NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
92.89 |
98.47 |
5.58 |
6.0% |
109.15 |
High |
98.15 |
98.51 |
0.36 |
0.4% |
109.15 |
Low |
92.67 |
97.90 |
5.23 |
5.6% |
103.33 |
Close |
98.01 |
99.04 |
1.03 |
1.1% |
103.89 |
Range |
5.48 |
0.61 |
-4.87 |
-88.9% |
5.82 |
ATR |
2.70 |
2.55 |
-0.15 |
-5.5% |
0.00 |
Volume |
1,455 |
1,270 |
-185 |
-12.7% |
1,992 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.31 |
100.29 |
99.38 |
|
R3 |
99.70 |
99.68 |
99.21 |
|
R2 |
99.09 |
99.09 |
99.15 |
|
R1 |
99.07 |
99.07 |
99.10 |
99.08 |
PP |
98.48 |
98.48 |
98.48 |
98.49 |
S1 |
98.46 |
98.46 |
98.98 |
98.47 |
S2 |
97.87 |
97.87 |
98.93 |
|
S3 |
97.26 |
97.85 |
98.87 |
|
S4 |
96.65 |
97.24 |
98.70 |
|
|
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 |
101.10 |
2.618 |
100.11 |
1.618 |
99.50 |
1.000 |
99.12 |
0.618 |
98.89 |
HIGH |
98.51 |
0.618 |
98.28 |
0.500 |
98.21 |
0.382 |
98.13 |
LOW |
97.90 |
0.618 |
97.52 |
1.000 |
97.29 |
1.618 |
96.91 |
2.618 |
96.30 |
4.250 |
95.31 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
98.76 |
97.89 |
PP |
98.48 |
96.74 |
S1 |
98.21 |
95.59 |
|