NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
100.00 |
94.14 |
-5.86 |
-5.9% |
109.15 |
High |
100.10 |
94.28 |
-5.82 |
-5.8% |
109.15 |
Low |
97.95 |
92.90 |
-5.05 |
-5.2% |
103.33 |
Close |
98.37 |
92.97 |
-5.40 |
-5.5% |
103.89 |
Range |
2.15 |
1.38 |
-0.77 |
-35.8% |
5.82 |
ATR |
2.26 |
2.49 |
0.23 |
10.1% |
0.00 |
Volume |
960 |
315 |
-645 |
-67.2% |
1,992 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.52 |
96.63 |
93.73 |
|
R3 |
96.14 |
95.25 |
93.35 |
|
R2 |
94.76 |
94.76 |
93.22 |
|
R1 |
93.87 |
93.87 |
93.10 |
93.63 |
PP |
93.38 |
93.38 |
93.38 |
93.26 |
S1 |
92.49 |
92.49 |
92.84 |
92.25 |
S2 |
92.00 |
92.00 |
92.72 |
|
S3 |
90.62 |
91.11 |
92.59 |
|
S4 |
89.24 |
89.73 |
92.21 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.92 |
119.22 |
107.09 |
|
R3 |
117.10 |
113.40 |
105.49 |
|
R2 |
111.28 |
111.28 |
104.96 |
|
R1 |
107.58 |
107.58 |
104.42 |
106.52 |
PP |
105.46 |
105.46 |
105.46 |
104.93 |
S1 |
101.76 |
101.76 |
103.36 |
100.70 |
S2 |
99.64 |
99.64 |
102.82 |
|
S3 |
93.82 |
95.94 |
102.29 |
|
S4 |
88.00 |
90.12 |
100.69 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.15 |
2.618 |
97.89 |
1.618 |
96.51 |
1.000 |
95.66 |
0.618 |
95.13 |
HIGH |
94.28 |
0.618 |
93.75 |
0.500 |
93.59 |
0.382 |
93.43 |
LOW |
92.90 |
0.618 |
92.05 |
1.000 |
91.52 |
1.618 |
90.67 |
2.618 |
89.29 |
4.250 |
87.04 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
93.59 |
98.40 |
PP |
93.38 |
96.59 |
S1 |
93.18 |
94.78 |
|