NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
98.47 |
102.79 |
4.32 |
4.4% |
100.00 |
| High |
98.51 |
103.50 |
4.99 |
5.1% |
103.50 |
| Low |
97.90 |
101.33 |
3.43 |
3.5% |
92.67 |
| Close |
99.04 |
103.52 |
4.48 |
4.5% |
103.52 |
| Range |
0.61 |
2.17 |
1.56 |
255.7% |
10.83 |
| ATR |
2.55 |
2.69 |
0.14 |
5.3% |
0.00 |
| Volume |
1,270 |
908 |
-362 |
-28.5% |
4,908 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.29 |
108.58 |
104.71 |
|
| R3 |
107.12 |
106.41 |
104.12 |
|
| R2 |
104.95 |
104.95 |
103.92 |
|
| R1 |
104.24 |
104.24 |
103.72 |
104.60 |
| PP |
102.78 |
102.78 |
102.78 |
102.96 |
| S1 |
102.07 |
102.07 |
103.32 |
102.43 |
| S2 |
100.61 |
100.61 |
103.12 |
|
| S3 |
98.44 |
99.90 |
102.92 |
|
| S4 |
96.27 |
97.73 |
102.33 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.39 |
128.78 |
109.48 |
|
| R3 |
121.56 |
117.95 |
106.50 |
|
| R2 |
110.73 |
110.73 |
105.51 |
|
| R1 |
107.12 |
107.12 |
104.51 |
108.93 |
| PP |
99.90 |
99.90 |
99.90 |
100.80 |
| S1 |
96.29 |
96.29 |
102.53 |
98.10 |
| S2 |
89.07 |
89.07 |
101.53 |
|
| S3 |
78.24 |
85.46 |
100.54 |
|
| S4 |
67.41 |
74.63 |
97.56 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.72 |
|
2.618 |
109.18 |
|
1.618 |
107.01 |
|
1.000 |
105.67 |
|
0.618 |
104.84 |
|
HIGH |
103.50 |
|
0.618 |
102.67 |
|
0.500 |
102.42 |
|
0.382 |
102.16 |
|
LOW |
101.33 |
|
0.618 |
99.99 |
|
1.000 |
99.16 |
|
1.618 |
97.82 |
|
2.618 |
95.65 |
|
4.250 |
92.11 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.15 |
101.71 |
| PP |
102.78 |
99.90 |
| S1 |
102.42 |
98.09 |
|