NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
104.30 |
102.88 |
-1.42 |
-1.4% |
110.20 |
| High |
104.98 |
103.78 |
-1.20 |
-1.1% |
110.95 |
| Low |
101.54 |
102.04 |
0.50 |
0.5% |
101.54 |
| Close |
102.30 |
102.75 |
0.45 |
0.4% |
102.75 |
| Range |
3.44 |
1.74 |
-1.70 |
-49.4% |
9.41 |
| ATR |
3.51 |
3.38 |
-0.13 |
-3.6% |
0.00 |
| Volume |
4,141 |
5,423 |
1,282 |
31.0% |
28,181 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.08 |
107.15 |
103.71 |
|
| R3 |
106.34 |
105.41 |
103.23 |
|
| R2 |
104.60 |
104.60 |
103.07 |
|
| R1 |
103.67 |
103.67 |
102.91 |
103.27 |
| PP |
102.86 |
102.86 |
102.86 |
102.65 |
| S1 |
101.93 |
101.93 |
102.59 |
101.53 |
| S2 |
101.12 |
101.12 |
102.43 |
|
| S3 |
99.38 |
100.19 |
102.27 |
|
| S4 |
97.64 |
98.45 |
101.79 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.31 |
127.44 |
107.93 |
|
| R3 |
123.90 |
118.03 |
105.34 |
|
| R2 |
114.49 |
114.49 |
104.48 |
|
| R1 |
108.62 |
108.62 |
103.61 |
106.85 |
| PP |
105.08 |
105.08 |
105.08 |
104.20 |
| S1 |
99.21 |
99.21 |
101.89 |
97.44 |
| S2 |
95.67 |
95.67 |
101.02 |
|
| S3 |
86.26 |
89.80 |
100.16 |
|
| S4 |
76.85 |
80.39 |
97.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110.95 |
101.54 |
9.41 |
9.2% |
3.34 |
3.3% |
13% |
False |
False |
5,636 |
| 10 |
119.70 |
101.54 |
18.16 |
17.7% |
3.34 |
3.3% |
7% |
False |
False |
4,850 |
| 20 |
123.30 |
101.54 |
21.76 |
21.2% |
3.13 |
3.1% |
6% |
False |
False |
3,624 |
| 40 |
133.67 |
101.54 |
32.13 |
31.3% |
2.66 |
2.6% |
4% |
False |
False |
2,913 |
| 60 |
148.35 |
101.54 |
46.81 |
45.6% |
2.30 |
2.2% |
3% |
False |
False |
2,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.18 |
|
2.618 |
108.34 |
|
1.618 |
106.60 |
|
1.000 |
105.52 |
|
0.618 |
104.86 |
|
HIGH |
103.78 |
|
0.618 |
103.12 |
|
0.500 |
102.91 |
|
0.382 |
102.70 |
|
LOW |
102.04 |
|
0.618 |
100.96 |
|
1.000 |
100.30 |
|
1.618 |
99.22 |
|
2.618 |
97.48 |
|
4.250 |
94.65 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
102.91 |
104.03 |
| PP |
102.86 |
103.60 |
| S1 |
102.80 |
103.18 |
|