NYMEX Light Sweet Crude Oil Future November 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 |
110.80 |
109.95 |
-0.85 |
-0.8% |
114.81 |
| High |
110.80 |
111.04 |
0.24 |
0.2% |
120.72 |
| Low |
107.84 |
107.07 |
-0.77 |
-0.7% |
112.95 |
| Close |
109.87 |
108.44 |
-1.43 |
-1.3% |
115.85 |
| Range |
2.96 |
3.97 |
1.01 |
34.1% |
7.77 |
| ATR |
4.91 |
4.85 |
-0.07 |
-1.4% |
0.00 |
| Volume |
114,042 |
83,234 |
-30,808 |
-27.0% |
323,230 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.76 |
118.57 |
110.62 |
|
| R3 |
116.79 |
114.60 |
109.53 |
|
| R2 |
112.82 |
112.82 |
109.17 |
|
| R1 |
110.63 |
110.63 |
108.80 |
109.74 |
| PP |
108.85 |
108.85 |
108.85 |
108.41 |
| S1 |
106.66 |
106.66 |
108.08 |
105.77 |
| S2 |
104.88 |
104.88 |
107.71 |
|
| S3 |
100.91 |
102.69 |
107.35 |
|
| S4 |
96.94 |
98.72 |
106.26 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.82 |
135.60 |
120.12 |
|
| R3 |
132.05 |
127.83 |
117.99 |
|
| R2 |
124.28 |
124.28 |
117.27 |
|
| R1 |
120.06 |
120.06 |
116.56 |
122.17 |
| PP |
116.51 |
116.51 |
116.51 |
117.56 |
| S1 |
112.29 |
112.29 |
115.14 |
114.40 |
| S2 |
108.74 |
108.74 |
114.43 |
|
| S3 |
100.97 |
104.52 |
113.71 |
|
| S4 |
93.20 |
96.75 |
111.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.72 |
105.99 |
14.73 |
13.6% |
5.68 |
5.2% |
17% |
False |
False |
84,014 |
| 10 |
122.43 |
105.99 |
16.44 |
15.2% |
5.37 |
4.9% |
15% |
False |
False |
69,973 |
| 20 |
122.43 |
105.99 |
16.44 |
15.2% |
4.67 |
4.3% |
15% |
False |
False |
57,997 |
| 40 |
148.47 |
105.99 |
42.48 |
39.2% |
4.87 |
4.5% |
6% |
False |
False |
41,390 |
| 60 |
148.47 |
105.99 |
42.48 |
39.2% |
4.51 |
4.2% |
6% |
False |
False |
32,459 |
| 80 |
148.47 |
105.99 |
42.48 |
39.2% |
4.46 |
4.1% |
6% |
False |
False |
27,516 |
| 100 |
148.47 |
105.99 |
42.48 |
39.2% |
3.96 |
3.7% |
6% |
False |
False |
22,750 |
| 120 |
148.47 |
96.27 |
52.20 |
48.1% |
3.55 |
3.3% |
23% |
False |
False |
19,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.91 |
|
2.618 |
121.43 |
|
1.618 |
117.46 |
|
1.000 |
115.01 |
|
0.618 |
113.49 |
|
HIGH |
111.04 |
|
0.618 |
109.52 |
|
0.500 |
109.06 |
|
0.382 |
108.59 |
|
LOW |
107.07 |
|
0.618 |
104.62 |
|
1.000 |
103.10 |
|
1.618 |
100.65 |
|
2.618 |
96.68 |
|
4.250 |
90.20 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.06 |
111.79 |
| PP |
108.85 |
110.67 |
| S1 |
108.65 |
109.56 |
|