NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
105.94 |
104.22 |
-1.72 |
-1.6% |
111.75 |
High |
106.94 |
104.22 |
-2.72 |
-2.5% |
113.84 |
Low |
104.80 |
103.33 |
-1.47 |
-1.4% |
108.95 |
Close |
105.15 |
103.47 |
-1.68 |
-1.6% |
109.40 |
Range |
2.14 |
0.89 |
-1.25 |
-58.4% |
4.89 |
ATR |
2.12 |
2.10 |
-0.02 |
-1.0% |
0.00 |
Volume |
666 |
339 |
-327 |
-49.1% |
1,846 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.34 |
105.80 |
103.96 |
|
R3 |
105.45 |
104.91 |
103.71 |
|
R2 |
104.56 |
104.56 |
103.63 |
|
R1 |
104.02 |
104.02 |
103.55 |
103.85 |
PP |
103.67 |
103.67 |
103.67 |
103.59 |
S1 |
103.13 |
103.13 |
103.39 |
102.96 |
S2 |
102.78 |
102.78 |
103.31 |
|
S3 |
101.89 |
102.24 |
103.23 |
|
S4 |
101.00 |
101.35 |
102.98 |
|
|
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 |
108.00 |
2.618 |
106.55 |
1.618 |
105.66 |
1.000 |
105.11 |
0.618 |
104.77 |
HIGH |
104.22 |
0.618 |
103.88 |
0.500 |
103.78 |
0.382 |
103.67 |
LOW |
103.33 |
0.618 |
102.78 |
1.000 |
102.44 |
1.618 |
101.89 |
2.618 |
101.00 |
4.250 |
99.55 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
103.78 |
105.14 |
PP |
103.67 |
104.58 |
S1 |
103.57 |
104.03 |
|