NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
101.62 |
100.31 |
-1.31 |
-1.3% |
110.02 |
| High |
103.51 |
101.73 |
-1.78 |
-1.7% |
110.60 |
| Low |
101.31 |
96.05 |
-5.26 |
-5.2% |
101.31 |
| Close |
102.39 |
96.83 |
-5.56 |
-5.4% |
102.39 |
| Range |
2.20 |
5.68 |
3.48 |
158.2% |
9.29 |
| ATR |
3.52 |
3.72 |
0.20 |
5.7% |
0.00 |
| Volume |
8,898 |
4,971 |
-3,927 |
-44.1% |
37,194 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.24 |
111.72 |
99.95 |
|
| R3 |
109.56 |
106.04 |
98.39 |
|
| R2 |
103.88 |
103.88 |
97.87 |
|
| R1 |
100.36 |
100.36 |
97.35 |
99.28 |
| PP |
98.20 |
98.20 |
98.20 |
97.67 |
| S1 |
94.68 |
94.68 |
96.31 |
93.60 |
| S2 |
92.52 |
92.52 |
95.79 |
|
| S3 |
86.84 |
89.00 |
95.27 |
|
| S4 |
81.16 |
83.32 |
93.71 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.64 |
126.80 |
107.50 |
|
| R3 |
123.35 |
117.51 |
104.94 |
|
| R2 |
114.06 |
114.06 |
104.09 |
|
| R1 |
108.22 |
108.22 |
103.24 |
106.50 |
| PP |
104.77 |
104.77 |
104.77 |
103.90 |
| S1 |
98.93 |
98.93 |
101.54 |
97.21 |
| S2 |
95.48 |
95.48 |
100.69 |
|
| S3 |
86.19 |
89.64 |
99.84 |
|
| S4 |
76.90 |
80.35 |
97.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.36 |
96.05 |
11.31 |
11.7% |
3.17 |
3.3% |
7% |
False |
True |
7,044 |
| 10 |
118.20 |
96.05 |
22.15 |
22.9% |
3.83 |
4.0% |
4% |
False |
True |
6,774 |
| 20 |
123.65 |
96.05 |
27.60 |
28.5% |
3.83 |
4.0% |
3% |
False |
True |
4,772 |
| 40 |
133.55 |
96.05 |
37.50 |
38.7% |
3.49 |
3.6% |
2% |
False |
True |
3,813 |
| 60 |
148.17 |
96.05 |
52.12 |
53.8% |
2.91 |
3.0% |
1% |
False |
True |
3,040 |
| 80 |
148.17 |
96.05 |
52.12 |
53.8% |
2.37 |
2.4% |
1% |
False |
True |
2,514 |
| 100 |
148.17 |
96.05 |
52.12 |
53.8% |
2.12 |
2.2% |
1% |
False |
True |
2,134 |
| 120 |
148.17 |
95.99 |
52.18 |
53.9% |
1.78 |
1.8% |
2% |
False |
False |
1,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.87 |
|
2.618 |
116.60 |
|
1.618 |
110.92 |
|
1.000 |
107.41 |
|
0.618 |
105.24 |
|
HIGH |
101.73 |
|
0.618 |
99.56 |
|
0.500 |
98.89 |
|
0.382 |
98.22 |
|
LOW |
96.05 |
|
0.618 |
92.54 |
|
1.000 |
90.37 |
|
1.618 |
86.86 |
|
2.618 |
81.18 |
|
4.250 |
71.91 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
98.89 |
100.30 |
| PP |
98.20 |
99.14 |
| S1 |
97.52 |
97.99 |
|