NYMEX Light Sweet Crude Oil Future June 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 |
100.45 |
104.30 |
3.85 |
3.8% |
102.50 |
| High |
103.55 |
109.98 |
6.43 |
6.2% |
103.55 |
| Low |
100.15 |
104.30 |
4.15 |
4.1% |
92.50 |
| Close |
103.36 |
109.43 |
6.07 |
5.9% |
103.36 |
| Range |
3.40 |
5.68 |
2.28 |
67.1% |
11.05 |
| ATR |
3.68 |
3.89 |
0.21 |
5.7% |
0.00 |
| Volume |
6,107 |
8,109 |
2,002 |
32.8% |
39,745 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.94 |
122.87 |
112.55 |
|
| R3 |
119.26 |
117.19 |
110.99 |
|
| R2 |
113.58 |
113.58 |
110.47 |
|
| R1 |
111.51 |
111.51 |
109.95 |
112.55 |
| PP |
107.90 |
107.90 |
107.90 |
108.42 |
| S1 |
105.83 |
105.83 |
108.91 |
106.87 |
| S2 |
102.22 |
102.22 |
108.39 |
|
| S3 |
96.54 |
100.15 |
107.87 |
|
| S4 |
90.86 |
94.47 |
106.31 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.95 |
129.21 |
109.44 |
|
| R3 |
121.90 |
118.16 |
106.40 |
|
| R2 |
110.85 |
110.85 |
105.39 |
|
| R1 |
107.11 |
107.11 |
104.37 |
108.98 |
| PP |
99.80 |
99.80 |
99.80 |
100.74 |
| S1 |
96.06 |
96.06 |
102.35 |
97.93 |
| S2 |
88.75 |
88.75 |
101.33 |
|
| S3 |
77.70 |
85.01 |
100.32 |
|
| S4 |
66.65 |
73.96 |
97.28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.12 |
|
2.618 |
124.85 |
|
1.618 |
119.17 |
|
1.000 |
115.66 |
|
0.618 |
113.49 |
|
HIGH |
109.98 |
|
0.618 |
107.81 |
|
0.500 |
107.14 |
|
0.382 |
106.47 |
|
LOW |
104.30 |
|
0.618 |
100.79 |
|
1.000 |
98.62 |
|
1.618 |
95.11 |
|
2.618 |
89.43 |
|
4.250 |
80.16 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.67 |
107.53 |
| PP |
107.90 |
105.62 |
| S1 |
107.14 |
103.72 |
|