NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
108.18 |
104.24 |
-3.94 |
-3.6% |
115.30 |
| High |
108.18 |
106.51 |
-1.67 |
-1.5% |
115.30 |
| Low |
103.96 |
103.06 |
-0.90 |
-0.9% |
107.70 |
| Close |
104.96 |
104.00 |
-0.96 |
-0.9% |
108.52 |
| Range |
4.22 |
3.45 |
-0.77 |
-18.2% |
7.60 |
| ATR |
3.52 |
3.51 |
0.00 |
-0.1% |
0.00 |
| Volume |
4,588 |
9,571 |
4,983 |
108.6% |
16,235 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.87 |
112.89 |
105.90 |
|
| R3 |
111.42 |
109.44 |
104.95 |
|
| R2 |
107.97 |
107.97 |
104.63 |
|
| R1 |
105.99 |
105.99 |
104.32 |
105.26 |
| PP |
104.52 |
104.52 |
104.52 |
104.16 |
| S1 |
102.54 |
102.54 |
103.68 |
101.81 |
| S2 |
101.07 |
101.07 |
103.37 |
|
| S3 |
97.62 |
99.09 |
103.05 |
|
| S4 |
94.17 |
95.64 |
102.10 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.31 |
128.51 |
112.70 |
|
| R3 |
125.71 |
120.91 |
110.61 |
|
| R2 |
118.11 |
118.11 |
109.91 |
|
| R1 |
113.31 |
113.31 |
109.22 |
111.91 |
| PP |
110.51 |
110.51 |
110.51 |
109.81 |
| S1 |
105.71 |
105.71 |
107.82 |
104.31 |
| S2 |
102.91 |
102.91 |
107.13 |
|
| S3 |
95.31 |
98.11 |
106.43 |
|
| S4 |
87.71 |
90.51 |
104.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.40 |
103.06 |
9.34 |
9.0% |
3.52 |
3.4% |
10% |
False |
True |
5,177 |
| 10 |
121.38 |
103.06 |
18.32 |
17.6% |
3.51 |
3.4% |
5% |
False |
True |
4,617 |
| 20 |
123.30 |
103.06 |
20.24 |
19.5% |
3.16 |
3.0% |
5% |
False |
True |
3,316 |
| 40 |
140.01 |
103.06 |
36.95 |
35.5% |
2.66 |
2.6% |
3% |
False |
True |
2,756 |
| 60 |
148.35 |
103.06 |
45.29 |
43.5% |
2.21 |
2.1% |
2% |
False |
True |
2,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.17 |
|
2.618 |
115.54 |
|
1.618 |
112.09 |
|
1.000 |
109.96 |
|
0.618 |
108.64 |
|
HIGH |
106.51 |
|
0.618 |
105.19 |
|
0.500 |
104.79 |
|
0.382 |
104.38 |
|
LOW |
103.06 |
|
0.618 |
100.93 |
|
1.000 |
99.61 |
|
1.618 |
97.48 |
|
2.618 |
94.03 |
|
4.250 |
88.40 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.79 |
107.01 |
| PP |
104.52 |
106.00 |
| S1 |
104.26 |
105.00 |
|