NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
104.95 |
106.56 |
1.61 |
1.5% |
102.65 |
| High |
107.32 |
106.59 |
-0.73 |
-0.7% |
109.44 |
| Low |
102.77 |
103.96 |
1.19 |
1.2% |
102.65 |
| Close |
107.20 |
106.31 |
-0.89 |
-0.8% |
106.31 |
| Range |
4.55 |
2.63 |
-1.92 |
-42.2% |
6.79 |
| ATR |
4.37 |
4.29 |
-0.08 |
-1.8% |
0.00 |
| Volume |
8,882 |
9,647 |
765 |
8.6% |
54,614 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.51 |
112.54 |
107.76 |
|
| R3 |
110.88 |
109.91 |
107.03 |
|
| R2 |
108.25 |
108.25 |
106.79 |
|
| R1 |
107.28 |
107.28 |
106.55 |
106.45 |
| PP |
105.62 |
105.62 |
105.62 |
105.21 |
| S1 |
104.65 |
104.65 |
106.07 |
103.82 |
| S2 |
102.99 |
102.99 |
105.83 |
|
| S3 |
100.36 |
102.02 |
105.59 |
|
| S4 |
97.73 |
99.39 |
104.86 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.50 |
123.20 |
110.04 |
|
| R3 |
119.71 |
116.41 |
108.18 |
|
| R2 |
112.92 |
112.92 |
107.55 |
|
| R1 |
109.62 |
109.62 |
106.93 |
111.27 |
| PP |
106.13 |
106.13 |
106.13 |
106.96 |
| S1 |
102.83 |
102.83 |
105.69 |
104.48 |
| S2 |
99.34 |
99.34 |
105.07 |
|
| S3 |
92.55 |
96.04 |
104.44 |
|
| S4 |
85.76 |
89.25 |
102.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.44 |
102.65 |
6.79 |
6.4% |
4.59 |
4.3% |
54% |
False |
False |
10,922 |
| 10 |
109.44 |
91.70 |
17.74 |
16.7% |
4.71 |
4.4% |
82% |
False |
False |
9,708 |
| 20 |
119.70 |
91.70 |
28.00 |
26.3% |
4.12 |
3.9% |
52% |
False |
False |
8,235 |
| 40 |
129.51 |
91.70 |
37.81 |
35.6% |
3.88 |
3.7% |
39% |
False |
False |
5,622 |
| 60 |
148.17 |
91.70 |
56.47 |
53.1% |
3.40 |
3.2% |
26% |
False |
False |
4,446 |
| 80 |
148.17 |
91.70 |
56.47 |
53.1% |
2.82 |
2.7% |
26% |
False |
False |
3,564 |
| 100 |
148.17 |
91.70 |
56.47 |
53.1% |
2.50 |
2.3% |
26% |
False |
False |
3,023 |
| 120 |
148.17 |
91.70 |
56.47 |
53.1% |
2.12 |
2.0% |
26% |
False |
False |
2,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.77 |
|
2.618 |
113.48 |
|
1.618 |
110.85 |
|
1.000 |
109.22 |
|
0.618 |
108.22 |
|
HIGH |
106.59 |
|
0.618 |
105.59 |
|
0.500 |
105.28 |
|
0.382 |
104.96 |
|
LOW |
103.96 |
|
0.618 |
102.33 |
|
1.000 |
101.33 |
|
1.618 |
99.70 |
|
2.618 |
97.07 |
|
4.250 |
92.78 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.97 |
106.00 |
| PP |
105.62 |
105.69 |
| S1 |
105.28 |
105.39 |
|