NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
94.14 |
92.89 |
-1.25 |
-1.3% |
109.15 |
| High |
94.28 |
98.15 |
3.87 |
4.1% |
109.15 |
| Low |
92.90 |
92.67 |
-0.23 |
-0.2% |
103.33 |
| Close |
92.97 |
98.01 |
5.04 |
5.4% |
103.89 |
| Range |
1.38 |
5.48 |
4.10 |
297.1% |
5.82 |
| ATR |
2.49 |
2.70 |
0.21 |
8.6% |
0.00 |
| Volume |
315 |
1,455 |
1,140 |
361.9% |
1,992 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.72 |
110.84 |
101.02 |
|
| R3 |
107.24 |
105.36 |
99.52 |
|
| R2 |
101.76 |
101.76 |
99.01 |
|
| R1 |
99.88 |
99.88 |
98.51 |
100.82 |
| PP |
96.28 |
96.28 |
96.28 |
96.75 |
| S1 |
94.40 |
94.40 |
97.51 |
95.34 |
| S2 |
90.80 |
90.80 |
97.01 |
|
| S3 |
85.32 |
88.92 |
96.50 |
|
| S4 |
79.84 |
83.44 |
95.00 |
|
|
| 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 |
121.44 |
|
2.618 |
112.50 |
|
1.618 |
107.02 |
|
1.000 |
103.63 |
|
0.618 |
101.54 |
|
HIGH |
98.15 |
|
0.618 |
96.06 |
|
0.500 |
95.41 |
|
0.382 |
94.76 |
|
LOW |
92.67 |
|
0.618 |
89.28 |
|
1.000 |
87.19 |
|
1.618 |
83.80 |
|
2.618 |
78.32 |
|
4.250 |
69.38 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
97.14 |
97.47 |
| PP |
96.28 |
96.93 |
| S1 |
95.41 |
96.39 |
|