NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
108.02 |
106.68 |
-1.34 |
-1.2% |
112.91 |
| High |
108.02 |
106.86 |
-1.16 |
-1.1% |
112.91 |
| Low |
108.02 |
106.35 |
-1.67 |
-1.5% |
107.70 |
| Close |
108.61 |
105.32 |
-3.29 |
-3.0% |
108.83 |
| Range |
0.00 |
0.51 |
0.51 |
|
5.21 |
| ATR |
2.15 |
2.16 |
0.01 |
0.4% |
0.00 |
| Volume |
4,255 |
2,084 |
-2,171 |
-51.0% |
8,826 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.71 |
107.02 |
105.60 |
|
| R3 |
107.20 |
106.51 |
105.46 |
|
| R2 |
106.69 |
106.69 |
105.41 |
|
| R1 |
106.00 |
106.00 |
105.37 |
106.09 |
| PP |
106.18 |
106.18 |
106.18 |
106.22 |
| S1 |
105.49 |
105.49 |
105.27 |
105.58 |
| S2 |
105.67 |
105.67 |
105.23 |
|
| S3 |
105.16 |
104.98 |
105.18 |
|
| S4 |
104.65 |
104.47 |
105.04 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.44 |
122.35 |
111.70 |
|
| R3 |
120.23 |
117.14 |
110.26 |
|
| R2 |
115.02 |
115.02 |
109.79 |
|
| R1 |
111.93 |
111.93 |
109.31 |
110.87 |
| PP |
109.81 |
109.81 |
109.81 |
109.29 |
| S1 |
106.72 |
106.72 |
108.35 |
105.66 |
| S2 |
104.60 |
104.60 |
107.87 |
|
| S3 |
99.39 |
101.51 |
107.40 |
|
| S4 |
94.18 |
96.30 |
105.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112.27 |
106.35 |
5.92 |
5.6% |
0.67 |
0.6% |
-17% |
False |
True |
2,596 |
| 10 |
120.30 |
106.35 |
13.95 |
13.2% |
1.48 |
1.4% |
-7% |
False |
True |
1,935 |
| 20 |
123.58 |
106.35 |
17.23 |
16.4% |
0.98 |
0.9% |
-6% |
False |
True |
1,479 |
| 40 |
141.00 |
106.35 |
34.65 |
32.9% |
0.65 |
0.6% |
-3% |
False |
True |
1,288 |
| 60 |
146.86 |
106.35 |
40.51 |
38.5% |
0.44 |
0.4% |
-3% |
False |
True |
1,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.03 |
|
2.618 |
108.20 |
|
1.618 |
107.69 |
|
1.000 |
107.37 |
|
0.618 |
107.18 |
|
HIGH |
106.86 |
|
0.618 |
106.67 |
|
0.500 |
106.61 |
|
0.382 |
106.54 |
|
LOW |
106.35 |
|
0.618 |
106.03 |
|
1.000 |
105.84 |
|
1.618 |
105.52 |
|
2.618 |
105.01 |
|
4.250 |
104.18 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.61 |
108.43 |
| PP |
106.18 |
107.39 |
| S1 |
105.75 |
106.36 |
|