NYMEX Light Sweet Crude Oil Future June 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 |
104.30 |
109.72 |
5.42 |
5.2% |
102.50 |
| High |
109.98 |
109.72 |
-0.26 |
-0.2% |
103.55 |
| Low |
104.30 |
104.40 |
0.10 |
0.1% |
92.50 |
| Close |
109.43 |
105.55 |
-3.88 |
-3.5% |
103.36 |
| Range |
5.68 |
5.32 |
-0.36 |
-6.3% |
11.05 |
| ATR |
3.89 |
3.99 |
0.10 |
2.6% |
0.00 |
| Volume |
8,109 |
7,755 |
-354 |
-4.4% |
39,745 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.52 |
119.35 |
108.48 |
|
| R3 |
117.20 |
114.03 |
107.01 |
|
| R2 |
111.88 |
111.88 |
106.53 |
|
| R1 |
108.71 |
108.71 |
106.04 |
107.64 |
| PP |
106.56 |
106.56 |
106.56 |
106.02 |
| S1 |
103.39 |
103.39 |
105.06 |
102.32 |
| S2 |
101.24 |
101.24 |
104.57 |
|
| S3 |
95.92 |
98.07 |
104.09 |
|
| S4 |
90.60 |
92.75 |
102.62 |
|
|
| 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 |
132.33 |
|
2.618 |
123.65 |
|
1.618 |
118.33 |
|
1.000 |
115.04 |
|
0.618 |
113.01 |
|
HIGH |
109.72 |
|
0.618 |
107.69 |
|
0.500 |
107.06 |
|
0.382 |
106.43 |
|
LOW |
104.40 |
|
0.618 |
101.11 |
|
1.000 |
99.08 |
|
1.618 |
95.79 |
|
2.618 |
90.47 |
|
4.250 |
81.79 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.06 |
105.39 |
| PP |
106.56 |
105.23 |
| S1 |
106.05 |
105.07 |
|