NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.11 |
105.94 |
0.83 |
0.8% |
111.75 |
| High |
105.11 |
106.94 |
1.83 |
1.7% |
113.84 |
| Low |
105.00 |
104.80 |
-0.20 |
-0.2% |
108.95 |
| Close |
106.09 |
105.15 |
-0.94 |
-0.9% |
109.40 |
| Range |
0.11 |
2.14 |
2.03 |
1,845.5% |
4.89 |
| ATR |
2.12 |
2.12 |
0.00 |
0.1% |
0.00 |
| Volume |
313 |
666 |
353 |
112.8% |
1,846 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.05 |
110.74 |
106.33 |
|
| R3 |
109.91 |
108.60 |
105.74 |
|
| R2 |
107.77 |
107.77 |
105.54 |
|
| R1 |
106.46 |
106.46 |
105.35 |
106.05 |
| PP |
105.63 |
105.63 |
105.63 |
105.42 |
| S1 |
104.32 |
104.32 |
104.95 |
103.91 |
| S2 |
103.49 |
103.49 |
104.76 |
|
| S3 |
101.35 |
102.18 |
104.56 |
|
| S4 |
99.21 |
100.04 |
103.97 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.40 |
122.29 |
112.09 |
|
| R3 |
120.51 |
117.40 |
110.74 |
|
| R2 |
115.62 |
115.62 |
110.30 |
|
| R1 |
112.51 |
112.51 |
109.85 |
111.62 |
| PP |
110.73 |
110.73 |
110.73 |
110.29 |
| S1 |
107.62 |
107.62 |
108.95 |
106.73 |
| S2 |
105.84 |
105.84 |
108.50 |
|
| S3 |
100.95 |
102.73 |
108.06 |
|
| S4 |
96.06 |
97.84 |
106.71 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.04 |
|
2.618 |
112.54 |
|
1.618 |
110.40 |
|
1.000 |
109.08 |
|
0.618 |
108.26 |
|
HIGH |
106.94 |
|
0.618 |
106.12 |
|
0.500 |
105.87 |
|
0.382 |
105.62 |
|
LOW |
104.80 |
|
0.618 |
103.48 |
|
1.000 |
102.66 |
|
1.618 |
101.34 |
|
2.618 |
99.20 |
|
4.250 |
95.71 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.87 |
106.98 |
| PP |
105.63 |
106.37 |
| S1 |
105.39 |
105.76 |
|