NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
103.19 |
106.28 |
3.09 |
3.0% |
98.50 |
| High |
103.19 |
106.30 |
3.11 |
3.0% |
103.19 |
| Low |
103.19 |
106.28 |
3.09 |
3.0% |
92.43 |
| Close |
103.19 |
109.27 |
6.08 |
5.9% |
103.19 |
| Range |
0.00 |
0.02 |
0.02 |
|
10.76 |
| ATR |
2.54 |
2.58 |
0.04 |
1.6% |
0.00 |
| Volume |
2,120 |
2,200 |
80 |
3.8% |
11,039 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.34 |
108.33 |
109.28 |
|
| R3 |
107.32 |
108.31 |
109.28 |
|
| R2 |
107.30 |
107.30 |
109.27 |
|
| R1 |
108.29 |
108.29 |
109.27 |
107.80 |
| PP |
107.28 |
107.28 |
107.28 |
107.04 |
| S1 |
108.27 |
108.27 |
109.27 |
107.78 |
| S2 |
107.26 |
107.26 |
109.27 |
|
| S3 |
107.24 |
108.25 |
109.26 |
|
| S4 |
107.22 |
108.23 |
109.26 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.88 |
128.30 |
109.11 |
|
| R3 |
121.12 |
117.54 |
106.15 |
|
| R2 |
110.36 |
110.36 |
105.16 |
|
| R1 |
106.78 |
106.78 |
104.18 |
108.57 |
| PP |
99.60 |
99.60 |
99.60 |
100.50 |
| S1 |
96.02 |
96.02 |
102.20 |
97.81 |
| S2 |
88.84 |
88.84 |
101.22 |
|
| S3 |
78.08 |
85.26 |
100.23 |
|
| S4 |
67.32 |
74.50 |
97.27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.39 |
|
2.618 |
106.35 |
|
1.618 |
106.33 |
|
1.000 |
106.32 |
|
0.618 |
106.31 |
|
HIGH |
106.30 |
|
0.618 |
106.29 |
|
0.500 |
106.29 |
|
0.382 |
106.29 |
|
LOW |
106.28 |
|
0.618 |
106.27 |
|
1.000 |
106.26 |
|
1.618 |
106.25 |
|
2.618 |
106.23 |
|
4.250 |
106.20 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.28 |
106.82 |
| PP |
107.28 |
104.36 |
| S1 |
106.29 |
101.91 |
|