NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117.00 |
117.69 |
0.69 |
0.6% |
115.81 |
| High |
119.44 |
117.98 |
-1.46 |
-1.2% |
121.12 |
| Low |
115.91 |
106.67 |
-9.24 |
-8.0% |
113.60 |
| Close |
116.31 |
110.97 |
-5.34 |
-4.6% |
116.31 |
| Range |
3.53 |
11.31 |
7.78 |
220.4% |
7.52 |
| ATR |
4.56 |
5.04 |
0.48 |
10.6% |
0.00 |
| Volume |
47,063 |
42,684 |
-4,379 |
-9.3% |
220,130 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.80 |
139.70 |
117.19 |
|
| R3 |
134.49 |
128.39 |
114.08 |
|
| R2 |
123.18 |
123.18 |
113.04 |
|
| R1 |
117.08 |
117.08 |
112.01 |
114.48 |
| PP |
111.87 |
111.87 |
111.87 |
110.57 |
| S1 |
105.77 |
105.77 |
109.93 |
103.17 |
| S2 |
100.56 |
100.56 |
108.90 |
|
| S3 |
89.25 |
94.46 |
107.86 |
|
| S4 |
77.94 |
83.15 |
104.75 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.57 |
135.46 |
120.45 |
|
| R3 |
132.05 |
127.94 |
118.38 |
|
| R2 |
124.53 |
124.53 |
117.69 |
|
| R1 |
120.42 |
120.42 |
117.00 |
122.48 |
| PP |
117.01 |
117.01 |
117.01 |
118.04 |
| S1 |
112.90 |
112.90 |
115.62 |
114.96 |
| S2 |
109.49 |
109.49 |
114.93 |
|
| S3 |
101.97 |
105.38 |
114.24 |
|
| S4 |
94.45 |
97.86 |
112.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.12 |
106.67 |
14.45 |
13.0% |
5.97 |
5.4% |
30% |
False |
True |
43,675 |
| 10 |
122.87 |
106.67 |
16.20 |
14.6% |
5.52 |
5.0% |
27% |
False |
True |
44,172 |
| 20 |
122.87 |
106.67 |
16.20 |
14.6% |
4.59 |
4.1% |
27% |
False |
True |
46,854 |
| 40 |
148.60 |
106.67 |
41.93 |
37.8% |
4.92 |
4.4% |
10% |
False |
True |
44,653 |
| 60 |
148.60 |
106.67 |
41.93 |
37.8% |
4.72 |
4.3% |
10% |
False |
True |
41,338 |
| 80 |
148.60 |
106.67 |
41.93 |
37.8% |
4.65 |
4.2% |
10% |
False |
True |
42,027 |
| 100 |
148.60 |
105.64 |
42.96 |
38.7% |
4.31 |
3.9% |
12% |
False |
False |
38,088 |
| 120 |
148.60 |
95.83 |
52.77 |
47.6% |
4.12 |
3.7% |
29% |
False |
False |
35,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.05 |
|
2.618 |
147.59 |
|
1.618 |
136.28 |
|
1.000 |
129.29 |
|
0.618 |
124.97 |
|
HIGH |
117.98 |
|
0.618 |
113.66 |
|
0.500 |
112.33 |
|
0.382 |
110.99 |
|
LOW |
106.67 |
|
0.618 |
99.68 |
|
1.000 |
95.36 |
|
1.618 |
88.37 |
|
2.618 |
77.06 |
|
4.250 |
58.60 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.33 |
113.90 |
| PP |
111.87 |
112.92 |
| S1 |
111.42 |
111.95 |
|