NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
102.79 |
110.25 |
7.46 |
7.3% |
100.00 |
| High |
103.50 |
110.25 |
6.75 |
6.5% |
103.50 |
| Low |
101.33 |
108.91 |
7.58 |
7.5% |
92.67 |
| Close |
103.52 |
109.56 |
6.04 |
5.8% |
103.52 |
| Range |
2.17 |
1.34 |
-0.83 |
-38.2% |
10.83 |
| ATR |
2.69 |
2.98 |
0.29 |
10.7% |
0.00 |
| Volume |
908 |
756 |
-152 |
-16.7% |
4,908 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.59 |
112.92 |
110.30 |
|
| R3 |
112.25 |
111.58 |
109.93 |
|
| R2 |
110.91 |
110.91 |
109.81 |
|
| R1 |
110.24 |
110.24 |
109.68 |
109.91 |
| PP |
109.57 |
109.57 |
109.57 |
109.41 |
| S1 |
108.90 |
108.90 |
109.44 |
108.57 |
| S2 |
108.23 |
108.23 |
109.31 |
|
| S3 |
106.89 |
107.56 |
109.19 |
|
| S4 |
105.55 |
106.22 |
108.82 |
|
|
| 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 |
115.95 |
|
2.618 |
113.76 |
|
1.618 |
112.42 |
|
1.000 |
111.59 |
|
0.618 |
111.08 |
|
HIGH |
110.25 |
|
0.618 |
109.74 |
|
0.500 |
109.58 |
|
0.382 |
109.42 |
|
LOW |
108.91 |
|
0.618 |
108.08 |
|
1.000 |
107.57 |
|
1.618 |
106.74 |
|
2.618 |
105.40 |
|
4.250 |
103.22 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.58 |
107.73 |
| PP |
109.57 |
105.90 |
| S1 |
109.57 |
104.08 |
|