NYMEX Light Sweet Crude Oil Future December 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 |
111.26 |
110.51 |
-0.75 |
-0.7% |
115.81 |
| High |
111.29 |
112.90 |
1.61 |
1.4% |
121.12 |
| Low |
108.50 |
107.66 |
-0.84 |
-0.8% |
113.60 |
| Close |
110.45 |
109.00 |
-1.45 |
-1.3% |
116.31 |
| Range |
2.79 |
5.24 |
2.45 |
87.8% |
7.52 |
| ATR |
4.88 |
4.91 |
0.03 |
0.5% |
0.00 |
| Volume |
90,232 |
57,565 |
-32,667 |
-36.2% |
220,130 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.57 |
122.53 |
111.88 |
|
| R3 |
120.33 |
117.29 |
110.44 |
|
| R2 |
115.09 |
115.09 |
109.96 |
|
| R1 |
112.05 |
112.05 |
109.48 |
110.95 |
| PP |
109.85 |
109.85 |
109.85 |
109.31 |
| S1 |
106.81 |
106.81 |
108.52 |
105.71 |
| S2 |
104.61 |
104.61 |
108.04 |
|
| S3 |
99.37 |
101.57 |
107.56 |
|
| S4 |
94.13 |
96.33 |
106.12 |
|
|
| 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 |
13.3% |
5.81 |
5.3% |
16% |
False |
False |
59,673 |
| 10 |
122.87 |
106.67 |
16.20 |
14.9% |
5.43 |
5.0% |
14% |
False |
False |
51,764 |
| 20 |
122.87 |
106.67 |
16.20 |
14.9% |
4.67 |
4.3% |
14% |
False |
False |
48,747 |
| 40 |
148.60 |
106.67 |
41.93 |
38.5% |
4.88 |
4.5% |
6% |
False |
False |
46,164 |
| 60 |
148.60 |
106.67 |
41.93 |
38.5% |
4.63 |
4.3% |
6% |
False |
False |
42,411 |
| 80 |
148.60 |
106.67 |
41.93 |
38.5% |
4.67 |
4.3% |
6% |
False |
False |
42,902 |
| 100 |
148.60 |
106.67 |
41.93 |
38.5% |
4.36 |
4.0% |
6% |
False |
False |
39,320 |
| 120 |
148.60 |
95.83 |
52.77 |
48.4% |
4.10 |
3.8% |
25% |
False |
False |
36,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.17 |
|
2.618 |
126.62 |
|
1.618 |
121.38 |
|
1.000 |
118.14 |
|
0.618 |
116.14 |
|
HIGH |
112.90 |
|
0.618 |
110.90 |
|
0.500 |
110.28 |
|
0.382 |
109.66 |
|
LOW |
107.66 |
|
0.618 |
104.42 |
|
1.000 |
102.42 |
|
1.618 |
99.18 |
|
2.618 |
93.94 |
|
4.250 |
85.39 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.28 |
112.33 |
| PP |
109.85 |
111.22 |
| S1 |
109.43 |
110.11 |
|