NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
111.47 |
109.71 |
-1.76 |
-1.6% |
117.83 |
| High |
112.15 |
110.16 |
-1.99 |
-1.8% |
118.20 |
| Low |
109.30 |
107.34 |
-1.96 |
-1.8% |
107.00 |
| Close |
109.99 |
108.12 |
-1.87 |
-1.7% |
108.12 |
| Range |
2.85 |
2.82 |
-0.03 |
-1.1% |
11.20 |
| ATR |
3.89 |
3.82 |
-0.08 |
-2.0% |
0.00 |
| Volume |
6,574 |
5,599 |
-975 |
-14.8% |
25,577 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.00 |
115.38 |
109.67 |
|
| R3 |
114.18 |
112.56 |
108.90 |
|
| R2 |
111.36 |
111.36 |
108.64 |
|
| R1 |
109.74 |
109.74 |
108.38 |
109.14 |
| PP |
108.54 |
108.54 |
108.54 |
108.24 |
| S1 |
106.92 |
106.92 |
107.86 |
106.32 |
| S2 |
105.72 |
105.72 |
107.60 |
|
| S3 |
102.90 |
104.10 |
107.34 |
|
| S4 |
100.08 |
101.28 |
106.57 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.71 |
137.61 |
114.28 |
|
| R3 |
133.51 |
126.41 |
111.20 |
|
| R2 |
122.31 |
122.31 |
110.17 |
|
| R1 |
115.21 |
115.21 |
109.15 |
113.16 |
| PP |
111.11 |
111.11 |
111.11 |
110.08 |
| S1 |
104.01 |
104.01 |
107.09 |
101.96 |
| S2 |
99.91 |
99.91 |
106.07 |
|
| S3 |
88.71 |
92.81 |
105.04 |
|
| S4 |
77.51 |
81.61 |
101.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.70 |
107.00 |
12.70 |
11.7% |
4.27 |
3.9% |
9% |
False |
False |
6,088 |
| 10 |
123.65 |
107.00 |
16.65 |
15.4% |
4.17 |
3.9% |
7% |
False |
False |
4,483 |
| 20 |
123.65 |
107.00 |
16.65 |
15.4% |
3.81 |
3.5% |
7% |
False |
False |
3,610 |
| 40 |
148.17 |
107.00 |
41.17 |
38.1% |
3.35 |
3.1% |
3% |
False |
False |
3,081 |
| 60 |
148.17 |
107.00 |
41.17 |
38.1% |
2.67 |
2.5% |
3% |
False |
False |
2,406 |
| 80 |
148.17 |
107.00 |
41.17 |
38.1% |
2.30 |
2.1% |
3% |
False |
False |
2,040 |
| 100 |
148.17 |
107.00 |
41.17 |
38.1% |
1.93 |
1.8% |
3% |
False |
False |
1,729 |
| 120 |
148.17 |
95.99 |
52.18 |
48.3% |
1.61 |
1.5% |
23% |
False |
False |
1,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.15 |
|
2.618 |
117.54 |
|
1.618 |
114.72 |
|
1.000 |
112.98 |
|
0.618 |
111.90 |
|
HIGH |
110.16 |
|
0.618 |
109.08 |
|
0.500 |
108.75 |
|
0.382 |
108.42 |
|
LOW |
107.34 |
|
0.618 |
105.60 |
|
1.000 |
104.52 |
|
1.618 |
102.78 |
|
2.618 |
99.96 |
|
4.250 |
95.36 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.75 |
109.75 |
| PP |
108.54 |
109.20 |
| S1 |
108.33 |
108.66 |
|