NYMEX Light Sweet Crude Oil Future April 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 |
106.18 |
106.42 |
0.24 |
0.2% |
101.90 |
| High |
107.00 |
106.70 |
-0.30 |
-0.3% |
103.36 |
| Low |
103.83 |
105.18 |
1.35 |
1.3% |
92.14 |
| Close |
105.25 |
105.12 |
-0.13 |
-0.1% |
103.02 |
| Range |
3.17 |
1.52 |
-1.65 |
-52.1% |
11.22 |
| ATR |
3.32 |
3.19 |
-0.13 |
-3.9% |
0.00 |
| Volume |
7,444 |
3,385 |
-4,059 |
-54.5% |
10,825 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.23 |
109.19 |
105.96 |
|
| R3 |
108.71 |
107.67 |
105.54 |
|
| R2 |
107.19 |
107.19 |
105.40 |
|
| R1 |
106.15 |
106.15 |
105.26 |
105.91 |
| PP |
105.67 |
105.67 |
105.67 |
105.55 |
| S1 |
104.63 |
104.63 |
104.98 |
104.39 |
| S2 |
104.15 |
104.15 |
104.84 |
|
| S3 |
102.63 |
103.11 |
104.70 |
|
| S4 |
101.11 |
101.59 |
104.28 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.17 |
129.31 |
109.19 |
|
| R3 |
121.95 |
118.09 |
106.11 |
|
| R2 |
110.73 |
110.73 |
105.08 |
|
| R1 |
106.87 |
106.87 |
104.05 |
108.80 |
| PP |
99.51 |
99.51 |
99.51 |
100.47 |
| S1 |
95.65 |
95.65 |
101.99 |
97.58 |
| S2 |
88.29 |
88.29 |
100.96 |
|
| S3 |
77.07 |
84.43 |
99.93 |
|
| S4 |
65.85 |
73.21 |
96.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111.15 |
97.22 |
13.93 |
13.3% |
3.24 |
3.1% |
57% |
False |
False |
3,856 |
| 10 |
111.15 |
92.14 |
19.01 |
18.1% |
2.63 |
2.5% |
68% |
False |
False |
2,924 |
| 20 |
120.30 |
92.14 |
28.16 |
26.8% |
2.09 |
2.0% |
46% |
False |
False |
2,548 |
| 40 |
126.60 |
92.14 |
34.46 |
32.8% |
1.27 |
1.2% |
38% |
False |
False |
1,762 |
| 60 |
146.86 |
92.14 |
54.72 |
52.1% |
0.91 |
0.9% |
24% |
False |
False |
1,510 |
| 80 |
146.86 |
92.14 |
54.72 |
52.1% |
0.74 |
0.7% |
24% |
False |
False |
1,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.16 |
|
2.618 |
110.68 |
|
1.618 |
109.16 |
|
1.000 |
108.22 |
|
0.618 |
107.64 |
|
HIGH |
106.70 |
|
0.618 |
106.12 |
|
0.500 |
105.94 |
|
0.382 |
105.76 |
|
LOW |
105.18 |
|
0.618 |
104.24 |
|
1.000 |
103.66 |
|
1.618 |
102.72 |
|
2.618 |
101.20 |
|
4.250 |
98.72 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.94 |
107.49 |
| PP |
105.67 |
106.70 |
| S1 |
105.39 |
105.91 |
|