NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
109.71 |
110.02 |
0.31 |
0.3% |
117.83 |
| High |
110.16 |
110.60 |
0.44 |
0.4% |
118.20 |
| Low |
107.34 |
106.76 |
-0.58 |
-0.5% |
107.00 |
| Close |
108.12 |
107.89 |
-0.23 |
-0.2% |
108.12 |
| Range |
2.82 |
3.84 |
1.02 |
36.2% |
11.20 |
| ATR |
3.82 |
3.82 |
0.00 |
0.0% |
0.00 |
| Volume |
5,599 |
6,941 |
1,342 |
24.0% |
25,577 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.94 |
117.75 |
110.00 |
|
| R3 |
116.10 |
113.91 |
108.95 |
|
| R2 |
112.26 |
112.26 |
108.59 |
|
| R1 |
110.07 |
110.07 |
108.24 |
109.25 |
| PP |
108.42 |
108.42 |
108.42 |
108.00 |
| S1 |
106.23 |
106.23 |
107.54 |
105.41 |
| S2 |
104.58 |
104.58 |
107.19 |
|
| S3 |
100.74 |
102.39 |
106.83 |
|
| S4 |
96.90 |
98.55 |
105.78 |
|
|
| 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 |
118.20 |
106.76 |
11.44 |
10.6% |
4.48 |
4.2% |
10% |
False |
True |
6,503 |
| 10 |
121.18 |
106.76 |
14.42 |
13.4% |
3.84 |
3.6% |
8% |
False |
True |
4,877 |
| 20 |
123.65 |
106.76 |
16.89 |
15.7% |
3.83 |
3.6% |
7% |
False |
True |
3,709 |
| 40 |
146.93 |
106.76 |
40.17 |
37.2% |
3.40 |
3.1% |
3% |
False |
True |
3,216 |
| 60 |
148.17 |
106.76 |
41.41 |
38.4% |
2.72 |
2.5% |
3% |
False |
True |
2,502 |
| 80 |
148.17 |
106.76 |
41.41 |
38.4% |
2.31 |
2.1% |
3% |
False |
True |
2,113 |
| 100 |
148.17 |
106.76 |
41.41 |
38.4% |
1.97 |
1.8% |
3% |
False |
True |
1,790 |
| 120 |
148.17 |
95.99 |
52.18 |
48.4% |
1.65 |
1.5% |
23% |
False |
False |
1,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.92 |
|
2.618 |
120.65 |
|
1.618 |
116.81 |
|
1.000 |
114.44 |
|
0.618 |
112.97 |
|
HIGH |
110.60 |
|
0.618 |
109.13 |
|
0.500 |
108.68 |
|
0.382 |
108.23 |
|
LOW |
106.76 |
|
0.618 |
104.39 |
|
1.000 |
102.92 |
|
1.618 |
100.55 |
|
2.618 |
96.71 |
|
4.250 |
90.44 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.68 |
109.46 |
| PP |
108.42 |
108.93 |
| S1 |
108.15 |
108.41 |
|