NYMEX Light Sweet Crude Oil Future May 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 |
106.80 |
105.81 |
-0.99 |
-0.9% |
110.18 |
High |
106.80 |
106.70 |
-0.10 |
-0.1% |
112.52 |
Low |
106.80 |
105.81 |
-0.99 |
-0.9% |
108.72 |
Close |
105.62 |
104.64 |
-0.98 |
-0.9% |
109.05 |
Range |
0.00 |
0.89 |
0.89 |
|
3.80 |
ATR |
2.09 |
2.02 |
-0.07 |
-3.4% |
0.00 |
Volume |
1,441 |
1,493 |
52 |
3.6% |
9,750 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.39 |
107.40 |
105.13 |
|
R3 |
107.50 |
106.51 |
104.88 |
|
R2 |
106.61 |
106.61 |
104.80 |
|
R1 |
105.62 |
105.62 |
104.72 |
105.67 |
PP |
105.72 |
105.72 |
105.72 |
105.74 |
S1 |
104.73 |
104.73 |
104.56 |
104.78 |
S2 |
104.83 |
104.83 |
104.48 |
|
S3 |
103.94 |
103.84 |
104.40 |
|
S4 |
103.05 |
102.95 |
104.15 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.50 |
119.07 |
111.14 |
|
R3 |
117.70 |
115.27 |
110.10 |
|
R2 |
113.90 |
113.90 |
109.75 |
|
R1 |
111.47 |
111.47 |
109.40 |
110.79 |
PP |
110.10 |
110.10 |
110.10 |
109.75 |
S1 |
107.67 |
107.67 |
108.70 |
106.99 |
S2 |
106.30 |
106.30 |
108.35 |
|
S3 |
102.50 |
103.87 |
108.01 |
|
S4 |
98.70 |
100.07 |
106.96 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.48 |
2.618 |
109.03 |
1.618 |
108.14 |
1.000 |
107.59 |
0.618 |
107.25 |
HIGH |
106.70 |
0.618 |
106.36 |
0.500 |
106.26 |
0.382 |
106.15 |
LOW |
105.81 |
0.618 |
105.26 |
1.000 |
104.92 |
1.618 |
104.37 |
2.618 |
103.48 |
4.250 |
102.03 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
106.26 |
108.25 |
PP |
105.72 |
107.05 |
S1 |
105.18 |
105.84 |
|