NYMEX Light Sweet Crude Oil Future June 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 |
109.72 |
108.35 |
-1.37 |
-1.2% |
102.50 |
| High |
109.72 |
108.35 |
-1.37 |
-1.2% |
103.55 |
| Low |
104.40 |
104.42 |
0.02 |
0.0% |
92.50 |
| Close |
105.55 |
105.39 |
-0.16 |
-0.2% |
103.36 |
| Range |
5.32 |
3.93 |
-1.39 |
-26.1% |
11.05 |
| ATR |
3.99 |
3.99 |
0.00 |
-0.1% |
0.00 |
| Volume |
7,755 |
9,494 |
1,739 |
22.4% |
39,745 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.84 |
115.55 |
107.55 |
|
| R3 |
113.91 |
111.62 |
106.47 |
|
| R2 |
109.98 |
109.98 |
106.11 |
|
| R1 |
107.69 |
107.69 |
105.75 |
106.87 |
| PP |
106.05 |
106.05 |
106.05 |
105.65 |
| S1 |
103.76 |
103.76 |
105.03 |
102.94 |
| S2 |
102.12 |
102.12 |
104.67 |
|
| S3 |
98.19 |
99.83 |
104.31 |
|
| S4 |
94.26 |
95.90 |
103.23 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.98 |
97.45 |
12.53 |
11.9% |
4.44 |
4.2% |
63% |
False |
False |
8,425 |
| 10 |
109.98 |
92.50 |
17.48 |
16.6% |
3.88 |
3.7% |
74% |
False |
False |
8,019 |
| 20 |
121.37 |
92.50 |
28.87 |
27.4% |
3.37 |
3.2% |
45% |
False |
False |
6,053 |
| 40 |
129.18 |
92.50 |
36.68 |
34.8% |
2.86 |
2.7% |
35% |
False |
False |
4,630 |
| 60 |
147.91 |
92.50 |
55.41 |
52.6% |
2.88 |
2.7% |
23% |
False |
False |
4,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.05 |
|
2.618 |
118.64 |
|
1.618 |
114.71 |
|
1.000 |
112.28 |
|
0.618 |
110.78 |
|
HIGH |
108.35 |
|
0.618 |
106.85 |
|
0.500 |
106.39 |
|
0.382 |
105.92 |
|
LOW |
104.42 |
|
0.618 |
101.99 |
|
1.000 |
100.49 |
|
1.618 |
98.06 |
|
2.618 |
94.13 |
|
4.250 |
87.72 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.39 |
107.14 |
| PP |
106.05 |
106.56 |
| S1 |
105.72 |
105.97 |
|