NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119.00 |
115.30 |
-3.70 |
-3.1% |
117.52 |
| High |
119.70 |
115.30 |
-4.40 |
-3.7% |
121.38 |
| Low |
117.11 |
108.80 |
-8.31 |
-7.1% |
115.28 |
| Close |
117.13 |
112.59 |
-4.54 |
-3.9% |
117.13 |
| Range |
2.59 |
6.50 |
3.91 |
151.0% |
6.10 |
| ATR |
3.23 |
3.60 |
0.36 |
11.3% |
0.00 |
| Volume |
4,090 |
1,765 |
-2,325 |
-56.8% |
15,109 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.73 |
128.66 |
116.17 |
|
| R3 |
125.23 |
122.16 |
114.38 |
|
| R2 |
118.73 |
118.73 |
113.78 |
|
| R1 |
115.66 |
115.66 |
113.19 |
113.95 |
| PP |
112.23 |
112.23 |
112.23 |
111.37 |
| S1 |
109.16 |
109.16 |
111.99 |
107.45 |
| S2 |
105.73 |
105.73 |
111.40 |
|
| S3 |
99.23 |
102.66 |
110.80 |
|
| S4 |
92.73 |
96.16 |
109.02 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.23 |
132.78 |
120.49 |
|
| R3 |
130.13 |
126.68 |
118.81 |
|
| R2 |
124.03 |
124.03 |
118.25 |
|
| R1 |
120.58 |
120.58 |
117.69 |
119.26 |
| PP |
117.93 |
117.93 |
117.93 |
117.27 |
| S1 |
114.48 |
114.48 |
116.57 |
113.16 |
| S2 |
111.83 |
111.83 |
116.01 |
|
| S3 |
105.73 |
108.38 |
115.45 |
|
| S4 |
99.63 |
102.28 |
113.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.38 |
108.80 |
12.58 |
11.2% |
4.14 |
3.7% |
30% |
False |
True |
2,855 |
| 10 |
123.30 |
108.80 |
14.50 |
12.9% |
3.33 |
3.0% |
26% |
False |
True |
2,473 |
| 20 |
123.30 |
108.80 |
14.50 |
12.9% |
2.71 |
2.4% |
26% |
False |
True |
2,325 |
| 40 |
148.35 |
108.80 |
39.55 |
35.1% |
2.71 |
2.4% |
10% |
False |
True |
2,188 |
| 60 |
148.35 |
108.80 |
39.55 |
35.1% |
1.91 |
1.7% |
10% |
False |
True |
1,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.93 |
|
2.618 |
132.32 |
|
1.618 |
125.82 |
|
1.000 |
121.80 |
|
0.618 |
119.32 |
|
HIGH |
115.30 |
|
0.618 |
112.82 |
|
0.500 |
112.05 |
|
0.382 |
111.28 |
|
LOW |
108.80 |
|
0.618 |
104.78 |
|
1.000 |
102.30 |
|
1.618 |
98.28 |
|
2.618 |
91.78 |
|
4.250 |
81.18 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.41 |
115.09 |
| PP |
112.23 |
114.26 |
| S1 |
112.05 |
113.42 |
|