NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
101.90 |
92.24 |
-9.66 |
-9.5% |
108.02 |
High |
101.90 |
92.24 |
-9.66 |
-9.5% |
108.02 |
Low |
98.29 |
92.24 |
-6.05 |
-6.2% |
102.35 |
Close |
97.51 |
92.24 |
-5.27 |
-5.4% |
103.08 |
Range |
3.61 |
0.00 |
-3.61 |
-100.0% |
5.67 |
ATR |
2.22 |
2.44 |
0.22 |
9.8% |
0.00 |
Volume |
1,172 |
1,671 |
499 |
42.6% |
13,714 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.24 |
92.24 |
92.24 |
|
R3 |
92.24 |
92.24 |
92.24 |
|
R2 |
92.24 |
92.24 |
92.24 |
|
R1 |
92.24 |
92.24 |
92.24 |
92.24 |
PP |
92.24 |
92.24 |
92.24 |
92.24 |
S1 |
92.24 |
92.24 |
92.24 |
92.24 |
S2 |
92.24 |
92.24 |
92.24 |
|
S3 |
92.24 |
92.24 |
92.24 |
|
S4 |
92.24 |
92.24 |
92.24 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.49 |
117.96 |
106.20 |
|
R3 |
115.82 |
112.29 |
104.64 |
|
R2 |
110.15 |
110.15 |
104.12 |
|
R1 |
106.62 |
106.62 |
103.60 |
105.55 |
PP |
104.48 |
104.48 |
104.48 |
103.95 |
S1 |
100.95 |
100.95 |
102.56 |
99.88 |
S2 |
98.81 |
98.81 |
102.04 |
|
S3 |
93.14 |
95.28 |
101.52 |
|
S4 |
87.47 |
89.61 |
99.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.40 |
92.24 |
14.16 |
15.4% |
1.51 |
1.6% |
0% |
False |
True |
2,043 |
10 |
112.27 |
92.24 |
20.03 |
21.7% |
1.09 |
1.2% |
0% |
False |
True |
2,320 |
20 |
123.58 |
92.24 |
31.34 |
34.0% |
1.22 |
1.3% |
0% |
False |
True |
1,770 |
40 |
132.20 |
92.24 |
39.96 |
43.3% |
0.84 |
0.9% |
0% |
False |
True |
1,454 |
60 |
146.86 |
92.24 |
54.62 |
59.2% |
0.56 |
0.6% |
0% |
False |
True |
1,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.24 |
2.618 |
92.24 |
1.618 |
92.24 |
1.000 |
92.24 |
0.618 |
92.24 |
HIGH |
92.24 |
0.618 |
92.24 |
0.500 |
92.24 |
0.382 |
92.24 |
LOW |
92.24 |
0.618 |
92.24 |
1.000 |
92.24 |
1.618 |
92.24 |
2.618 |
92.24 |
4.250 |
92.24 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
92.24 |
97.62 |
PP |
92.24 |
95.82 |
S1 |
92.24 |
94.03 |
|