NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
95.96 |
97.73 |
1.77 |
1.8% |
110.20 |
High |
98.03 |
101.31 |
3.28 |
3.3% |
112.04 |
Low |
92.86 |
97.45 |
4.59 |
4.9% |
102.75 |
Close |
97.82 |
98.82 |
1.00 |
1.0% |
103.63 |
Range |
5.17 |
3.86 |
-1.31 |
-25.3% |
9.29 |
ATR |
3.58 |
3.60 |
0.02 |
0.6% |
0.00 |
Volume |
14,663 |
10,664 |
-3,999 |
-27.3% |
28,694 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.77 |
108.66 |
100.94 |
|
R3 |
106.91 |
104.80 |
99.88 |
|
R2 |
103.05 |
103.05 |
99.53 |
|
R1 |
100.94 |
100.94 |
99.17 |
102.00 |
PP |
99.19 |
99.19 |
99.19 |
99.72 |
S1 |
97.08 |
97.08 |
98.47 |
98.14 |
S2 |
95.33 |
95.33 |
98.11 |
|
S3 |
91.47 |
93.22 |
97.76 |
|
S4 |
87.61 |
89.36 |
96.70 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134.01 |
128.11 |
108.74 |
|
R3 |
124.72 |
118.82 |
106.18 |
|
R2 |
115.43 |
115.43 |
105.33 |
|
R1 |
109.53 |
109.53 |
104.48 |
107.84 |
PP |
106.14 |
106.14 |
106.14 |
105.29 |
S1 |
100.24 |
100.24 |
102.78 |
98.55 |
S2 |
96.85 |
96.85 |
101.93 |
|
S3 |
87.56 |
90.95 |
101.08 |
|
S4 |
78.27 |
81.66 |
98.52 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.72 |
2.618 |
111.42 |
1.618 |
107.56 |
1.000 |
105.17 |
0.618 |
103.70 |
HIGH |
101.31 |
0.618 |
99.84 |
0.500 |
99.38 |
0.382 |
98.92 |
LOW |
97.45 |
0.618 |
95.06 |
1.000 |
93.59 |
1.618 |
91.20 |
2.618 |
87.34 |
4.250 |
81.05 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
99.38 |
98.18 |
PP |
99.19 |
97.54 |
S1 |
99.01 |
96.91 |
|