NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.16 |
103.70 |
-1.46 |
-1.4% |
112.91 |
| High |
106.40 |
103.70 |
-2.70 |
-2.5% |
112.91 |
| Low |
104.34 |
102.45 |
-1.89 |
-1.8% |
107.70 |
| Close |
104.34 |
102.63 |
-1.71 |
-1.6% |
108.83 |
| Range |
2.06 |
1.25 |
-0.81 |
-39.3% |
5.21 |
| ATR |
2.15 |
2.13 |
-0.02 |
-0.9% |
0.00 |
| Volume |
2,826 |
1,125 |
-1,701 |
-60.2% |
8,826 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.68 |
105.90 |
103.32 |
|
| R3 |
105.43 |
104.65 |
102.97 |
|
| R2 |
104.18 |
104.18 |
102.86 |
|
| R1 |
103.40 |
103.40 |
102.74 |
103.17 |
| PP |
102.93 |
102.93 |
102.93 |
102.81 |
| S1 |
102.15 |
102.15 |
102.52 |
101.92 |
| S2 |
101.68 |
101.68 |
102.40 |
|
| S3 |
100.43 |
100.90 |
102.29 |
|
| S4 |
99.18 |
99.65 |
101.94 |
|
|
| 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 |
110.50 |
102.45 |
8.05 |
7.8% |
1.10 |
1.1% |
2% |
False |
True |
2,268 |
| 10 |
120.30 |
102.45 |
17.85 |
17.4% |
1.68 |
1.6% |
1% |
False |
True |
2,169 |
| 20 |
123.58 |
102.45 |
21.13 |
20.6% |
1.04 |
1.0% |
1% |
False |
True |
1,578 |
| 40 |
133.73 |
102.45 |
31.28 |
30.5% |
0.73 |
0.7% |
1% |
False |
True |
1,357 |
| 60 |
146.86 |
102.45 |
44.41 |
43.3% |
0.49 |
0.5% |
0% |
False |
True |
1,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.01 |
|
2.618 |
106.97 |
|
1.618 |
105.72 |
|
1.000 |
104.95 |
|
0.618 |
104.47 |
|
HIGH |
103.70 |
|
0.618 |
103.22 |
|
0.500 |
103.08 |
|
0.382 |
102.93 |
|
LOW |
102.45 |
|
0.618 |
101.68 |
|
1.000 |
101.20 |
|
1.618 |
100.43 |
|
2.618 |
99.18 |
|
4.250 |
97.14 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.08 |
104.66 |
| PP |
102.93 |
103.98 |
| S1 |
102.78 |
103.31 |
|