NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.68 |
105.18 |
-0.50 |
-0.5% |
100.00 |
| High |
105.68 |
105.50 |
-0.18 |
-0.2% |
103.50 |
| Low |
105.68 |
105.18 |
-0.50 |
-0.5% |
92.67 |
| Close |
105.68 |
105.52 |
-0.16 |
-0.2% |
103.52 |
| Range |
0.00 |
0.32 |
0.32 |
|
10.83 |
| ATR |
3.04 |
2.86 |
-0.18 |
-6.0% |
0.00 |
| Volume |
535 |
1,537 |
1,002 |
187.3% |
4,908 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.36 |
106.26 |
105.70 |
|
| R3 |
106.04 |
105.94 |
105.61 |
|
| R2 |
105.72 |
105.72 |
105.58 |
|
| R1 |
105.62 |
105.62 |
105.55 |
105.67 |
| PP |
105.40 |
105.40 |
105.40 |
105.43 |
| S1 |
105.30 |
105.30 |
105.49 |
105.35 |
| S2 |
105.08 |
105.08 |
105.46 |
|
| S3 |
104.76 |
104.98 |
105.43 |
|
| S4 |
104.44 |
104.66 |
105.34 |
|
|
| 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 |
106.86 |
|
2.618 |
106.34 |
|
1.618 |
106.02 |
|
1.000 |
105.82 |
|
0.618 |
105.70 |
|
HIGH |
105.50 |
|
0.618 |
105.38 |
|
0.500 |
105.34 |
|
0.382 |
105.30 |
|
LOW |
105.18 |
|
0.618 |
104.98 |
|
1.000 |
104.86 |
|
1.618 |
104.66 |
|
2.618 |
104.34 |
|
4.250 |
103.82 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
105.46 |
107.72 |
| PP |
105.40 |
106.98 |
| S1 |
105.34 |
106.25 |
|