NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
108.37 |
102.38 |
-5.99 |
-5.5% |
117.36 |
| High |
110.60 |
105.00 |
-5.60 |
-5.1% |
117.58 |
| Low |
105.07 |
101.44 |
-3.63 |
-3.5% |
105.65 |
| Close |
106.61 |
102.62 |
-3.99 |
-3.7% |
106.69 |
| Range |
5.53 |
3.56 |
-1.97 |
-35.6% |
11.93 |
| ATR |
4.77 |
4.80 |
0.03 |
0.6% |
0.00 |
| Volume |
73,084 |
151,179 |
78,095 |
106.9% |
335,939 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.70 |
111.72 |
104.58 |
|
| R3 |
110.14 |
108.16 |
103.60 |
|
| R2 |
106.58 |
106.58 |
103.27 |
|
| R1 |
104.60 |
104.60 |
102.95 |
105.59 |
| PP |
103.02 |
103.02 |
103.02 |
103.52 |
| S1 |
101.04 |
101.04 |
102.29 |
102.03 |
| S2 |
99.46 |
99.46 |
101.97 |
|
| S3 |
95.90 |
97.48 |
101.64 |
|
| S4 |
92.34 |
93.92 |
100.66 |
|
|
| 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 |
111.04 |
101.44 |
9.60 |
9.4% |
3.79 |
3.7% |
12% |
False |
True |
99,232 |
| 10 |
120.72 |
101.44 |
19.28 |
18.8% |
4.95 |
4.8% |
6% |
False |
True |
82,969 |
| 20 |
122.43 |
101.44 |
20.99 |
20.5% |
4.67 |
4.6% |
6% |
False |
True |
65,024 |
| 40 |
147.81 |
101.44 |
46.37 |
45.2% |
4.78 |
4.7% |
3% |
False |
True |
47,297 |
| 60 |
148.47 |
101.44 |
47.03 |
45.8% |
4.50 |
4.4% |
3% |
False |
True |
36,743 |
| 80 |
148.47 |
101.44 |
47.03 |
45.8% |
4.51 |
4.4% |
3% |
False |
True |
31,049 |
| 100 |
148.47 |
101.44 |
47.03 |
45.8% |
4.05 |
3.9% |
3% |
False |
True |
25,678 |
| 120 |
148.47 |
98.10 |
50.37 |
49.1% |
3.59 |
3.5% |
9% |
False |
False |
21,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.13 |
|
2.618 |
114.32 |
|
1.618 |
110.76 |
|
1.000 |
108.56 |
|
0.618 |
107.20 |
|
HIGH |
105.00 |
|
0.618 |
103.64 |
|
0.500 |
103.22 |
|
0.382 |
102.80 |
|
LOW |
101.44 |
|
0.618 |
99.24 |
|
1.000 |
97.88 |
|
1.618 |
95.68 |
|
2.618 |
92.12 |
|
4.250 |
86.31 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
103.22 |
106.02 |
| PP |
103.02 |
104.89 |
| S1 |
102.82 |
103.75 |
|