NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
108.14 |
107.20 |
-0.94 |
-0.9% |
109.67 |
High |
108.14 |
107.20 |
-0.94 |
-0.9% |
109.67 |
Low |
108.14 |
107.15 |
-0.99 |
-0.9% |
105.65 |
Close |
108.14 |
107.41 |
-0.73 |
-0.7% |
107.41 |
Range |
0.00 |
0.05 |
0.05 |
|
4.02 |
ATR |
2.58 |
2.47 |
-0.11 |
-4.4% |
0.00 |
Volume |
228 |
865 |
637 |
279.4% |
1,814 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.40 |
107.46 |
107.44 |
|
R3 |
107.35 |
107.41 |
107.42 |
|
R2 |
107.30 |
107.30 |
107.42 |
|
R1 |
107.36 |
107.36 |
107.41 |
107.33 |
PP |
107.25 |
107.25 |
107.25 |
107.24 |
S1 |
107.31 |
107.31 |
107.41 |
107.28 |
S2 |
107.20 |
107.20 |
107.40 |
|
S3 |
107.15 |
107.26 |
107.40 |
|
S4 |
107.10 |
107.21 |
107.38 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.64 |
117.54 |
109.62 |
|
R3 |
115.62 |
113.52 |
108.52 |
|
R2 |
111.60 |
111.60 |
108.15 |
|
R1 |
109.50 |
109.50 |
107.78 |
108.54 |
PP |
107.58 |
107.58 |
107.58 |
107.10 |
S1 |
105.48 |
105.48 |
107.04 |
104.52 |
S2 |
103.56 |
103.56 |
106.67 |
|
S3 |
99.54 |
101.46 |
106.30 |
|
S4 |
95.52 |
97.44 |
105.20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.41 |
2.618 |
107.33 |
1.618 |
107.28 |
1.000 |
107.25 |
0.618 |
107.23 |
HIGH |
107.20 |
0.618 |
107.18 |
0.500 |
107.18 |
0.382 |
107.17 |
LOW |
107.15 |
0.618 |
107.12 |
1.000 |
107.10 |
1.618 |
107.07 |
2.618 |
107.02 |
4.250 |
106.94 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
107.33 |
107.24 |
PP |
107.25 |
107.07 |
S1 |
107.18 |
106.90 |
|