NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
95.22 |
97.22 |
2.00 |
2.1% |
110.20 |
| High |
97.32 |
100.75 |
3.43 |
3.5% |
110.95 |
| Low |
91.94 |
96.10 |
4.16 |
4.5% |
101.54 |
| Close |
97.22 |
98.08 |
0.86 |
0.9% |
102.75 |
| Range |
5.38 |
4.65 |
-0.73 |
-13.6% |
9.41 |
| ATR |
3.90 |
3.96 |
0.05 |
1.4% |
0.00 |
| Volume |
5,816 |
8,396 |
2,580 |
44.4% |
28,181 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.26 |
109.82 |
100.64 |
|
| R3 |
107.61 |
105.17 |
99.36 |
|
| R2 |
102.96 |
102.96 |
98.93 |
|
| R1 |
100.52 |
100.52 |
98.51 |
101.74 |
| PP |
98.31 |
98.31 |
98.31 |
98.92 |
| S1 |
95.87 |
95.87 |
97.65 |
97.09 |
| S2 |
93.66 |
93.66 |
97.23 |
|
| S3 |
89.01 |
91.22 |
96.80 |
|
| S4 |
84.36 |
86.57 |
95.52 |
|
|
| 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 |
103.78 |
91.80 |
11.98 |
12.2% |
4.34 |
4.4% |
52% |
False |
False |
5,776 |
| 10 |
110.95 |
91.80 |
19.15 |
19.5% |
3.95 |
4.0% |
33% |
False |
False |
5,462 |
| 20 |
123.30 |
91.80 |
31.50 |
32.1% |
3.58 |
3.7% |
20% |
False |
False |
4,397 |
| 40 |
128.22 |
91.80 |
36.42 |
37.1% |
2.96 |
3.0% |
17% |
False |
False |
3,305 |
| 60 |
148.35 |
91.80 |
56.55 |
57.7% |
2.61 |
2.7% |
11% |
False |
False |
2,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.51 |
|
2.618 |
112.92 |
|
1.618 |
108.27 |
|
1.000 |
105.40 |
|
0.618 |
103.62 |
|
HIGH |
100.75 |
|
0.618 |
98.97 |
|
0.500 |
98.43 |
|
0.382 |
97.88 |
|
LOW |
96.10 |
|
0.618 |
93.23 |
|
1.000 |
91.45 |
|
1.618 |
88.58 |
|
2.618 |
83.93 |
|
4.250 |
76.34 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
98.43 |
97.48 |
| PP |
98.31 |
96.88 |
| S1 |
98.20 |
96.28 |
|