NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
107.96 |
108.37 |
0.41 |
0.4% |
117.36 |
| High |
108.58 |
110.60 |
2.02 |
1.9% |
117.58 |
| Low |
105.65 |
105.07 |
-0.58 |
-0.5% |
105.65 |
| Close |
106.69 |
106.61 |
-0.08 |
-0.1% |
106.69 |
| Range |
2.93 |
5.53 |
2.60 |
88.7% |
11.93 |
| ATR |
4.71 |
4.77 |
0.06 |
1.2% |
0.00 |
| Volume |
74,625 |
73,084 |
-1,541 |
-2.1% |
335,939 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.02 |
120.84 |
109.65 |
|
| R3 |
118.49 |
115.31 |
108.13 |
|
| R2 |
112.96 |
112.96 |
107.62 |
|
| R1 |
109.78 |
109.78 |
107.12 |
108.61 |
| PP |
107.43 |
107.43 |
107.43 |
106.84 |
| S1 |
104.25 |
104.25 |
106.10 |
103.08 |
| S2 |
101.90 |
101.90 |
105.60 |
|
| S3 |
96.37 |
98.72 |
105.09 |
|
| S4 |
90.84 |
93.19 |
103.57 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.76 |
138.16 |
113.25 |
|
| R3 |
133.83 |
126.23 |
109.97 |
|
| R2 |
121.90 |
121.90 |
108.88 |
|
| R1 |
114.30 |
114.30 |
107.78 |
112.14 |
| PP |
109.97 |
109.97 |
109.97 |
108.89 |
| S1 |
102.37 |
102.37 |
105.60 |
100.21 |
| S2 |
98.04 |
98.04 |
104.50 |
|
| S3 |
86.11 |
90.44 |
103.41 |
|
| S4 |
74.18 |
78.51 |
100.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.58 |
105.07 |
12.51 |
11.7% |
5.40 |
5.1% |
12% |
False |
True |
81,804 |
| 10 |
120.72 |
105.07 |
15.65 |
14.7% |
4.82 |
4.5% |
10% |
False |
True |
73,225 |
| 20 |
122.43 |
105.07 |
17.36 |
16.3% |
4.69 |
4.4% |
9% |
False |
True |
60,056 |
| 40 |
147.81 |
105.07 |
42.74 |
40.1% |
4.77 |
4.5% |
4% |
False |
True |
44,111 |
| 60 |
148.47 |
105.07 |
43.40 |
40.7% |
4.52 |
4.2% |
4% |
False |
True |
34,450 |
| 80 |
148.47 |
105.07 |
43.40 |
40.7% |
4.50 |
4.2% |
4% |
False |
True |
29,230 |
| 100 |
148.47 |
105.07 |
43.40 |
40.7% |
4.04 |
3.8% |
4% |
False |
True |
24,178 |
| 120 |
148.47 |
96.27 |
52.20 |
49.0% |
3.58 |
3.4% |
20% |
False |
False |
20,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.10 |
|
2.618 |
125.08 |
|
1.618 |
119.55 |
|
1.000 |
116.13 |
|
0.618 |
114.02 |
|
HIGH |
110.60 |
|
0.618 |
108.49 |
|
0.500 |
107.84 |
|
0.382 |
107.18 |
|
LOW |
105.07 |
|
0.618 |
101.65 |
|
1.000 |
99.54 |
|
1.618 |
96.12 |
|
2.618 |
90.59 |
|
4.250 |
81.57 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.84 |
108.06 |
| PP |
107.43 |
107.57 |
| S1 |
107.02 |
107.09 |
|