NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
106.68 |
105.16 |
-1.52 |
-1.4% |
112.91 |
High |
106.86 |
106.40 |
-0.46 |
-0.4% |
112.91 |
Low |
106.35 |
104.34 |
-2.01 |
-1.9% |
107.70 |
Close |
105.32 |
104.34 |
-0.98 |
-0.9% |
108.83 |
Range |
0.51 |
2.06 |
1.55 |
303.9% |
5.21 |
ATR |
2.16 |
2.15 |
-0.01 |
-0.3% |
0.00 |
Volume |
2,084 |
2,826 |
742 |
35.6% |
8,826 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.21 |
109.83 |
105.47 |
|
R3 |
109.15 |
107.77 |
104.91 |
|
R2 |
107.09 |
107.09 |
104.72 |
|
R1 |
105.71 |
105.71 |
104.53 |
105.37 |
PP |
105.03 |
105.03 |
105.03 |
104.86 |
S1 |
103.65 |
103.65 |
104.15 |
103.31 |
S2 |
102.97 |
102.97 |
103.96 |
|
S3 |
100.91 |
101.59 |
103.77 |
|
S4 |
98.85 |
99.53 |
103.21 |
|
|
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 |
104.34 |
7.93 |
7.6% |
0.85 |
0.8% |
0% |
False |
True |
2,395 |
10 |
120.30 |
104.34 |
15.96 |
15.3% |
1.55 |
1.5% |
0% |
False |
True |
2,173 |
20 |
123.58 |
104.34 |
19.24 |
18.4% |
1.09 |
1.0% |
0% |
False |
True |
1,584 |
40 |
137.35 |
104.34 |
33.01 |
31.6% |
0.70 |
0.7% |
0% |
False |
True |
1,348 |
60 |
146.86 |
104.34 |
42.52 |
40.8% |
0.47 |
0.5% |
0% |
False |
True |
1,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115.16 |
2.618 |
111.79 |
1.618 |
109.73 |
1.000 |
108.46 |
0.618 |
107.67 |
HIGH |
106.40 |
0.618 |
105.61 |
0.500 |
105.37 |
0.382 |
105.13 |
LOW |
104.34 |
0.618 |
103.07 |
1.000 |
102.28 |
1.618 |
101.01 |
2.618 |
98.95 |
4.250 |
95.59 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
105.37 |
106.18 |
PP |
105.03 |
105.57 |
S1 |
104.68 |
104.95 |
|