NYMEX Light Sweet Crude Oil Future February 2009
| 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 |
111.95 |
111.47 |
-0.48 |
-0.4% |
116.29 |
| High |
111.95 |
112.15 |
0.20 |
0.2% |
121.18 |
| Low |
110.25 |
109.30 |
-0.95 |
-0.9% |
114.68 |
| Close |
111.46 |
109.99 |
-1.47 |
-1.3% |
116.94 |
| Range |
1.70 |
2.85 |
1.15 |
67.6% |
6.50 |
| ATR |
3.98 |
3.89 |
-0.08 |
-2.0% |
0.00 |
| Volume |
10,479 |
6,574 |
-3,905 |
-37.3% |
16,257 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.03 |
117.36 |
111.56 |
|
| R3 |
116.18 |
114.51 |
110.77 |
|
| R2 |
113.33 |
113.33 |
110.51 |
|
| R1 |
111.66 |
111.66 |
110.25 |
111.07 |
| PP |
110.48 |
110.48 |
110.48 |
110.19 |
| S1 |
108.81 |
108.81 |
109.73 |
108.22 |
| S2 |
107.63 |
107.63 |
109.47 |
|
| S3 |
104.78 |
105.96 |
109.21 |
|
| S4 |
101.93 |
103.11 |
108.42 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.10 |
133.52 |
120.52 |
|
| R3 |
130.60 |
127.02 |
118.73 |
|
| R2 |
124.10 |
124.10 |
118.13 |
|
| R1 |
120.52 |
120.52 |
117.54 |
122.31 |
| PP |
117.60 |
117.60 |
117.60 |
118.50 |
| S1 |
114.02 |
114.02 |
116.34 |
115.81 |
| S2 |
111.10 |
111.10 |
115.75 |
|
| S3 |
104.60 |
107.52 |
115.15 |
|
| S4 |
98.10 |
101.02 |
113.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.18 |
107.00 |
14.18 |
12.9% |
4.62 |
4.2% |
21% |
False |
False |
5,598 |
| 10 |
123.65 |
107.00 |
16.65 |
15.1% |
4.45 |
4.0% |
18% |
False |
False |
4,250 |
| 20 |
123.65 |
107.00 |
16.65 |
15.1% |
3.79 |
3.4% |
18% |
False |
False |
3,502 |
| 40 |
148.17 |
107.00 |
41.17 |
37.4% |
3.42 |
3.1% |
7% |
False |
False |
3,019 |
| 60 |
148.17 |
107.00 |
41.17 |
37.4% |
2.63 |
2.4% |
7% |
False |
False |
2,356 |
| 80 |
148.17 |
107.00 |
41.17 |
37.4% |
2.27 |
2.1% |
7% |
False |
False |
1,983 |
| 100 |
148.17 |
107.00 |
41.17 |
37.4% |
1.90 |
1.7% |
7% |
False |
False |
1,681 |
| 120 |
148.17 |
95.99 |
52.18 |
47.4% |
1.59 |
1.4% |
27% |
False |
False |
1,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124.26 |
|
2.618 |
119.61 |
|
1.618 |
116.76 |
|
1.000 |
115.00 |
|
0.618 |
113.91 |
|
HIGH |
112.15 |
|
0.618 |
111.06 |
|
0.500 |
110.73 |
|
0.382 |
110.39 |
|
LOW |
109.30 |
|
0.618 |
107.54 |
|
1.000 |
106.45 |
|
1.618 |
104.69 |
|
2.618 |
101.84 |
|
4.250 |
97.19 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.73 |
112.60 |
| PP |
110.48 |
111.73 |
| S1 |
110.24 |
110.86 |
|