.4% |
91.11 |
| Close |
104.91 |
107.11 |
2.20 |
2.1% |
102.57 |
| Range |
4.06 |
4.75 |
0.69 |
17.0% |
11.93 |
| ATR |
4.82 |
4.81 |
0.00 |
-0.1% |
0.00 |
| Volume |
53,953 |
25,551 |
-28,402 |
-52.6% |
135,604 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.94 |
118.28 |
109.72 |
|
| R3 |
115.19 |
113.53 |
108.42 |
|
| R2 |
110.44 |
110.44 |
107.98 |
|
| R1 |
108.78 |
108.78 |
107.55 |
109.61 |
| PP |
105.69 |
105.69 |
105.69 |
106.11 |
| S1 |
104.03 |
104.03 |
106.67 |
104.86 |
| S2 |
100.94 |
100.94 |
106.24 |
|
| S3 |
96.19 |
99.28 |
105.80 |
|
| S4 |
91.44 |
94.53 |
104.50 |
|
|
| 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 |
97.50 |
11.86 |
11.1% |
5.35 |
5.0% |
81% |
False |
False |
35,823 |
| 10 |
109.36 |
91.11 |
18.25 |
17.0% |
5.13 |
4.8% |
88% |
False |
False |
30,543 |
| 20 |
121.09 |
91.11 |
29.98 |
28.0% |
4.75 |
4.4% |
53% |
False |
False |
22,241 |
| 40 |
129.52 |
91.11 |
38.41 |
35.9% |
4.37 |
4.1% |
42% |
False |
False |
15,103 |
| 60 |
148.35 |
91.11 |
57.24 |
53.4% |
4.21 |
3.9% |
28% |
False |
False |
11,814 |
| 80 |
148.35 |
91.11 |
57.24 |
53.4% |
3.91 |
3.7% |
28% |
False |
False |
9,492 |
| 100 |
148.35 |
91.11 |
57.24 |
53.4% |
3.55 |
3.3% |
28% |
False |
False |
8,052 |
| 120 |
148.35 |
91.11 |
57.24 |
53.4% |
3.14 |
2.9% |
28% |
False |
False |
6,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.55 |
|
2.618 |
119.80 |
|
1.618 |
115.05 |
|
1.000 |
112.11 |
|
0.618 |
110.30 |
|
HIGH |
107.36 |
|
0.618 |
105.55 |
|
0.500 |
104.99 |
|
0.382 |
104.42 |
|
LOW |
102.61 |
|
0.618 |
99.67 |
|
1.000 |
97.86 |
|
1.618 |
94.92 |
|
2.618 |
90.17 |
|
4.250 |
82.42 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.40 |
106.65 |
| PP |
105.69 |
106.19 |
| S1 |
104.99 |
105.73 |
|