NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
110.24 |
109.40 |
-0.84 |
-0.8% |
114.69 |
| High |
110.30 |
110.60 |
0.30 |
0.3% |
120.50 |
| Low |
107.22 |
106.52 |
-0.70 |
-0.7% |
112.36 |
| Close |
109.35 |
107.89 |
-1.46 |
-1.3% |
115.46 |
| Range |
3.08 |
4.08 |
1.00 |
32.5% |
8.14 |
| ATR |
5.11 |
5.03 |
-0.07 |
-1.4% |
0.00 |
| Volume |
389,706 |
247,584 |
-142,122 |
-36.5% |
1,300,662 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.58 |
118.31 |
110.13 |
|
| R3 |
116.50 |
114.23 |
109.01 |
|
| R2 |
112.42 |
112.42 |
108.64 |
|
| R1 |
110.15 |
110.15 |
108.26 |
109.25 |
| PP |
108.34 |
108.34 |
108.34 |
107.88 |
| S1 |
106.07 |
106.07 |
107.52 |
105.17 |
| S2 |
104.26 |
104.26 |
107.14 |
|
| S3 |
100.18 |
101.99 |
106.77 |
|
| S4 |
96.10 |
97.91 |
105.65 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.53 |
136.13 |
119.94 |
|
| R3 |
132.39 |
127.99 |
117.70 |
|
| R2 |
124.25 |
124.25 |
116.95 |
|
| R1 |
119.85 |
119.85 |
116.21 |
122.05 |
| PP |
116.11 |
116.11 |
116.11 |
117.21 |
| S1 |
111.71 |
111.71 |
114.71 |
113.91 |
| S2 |
107.97 |
107.97 |
113.97 |
|
| S3 |
99.83 |
103.57 |
113.22 |
|
| S4 |
91.69 |
95.43 |
110.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.50 |
105.46 |
15.04 |
13.9% |
5.83 |
5.4% |
16% |
False |
False |
278,381 |
| 10 |
122.04 |
105.46 |
16.58 |
15.4% |
5.54 |
5.1% |
15% |
False |
False |
273,740 |
| 20 |
122.04 |
105.46 |
16.58 |
15.4% |
4.88 |
4.5% |
15% |
False |
False |
212,119 |
| 40 |
148.13 |
105.46 |
42.67 |
39.5% |
5.05 |
4.7% |
6% |
False |
False |
135,257 |
| 60 |
148.13 |
105.46 |
42.67 |
39.5% |
4.80 |
4.4% |
6% |
False |
False |
99,374 |
| 80 |
148.13 |
105.46 |
42.67 |
39.5% |
4.76 |
4.4% |
6% |
False |
False |
80,058 |
| 100 |
148.13 |
105.46 |
42.67 |
39.5% |
4.38 |
4.1% |
6% |
False |
False |
65,389 |
| 120 |
148.13 |
96.67 |
51.46 |
47.7% |
4.03 |
3.7% |
22% |
False |
False |
55,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.94 |
|
2.618 |
121.28 |
|
1.618 |
117.20 |
|
1.000 |
114.68 |
|
0.618 |
113.12 |
|
HIGH |
110.60 |
|
0.618 |
109.04 |
|
0.500 |
108.56 |
|
0.382 |
108.08 |
|
LOW |
106.52 |
|
0.618 |
104.00 |
|
1.000 |
102.44 |
|
1.618 |
99.92 |
|
2.618 |
95.84 |
|
4.250 |
89.18 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.56 |
111.36 |
| PP |
108.34 |
110.20 |
| S1 |
108.11 |
109.05 |
|