NYMEX Light Sweet Crude Oil Future May 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 |
109.58 |
107.56 |
-2.02 |
-1.8% |
98.50 |
| High |
109.58 |
107.56 |
-2.02 |
-1.8% |
103.19 |
| Low |
105.41 |
105.00 |
-0.41 |
-0.4% |
92.43 |
| Close |
105.40 |
105.25 |
-0.15 |
-0.1% |
103.19 |
| Range |
4.17 |
2.56 |
-1.61 |
-38.6% |
10.76 |
| ATR |
2.69 |
2.68 |
-0.01 |
-0.3% |
0.00 |
| Volume |
3,487 |
2,255 |
-1,232 |
-35.3% |
11,039 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.62 |
111.99 |
106.66 |
|
| R3 |
111.06 |
109.43 |
105.95 |
|
| R2 |
108.50 |
108.50 |
105.72 |
|
| R1 |
106.87 |
106.87 |
105.48 |
106.41 |
| PP |
105.94 |
105.94 |
105.94 |
105.70 |
| S1 |
104.31 |
104.31 |
105.02 |
103.85 |
| S2 |
103.38 |
103.38 |
104.78 |
|
| S3 |
100.82 |
101.75 |
104.55 |
|
| S4 |
98.26 |
99.19 |
103.84 |
|
|
| 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 |
118.44 |
|
2.618 |
114.26 |
|
1.618 |
111.70 |
|
1.000 |
110.12 |
|
0.618 |
109.14 |
|
HIGH |
107.56 |
|
0.618 |
106.58 |
|
0.500 |
106.28 |
|
0.382 |
105.98 |
|
LOW |
105.00 |
|
0.618 |
103.42 |
|
1.000 |
102.44 |
|
1.618 |
100.86 |
|
2.618 |
98.30 |
|
4.250 |
94.12 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.28 |
107.29 |
| PP |
105.94 |
106.61 |
| S1 |
105.59 |
105.93 |
|