NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
106.28 |
109.58 |
3.30 |
3.1% |
98.50 |
| High |
106.30 |
109.58 |
3.28 |
3.1% |
103.19 |
| Low |
106.28 |
105.41 |
-0.87 |
-0.8% |
92.43 |
| Close |
109.27 |
105.40 |
-3.87 |
-3.5% |
103.19 |
| Range |
0.02 |
4.17 |
4.15 |
20,750.0% |
10.76 |
| ATR |
2.58 |
2.69 |
0.11 |
4.4% |
0.00 |
| Volume |
2,200 |
3,487 |
1,287 |
58.5% |
11,039 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.31 |
116.52 |
107.69 |
|
| R3 |
115.14 |
112.35 |
106.55 |
|
| R2 |
110.97 |
110.97 |
106.16 |
|
| R1 |
108.18 |
108.18 |
105.78 |
107.49 |
| PP |
106.80 |
106.80 |
106.80 |
106.45 |
| S1 |
104.01 |
104.01 |
105.02 |
103.32 |
| S2 |
102.63 |
102.63 |
104.64 |
|
| S3 |
98.46 |
99.84 |
104.25 |
|
| S4 |
94.29 |
95.67 |
103.11 |
|
|
| 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 |
127.30 |
|
2.618 |
120.50 |
|
1.618 |
116.33 |
|
1.000 |
113.75 |
|
0.618 |
112.16 |
|
HIGH |
109.58 |
|
0.618 |
107.99 |
|
0.500 |
107.50 |
|
0.382 |
107.00 |
|
LOW |
105.41 |
|
0.618 |
102.83 |
|
1.000 |
101.24 |
|
1.618 |
98.66 |
|
2.618 |
94.49 |
|
4.250 |
87.69 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.50 |
106.39 |
| PP |
106.80 |
106.06 |
| S1 |
106.10 |
105.73 |
|