NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
108.70 |
105.63 |
-3.07 |
-2.8% |
100.31 |
| High |
108.83 |
108.00 |
-0.83 |
-0.8% |
103.21 |
| Low |
103.73 |
104.11 |
0.38 |
0.4% |
91.70 |
| Close |
105.06 |
104.95 |
-0.11 |
-0.1% |
102.69 |
| Range |
5.10 |
3.89 |
-1.21 |
-23.7% |
11.51 |
| ATR |
4.39 |
4.35 |
-0.04 |
-0.8% |
0.00 |
| Volume |
11,663 |
16,537 |
4,874 |
41.8% |
42,466 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.36 |
115.04 |
107.09 |
|
| R3 |
113.47 |
111.15 |
106.02 |
|
| R2 |
109.58 |
109.58 |
105.66 |
|
| R1 |
107.26 |
107.26 |
105.31 |
106.48 |
| PP |
105.69 |
105.69 |
105.69 |
105.29 |
| S1 |
103.37 |
103.37 |
104.59 |
102.59 |
| S2 |
101.80 |
101.80 |
104.24 |
|
| S3 |
97.91 |
99.48 |
103.88 |
|
| S4 |
94.02 |
95.59 |
102.81 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.73 |
129.72 |
109.02 |
|
| R3 |
122.22 |
118.21 |
105.86 |
|
| R2 |
110.71 |
110.71 |
104.80 |
|
| R1 |
106.70 |
106.70 |
103.75 |
108.71 |
| PP |
99.20 |
99.20 |
99.20 |
100.20 |
| S1 |
95.19 |
95.19 |
101.63 |
97.20 |
| S2 |
87.69 |
87.69 |
100.58 |
|
| S3 |
76.18 |
83.68 |
99.52 |
|
| S4 |
64.67 |
72.17 |
96.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.44 |
95.50 |
13.94 |
13.3% |
5.28 |
5.0% |
68% |
False |
False |
11,011 |
| 10 |
109.44 |
91.70 |
17.74 |
16.9% |
4.52 |
4.3% |
75% |
False |
False |
9,523 |
| 20 |
121.18 |
91.70 |
29.48 |
28.1% |
4.11 |
3.9% |
45% |
False |
False |
7,631 |
| 40 |
129.51 |
91.70 |
37.81 |
36.0% |
3.91 |
3.7% |
35% |
False |
False |
5,285 |
| 60 |
148.17 |
91.70 |
56.47 |
53.8% |
3.31 |
3.2% |
23% |
False |
False |
4,205 |
| 80 |
148.17 |
91.70 |
56.47 |
53.8% |
2.73 |
2.6% |
23% |
False |
False |
3,349 |
| 100 |
148.17 |
91.70 |
56.47 |
53.8% |
2.45 |
2.3% |
23% |
False |
False |
2,843 |
| 120 |
148.17 |
91.70 |
56.47 |
53.8% |
2.06 |
2.0% |
23% |
False |
False |
2,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.53 |
|
2.618 |
118.18 |
|
1.618 |
114.29 |
|
1.000 |
111.89 |
|
0.618 |
110.40 |
|
HIGH |
108.00 |
|
0.618 |
106.51 |
|
0.500 |
106.06 |
|
0.382 |
105.60 |
|
LOW |
104.11 |
|
0.618 |
101.71 |
|
1.000 |
100.22 |
|
1.618 |
97.82 |
|
2.618 |
93.93 |
|
4.250 |
87.58 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.06 |
106.05 |
| PP |
105.69 |
105.68 |
| S1 |
105.32 |
105.32 |
|