NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 29-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
106.56 |
105.65 |
-0.91 |
-0.9% |
102.65 |
High |
106.59 |
105.77 |
-0.82 |
-0.8% |
109.44 |
Low |
103.96 |
96.53 |
-7.43 |
-7.1% |
102.65 |
Close |
106.31 |
96.69 |
-9.62 |
-9.0% |
106.31 |
Range |
2.63 |
9.24 |
6.61 |
251.3% |
6.79 |
ATR |
4.29 |
4.68 |
0.39 |
9.2% |
0.00 |
Volume |
9,647 |
6,322 |
-3,325 |
-34.5% |
54,614 |
|
Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.38 |
121.28 |
101.77 |
|
R3 |
118.14 |
112.04 |
99.23 |
|
R2 |
108.90 |
108.90 |
98.38 |
|
R1 |
102.80 |
102.80 |
97.54 |
101.23 |
PP |
99.66 |
99.66 |
99.66 |
98.88 |
S1 |
93.56 |
93.56 |
95.84 |
91.99 |
S2 |
90.42 |
90.42 |
95.00 |
|
S3 |
81.18 |
84.32 |
94.15 |
|
S4 |
71.94 |
75.08 |
91.61 |
|
|
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 |
108.83 |
96.53 |
12.30 |
12.7% |
5.08 |
5.3% |
1% |
False |
True |
10,610 |
10 |
109.44 |
91.70 |
17.74 |
18.3% |
5.07 |
5.2% |
28% |
False |
False |
9,843 |
20 |
118.20 |
91.70 |
26.50 |
27.4% |
4.45 |
4.6% |
19% |
False |
False |
8,308 |
40 |
127.89 |
91.70 |
36.19 |
37.4% |
3.98 |
4.1% |
14% |
False |
False |
5,706 |
60 |
148.17 |
91.70 |
56.47 |
58.4% |
3.56 |
3.7% |
9% |
False |
False |
4,522 |
80 |
148.17 |
91.70 |
56.47 |
58.4% |
2.91 |
3.0% |
9% |
False |
False |
3,638 |
100 |
148.17 |
91.70 |
56.47 |
58.4% |
2.57 |
2.7% |
9% |
False |
False |
3,072 |
120 |
148.17 |
91.70 |
56.47 |
58.4% |
2.20 |
2.3% |
9% |
False |
False |
2,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.04 |
2.618 |
129.96 |
1.618 |
120.72 |
1.000 |
115.01 |
0.618 |
111.48 |
HIGH |
105.77 |
0.618 |
102.24 |
0.500 |
101.15 |
0.382 |
100.06 |
LOW |
96.53 |
0.618 |
90.82 |
1.000 |
87.29 |
1.618 |
81.58 |
2.618 |
72.34 |
4.250 |
57.26 |
|
|
Fisher Pivots for day following 29-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
101.15 |
101.93 |
PP |
99.66 |
100.18 |
S1 |
98.18 |
98.44 |
|