NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117.69 |
111.26 |
-6.43 |
-5.5% |
115.81 |
| High |
117.98 |
111.29 |
-6.69 |
-5.7% |
121.12 |
| Low |
106.67 |
108.50 |
1.83 |
1.7% |
113.60 |
| Close |
110.97 |
110.45 |
-0.52 |
-0.5% |
116.31 |
| Range |
11.31 |
2.79 |
-8.52 |
-75.3% |
7.52 |
| ATR |
5.04 |
4.88 |
-0.16 |
-3.2% |
0.00 |
| Volume |
42,684 |
90,232 |
47,548 |
111.4% |
220,130 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.45 |
117.24 |
111.98 |
|
| R3 |
115.66 |
114.45 |
111.22 |
|
| R2 |
112.87 |
112.87 |
110.96 |
|
| R1 |
111.66 |
111.66 |
110.71 |
110.87 |
| PP |
110.08 |
110.08 |
110.08 |
109.69 |
| S1 |
108.87 |
108.87 |
110.19 |
108.08 |
| S2 |
107.29 |
107.29 |
109.94 |
|
| S3 |
104.50 |
106.08 |
109.68 |
|
| S4 |
101.71 |
103.29 |
108.92 |
|
|
| 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 |
13.1% |
5.47 |
4.9% |
26% |
False |
False |
58,432 |
| 10 |
122.87 |
106.67 |
16.20 |
14.7% |
5.32 |
4.8% |
23% |
False |
False |
49,620 |
| 20 |
122.87 |
106.67 |
16.20 |
14.7% |
4.56 |
4.1% |
23% |
False |
False |
49,276 |
| 40 |
148.60 |
106.67 |
41.93 |
38.0% |
4.82 |
4.4% |
9% |
False |
False |
45,868 |
| 60 |
148.60 |
106.67 |
41.93 |
38.0% |
4.66 |
4.2% |
9% |
False |
False |
42,210 |
| 80 |
148.60 |
106.67 |
41.93 |
38.0% |
4.65 |
4.2% |
9% |
False |
False |
42,641 |
| 100 |
148.60 |
106.67 |
41.93 |
38.0% |
4.32 |
3.9% |
9% |
False |
False |
38,843 |
| 120 |
148.60 |
95.83 |
52.77 |
47.8% |
4.13 |
3.7% |
28% |
False |
False |
36,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.15 |
|
2.618 |
118.59 |
|
1.618 |
115.80 |
|
1.000 |
114.08 |
|
0.618 |
113.01 |
|
HIGH |
111.29 |
|
0.618 |
110.22 |
|
0.500 |
109.90 |
|
0.382 |
109.57 |
|
LOW |
108.50 |
|
0.618 |
106.78 |
|
1.000 |
105.71 |
|
1.618 |
103.99 |
|
2.618 |
101.20 |
|
4.250 |
96.64 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.27 |
113.06 |
| PP |
110.08 |
112.19 |
| S1 |
109.90 |
111.32 |
|