NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
104.45 |
105.65 |
1.20 |
1.1% |
104.30 |
| High |
108.06 |
107.08 |
-0.98 |
-0.9% |
109.98 |
| Low |
103.40 |
104.79 |
1.39 |
1.3% |
103.40 |
| Close |
107.83 |
107.05 |
-0.78 |
-0.7% |
107.05 |
| Range |
4.66 |
2.29 |
-2.37 |
-50.9% |
6.58 |
| ATR |
4.04 |
3.97 |
-0.07 |
-1.8% |
0.00 |
| Volume |
7,837 |
8,631 |
794 |
10.1% |
41,826 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.18 |
112.40 |
108.31 |
|
| R3 |
110.89 |
110.11 |
107.68 |
|
| R2 |
108.60 |
108.60 |
107.47 |
|
| R1 |
107.82 |
107.82 |
107.26 |
108.21 |
| PP |
106.31 |
106.31 |
106.31 |
106.50 |
| S1 |
105.53 |
105.53 |
106.84 |
105.92 |
| S2 |
104.02 |
104.02 |
106.63 |
|
| S3 |
101.73 |
103.24 |
106.42 |
|
| S4 |
99.44 |
100.95 |
105.79 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.55 |
123.38 |
110.67 |
|
| R3 |
119.97 |
116.80 |
108.86 |
|
| R2 |
113.39 |
113.39 |
108.26 |
|
| R1 |
110.22 |
110.22 |
107.65 |
111.81 |
| PP |
106.81 |
106.81 |
106.81 |
107.60 |
| S1 |
103.64 |
103.64 |
106.45 |
105.23 |
| S2 |
100.23 |
100.23 |
105.84 |
|
| S3 |
93.65 |
97.06 |
105.24 |
|
| S4 |
87.07 |
90.48 |
103.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
109.98 |
103.40 |
6.58 |
6.1% |
4.38 |
4.1% |
55% |
False |
False |
8,365 |
| 10 |
109.98 |
92.50 |
17.48 |
16.3% |
4.37 |
4.1% |
83% |
False |
False |
8,157 |
| 20 |
120.15 |
92.50 |
27.65 |
25.8% |
3.47 |
3.2% |
53% |
False |
False |
6,654 |
| 40 |
129.18 |
92.50 |
36.68 |
34.3% |
2.88 |
2.7% |
40% |
False |
False |
4,787 |
| 60 |
147.91 |
92.50 |
55.41 |
51.8% |
2.92 |
2.7% |
26% |
False |
False |
4,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.81 |
|
2.618 |
113.08 |
|
1.618 |
110.79 |
|
1.000 |
109.37 |
|
0.618 |
108.50 |
|
HIGH |
107.08 |
|
0.618 |
106.21 |
|
0.500 |
105.94 |
|
0.382 |
105.66 |
|
LOW |
104.79 |
|
0.618 |
103.37 |
|
1.000 |
102.50 |
|
1.618 |
101.08 |
|
2.618 |
98.79 |
|
4.250 |
95.06 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.68 |
106.66 |
| PP |
106.31 |
106.27 |
| S1 |
105.94 |
105.88 |
|