NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
105.18 |
105.45 |
0.27 |
0.3% |
100.00 |
| High |
105.50 |
108.05 |
2.55 |
2.4% |
103.50 |
| Low |
105.18 |
105.45 |
0.27 |
0.3% |
92.67 |
| Close |
105.52 |
107.99 |
2.47 |
2.3% |
103.52 |
| Range |
0.32 |
2.60 |
2.28 |
712.5% |
10.83 |
| ATR |
2.86 |
2.84 |
-0.02 |
-0.7% |
0.00 |
| Volume |
1,537 |
884 |
-653 |
-42.5% |
4,908 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.96 |
114.08 |
109.42 |
|
| R3 |
112.36 |
111.48 |
108.71 |
|
| R2 |
109.76 |
109.76 |
108.47 |
|
| R1 |
108.88 |
108.88 |
108.23 |
109.32 |
| PP |
107.16 |
107.16 |
107.16 |
107.39 |
| S1 |
106.28 |
106.28 |
107.75 |
106.72 |
| S2 |
104.56 |
104.56 |
107.51 |
|
| S3 |
101.96 |
103.68 |
107.28 |
|
| S4 |
99.36 |
101.08 |
106.56 |
|
|
| 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 |
119.10 |
|
2.618 |
114.86 |
|
1.618 |
112.26 |
|
1.000 |
110.65 |
|
0.618 |
109.66 |
|
HIGH |
108.05 |
|
0.618 |
107.06 |
|
0.500 |
106.75 |
|
0.382 |
106.44 |
|
LOW |
105.45 |
|
0.618 |
103.84 |
|
1.000 |
102.85 |
|
1.618 |
101.24 |
|
2.618 |
98.64 |
|
4.250 |
94.40 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.58 |
107.53 |
| PP |
107.16 |
107.07 |
| S1 |
106.75 |
106.62 |
|