NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
108.76 |
105.87 |
-2.89 |
-2.7% |
101.70 |
| High |
108.99 |
108.15 |
-0.84 |
-0.8% |
102.86 |
| Low |
103.85 |
104.54 |
0.69 |
0.7% |
91.80 |
| Close |
105.13 |
105.01 |
-0.12 |
-0.1% |
102.85 |
| Range |
5.14 |
3.61 |
-1.53 |
-29.8% |
11.06 |
| ATR |
4.40 |
4.35 |
-0.06 |
-1.3% |
0.00 |
| Volume |
8,626 |
8,827 |
201 |
2.3% |
31,393 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.73 |
114.48 |
107.00 |
|
| R3 |
113.12 |
110.87 |
106.00 |
|
| R2 |
109.51 |
109.51 |
105.67 |
|
| R1 |
107.26 |
107.26 |
105.34 |
106.58 |
| PP |
105.90 |
105.90 |
105.90 |
105.56 |
| S1 |
103.65 |
103.65 |
104.68 |
102.97 |
| S2 |
102.29 |
102.29 |
104.35 |
|
| S3 |
98.68 |
100.04 |
104.02 |
|
| S4 |
95.07 |
96.43 |
103.02 |
|
|
| 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 |
96.10 |
14.90 |
14.2% |
5.37 |
5.1% |
60% |
False |
False |
8,002 |
| 10 |
111.00 |
91.80 |
19.20 |
18.3% |
4.73 |
4.5% |
69% |
False |
False |
6,463 |
| 20 |
121.38 |
91.80 |
29.58 |
28.2% |
4.12 |
3.9% |
45% |
False |
False |
5,540 |
| 40 |
128.22 |
91.80 |
36.42 |
34.7% |
3.39 |
3.2% |
36% |
False |
False |
3,814 |
| 60 |
148.35 |
91.80 |
56.55 |
53.9% |
2.94 |
2.8% |
23% |
False |
False |
3,162 |
| 80 |
148.35 |
91.80 |
56.55 |
53.9% |
2.28 |
2.2% |
23% |
False |
False |
2,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.49 |
|
2.618 |
117.60 |
|
1.618 |
113.99 |
|
1.000 |
111.76 |
|
0.618 |
110.38 |
|
HIGH |
108.15 |
|
0.618 |
106.77 |
|
0.500 |
106.35 |
|
0.382 |
105.92 |
|
LOW |
104.54 |
|
0.618 |
102.31 |
|
1.000 |
100.93 |
|
1.618 |
98.70 |
|
2.618 |
95.09 |
|
4.250 |
89.20 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.35 |
106.94 |
| PP |
105.90 |
106.30 |
| S1 |
105.46 |
105.65 |
|