NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
107.36 |
103.45 |
-3.91 |
-3.6% |
117.83 |
| High |
107.36 |
105.86 |
-1.50 |
-1.4% |
118.20 |
| Low |
105.20 |
103.10 |
-2.10 |
-2.0% |
107.00 |
| Close |
104.56 |
103.63 |
-0.93 |
-0.9% |
108.12 |
| Range |
2.16 |
2.76 |
0.60 |
27.8% |
11.20 |
| ATR |
3.74 |
3.67 |
-0.07 |
-1.9% |
0.00 |
| Volume |
5,231 |
8,338 |
3,107 |
59.4% |
25,577 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.48 |
110.81 |
105.15 |
|
| R3 |
109.72 |
108.05 |
104.39 |
|
| R2 |
106.96 |
106.96 |
104.14 |
|
| R1 |
105.29 |
105.29 |
103.88 |
106.13 |
| PP |
104.20 |
104.20 |
104.20 |
104.61 |
| S1 |
102.53 |
102.53 |
103.38 |
103.37 |
| S2 |
101.44 |
101.44 |
103.12 |
|
| S3 |
98.68 |
99.77 |
102.87 |
|
| S4 |
95.92 |
97.01 |
102.11 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.71 |
137.61 |
114.28 |
|
| R3 |
133.51 |
126.41 |
111.20 |
|
| R2 |
122.31 |
122.31 |
110.17 |
|
| R1 |
115.21 |
115.21 |
109.15 |
113.16 |
| PP |
111.11 |
111.11 |
111.11 |
110.08 |
| S1 |
104.01 |
104.01 |
107.09 |
101.96 |
| S2 |
99.91 |
99.91 |
106.07 |
|
| S3 |
88.71 |
92.81 |
105.04 |
|
| S4 |
77.51 |
81.61 |
101.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.15 |
103.10 |
9.05 |
8.7% |
2.89 |
2.8% |
6% |
False |
True |
6,536 |
| 10 |
121.18 |
103.10 |
18.08 |
17.4% |
3.70 |
3.6% |
3% |
False |
True |
5,739 |
| 20 |
123.65 |
103.10 |
20.55 |
19.8% |
3.78 |
3.6% |
3% |
False |
True |
4,070 |
| 40 |
138.64 |
103.10 |
35.54 |
34.3% |
3.35 |
3.2% |
1% |
False |
True |
3,481 |
| 60 |
148.17 |
103.10 |
45.07 |
43.5% |
2.79 |
2.7% |
1% |
False |
True |
2,712 |
| 80 |
148.17 |
103.10 |
45.07 |
43.5% |
2.37 |
2.3% |
1% |
False |
True |
2,269 |
| 100 |
148.17 |
103.10 |
45.07 |
43.5% |
2.02 |
1.9% |
1% |
False |
True |
1,923 |
| 120 |
148.17 |
95.99 |
52.18 |
50.4% |
1.69 |
1.6% |
15% |
False |
False |
1,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.59 |
|
2.618 |
113.09 |
|
1.618 |
110.33 |
|
1.000 |
108.62 |
|
0.618 |
107.57 |
|
HIGH |
105.86 |
|
0.618 |
104.81 |
|
0.500 |
104.48 |
|
0.382 |
104.15 |
|
LOW |
103.10 |
|
0.618 |
101.39 |
|
1.000 |
100.34 |
|
1.618 |
98.63 |
|
2.618 |
95.87 |
|
4.250 |
91.37 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.48 |
106.85 |
| PP |
104.20 |
105.78 |
| S1 |
103.91 |
104.70 |
|