NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
104.16 |
103.65 |
-0.51 |
-0.5% |
109.18 |
| High |
104.16 |
103.65 |
-0.51 |
-0.5% |
109.18 |
| Low |
104.16 |
98.35 |
-5.81 |
-5.6% |
103.53 |
| Close |
104.16 |
98.64 |
-5.52 |
-5.3% |
104.16 |
| Range |
0.00 |
5.30 |
5.30 |
|
5.65 |
| ATR |
1.68 |
1.98 |
0.29 |
17.5% |
0.00 |
| Volume |
15 |
177 |
162 |
1,080.0% |
1,489 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.11 |
112.68 |
101.56 |
|
| R3 |
110.81 |
107.38 |
100.10 |
|
| R2 |
105.51 |
105.51 |
99.61 |
|
| R1 |
102.08 |
102.08 |
99.13 |
101.15 |
| PP |
100.21 |
100.21 |
100.21 |
99.75 |
| S1 |
96.78 |
96.78 |
98.15 |
95.85 |
| S2 |
94.91 |
94.91 |
97.67 |
|
| S3 |
89.61 |
91.48 |
97.18 |
|
| S4 |
84.31 |
86.18 |
95.73 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.57 |
119.02 |
107.27 |
|
| R3 |
116.92 |
113.37 |
105.71 |
|
| R2 |
111.27 |
111.27 |
105.20 |
|
| R1 |
107.72 |
107.72 |
104.68 |
106.67 |
| PP |
105.62 |
105.62 |
105.62 |
105.10 |
| S1 |
102.07 |
102.07 |
103.64 |
101.02 |
| S2 |
99.97 |
99.97 |
103.12 |
|
| S3 |
94.32 |
96.42 |
102.61 |
|
| S4 |
88.67 |
90.77 |
101.05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.18 |
|
2.618 |
117.53 |
|
1.618 |
112.23 |
|
1.000 |
108.95 |
|
0.618 |
106.93 |
|
HIGH |
103.65 |
|
0.618 |
101.63 |
|
0.500 |
101.00 |
|
0.382 |
100.37 |
|
LOW |
98.35 |
|
0.618 |
95.07 |
|
1.000 |
93.05 |
|
1.618 |
89.77 |
|
2.618 |
84.47 |
|
4.250 |
75.83 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
101.00 |
101.34 |
| PP |
100.21 |
100.44 |
| S1 |
99.43 |
99.54 |
|