NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
97.80 |
102.88 |
5.08 |
5.2% |
101.70 |
| High |
102.86 |
111.00 |
8.14 |
7.9% |
102.86 |
| Low |
97.54 |
102.88 |
5.34 |
5.5% |
91.80 |
| Close |
102.85 |
108.98 |
6.13 |
6.0% |
102.85 |
| Range |
5.32 |
8.12 |
2.80 |
52.6% |
11.06 |
| ATR |
4.05 |
4.35 |
0.29 |
7.2% |
0.00 |
| Volume |
7,933 |
6,229 |
-1,704 |
-21.5% |
31,393 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.98 |
128.60 |
113.45 |
|
| R3 |
123.86 |
120.48 |
111.21 |
|
| R2 |
115.74 |
115.74 |
110.47 |
|
| R1 |
112.36 |
112.36 |
109.72 |
114.05 |
| PP |
107.62 |
107.62 |
107.62 |
108.47 |
| S1 |
104.24 |
104.24 |
108.24 |
105.93 |
| S2 |
99.50 |
99.50 |
107.49 |
|
| S3 |
91.38 |
96.12 |
106.75 |
|
| S4 |
83.26 |
88.00 |
104.51 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.35 |
128.66 |
108.93 |
|
| R3 |
121.29 |
117.60 |
105.89 |
|
| R2 |
110.23 |
110.23 |
104.88 |
|
| R1 |
106.54 |
106.54 |
103.86 |
108.39 |
| PP |
99.17 |
99.17 |
99.17 |
100.09 |
| S1 |
95.48 |
95.48 |
101.84 |
97.33 |
| S2 |
88.11 |
88.11 |
100.82 |
|
| S3 |
77.05 |
84.42 |
99.81 |
|
| S4 |
65.99 |
73.36 |
96.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.00 |
91.80 |
19.20 |
17.6% |
5.35 |
4.9% |
89% |
True |
False |
6,823 |
| 10 |
111.00 |
91.80 |
19.20 |
17.6% |
4.62 |
4.2% |
89% |
True |
False |
6,134 |
| 20 |
121.38 |
91.80 |
29.58 |
27.1% |
3.98 |
3.7% |
58% |
False |
False |
4,857 |
| 40 |
128.22 |
91.80 |
36.42 |
33.4% |
3.24 |
3.0% |
47% |
False |
False |
3,488 |
| 60 |
148.35 |
91.80 |
56.55 |
51.9% |
2.79 |
2.6% |
30% |
False |
False |
2,893 |
| 80 |
148.35 |
91.80 |
56.55 |
51.9% |
2.19 |
2.0% |
30% |
False |
False |
2,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.51 |
|
2.618 |
132.26 |
|
1.618 |
124.14 |
|
1.000 |
119.12 |
|
0.618 |
116.02 |
|
HIGH |
111.00 |
|
0.618 |
107.90 |
|
0.500 |
106.94 |
|
0.382 |
105.98 |
|
LOW |
102.88 |
|
0.618 |
97.86 |
|
1.000 |
94.76 |
|
1.618 |
89.74 |
|
2.618 |
81.62 |
|
4.250 |
68.37 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.30 |
107.17 |
| PP |
107.62 |
105.36 |
| S1 |
106.94 |
103.55 |
|