NYMEX Light Sweet Crude Oil Future February 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 |
105.63 |
104.95 |
-0.68 |
-0.6% |
100.31 |
| High |
108.00 |
107.32 |
-0.68 |
-0.6% |
103.21 |
| Low |
104.11 |
102.77 |
-1.34 |
-1.3% |
91.70 |
| Close |
104.95 |
107.20 |
2.25 |
2.1% |
102.69 |
| Range |
3.89 |
4.55 |
0.66 |
17.0% |
11.51 |
| ATR |
4.35 |
4.37 |
0.01 |
0.3% |
0.00 |
| Volume |
16,537 |
8,882 |
-7,655 |
-46.3% |
42,466 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.41 |
117.86 |
109.70 |
|
| R3 |
114.86 |
113.31 |
108.45 |
|
| R2 |
110.31 |
110.31 |
108.03 |
|
| R1 |
108.76 |
108.76 |
107.62 |
109.54 |
| PP |
105.76 |
105.76 |
105.76 |
106.15 |
| S1 |
104.21 |
104.21 |
106.78 |
104.99 |
| S2 |
101.21 |
101.21 |
106.37 |
|
| S3 |
96.66 |
99.66 |
105.95 |
|
| S4 |
92.11 |
95.11 |
104.70 |
|
|
| 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 |
97.54 |
11.90 |
11.1% |
5.20 |
4.9% |
81% |
False |
False |
11,044 |
| 10 |
109.44 |
91.70 |
17.74 |
16.5% |
4.67 |
4.4% |
87% |
False |
False |
9,633 |
| 20 |
121.18 |
91.70 |
29.48 |
27.5% |
4.22 |
3.9% |
53% |
False |
False |
7,910 |
| 40 |
129.51 |
91.70 |
37.81 |
35.3% |
3.89 |
3.6% |
41% |
False |
False |
5,464 |
| 60 |
148.17 |
91.70 |
56.47 |
52.7% |
3.36 |
3.1% |
27% |
False |
False |
4,315 |
| 80 |
148.17 |
91.70 |
56.47 |
52.7% |
2.79 |
2.6% |
27% |
False |
False |
3,451 |
| 100 |
148.17 |
91.70 |
56.47 |
52.7% |
2.49 |
2.3% |
27% |
False |
False |
2,931 |
| 120 |
148.17 |
91.70 |
56.47 |
52.7% |
2.10 |
2.0% |
27% |
False |
False |
2,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.66 |
|
2.618 |
119.23 |
|
1.618 |
114.68 |
|
1.000 |
111.87 |
|
0.618 |
110.13 |
|
HIGH |
107.32 |
|
0.618 |
105.58 |
|
0.500 |
105.05 |
|
0.382 |
104.51 |
|
LOW |
102.77 |
|
0.618 |
99.96 |
|
1.000 |
98.22 |
|
1.618 |
95.41 |
|
2.618 |
90.86 |
|
4.250 |
83.43 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.48 |
106.73 |
| PP |
105.76 |
106.27 |
| S1 |
105.05 |
105.80 |
|