NYMEX Light Sweet Crude Oil Future March 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 |
112.06 |
111.65 |
-0.41 |
-0.4% |
117.52 |
| High |
112.06 |
112.40 |
0.34 |
0.3% |
121.38 |
| Low |
110.49 |
109.23 |
-1.26 |
-1.1% |
115.28 |
| Close |
111.88 |
110.38 |
-1.50 |
-1.3% |
117.13 |
| Range |
1.57 |
3.17 |
1.60 |
101.9% |
6.10 |
| ATR |
3.49 |
3.47 |
-0.02 |
-0.7% |
0.00 |
| Volume |
7,199 |
4,284 |
-2,915 |
-40.5% |
15,109 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.18 |
118.45 |
112.12 |
|
| R3 |
117.01 |
115.28 |
111.25 |
|
| R2 |
113.84 |
113.84 |
110.96 |
|
| R1 |
112.11 |
112.11 |
110.67 |
111.39 |
| PP |
110.67 |
110.67 |
110.67 |
110.31 |
| S1 |
108.94 |
108.94 |
110.09 |
108.22 |
| S2 |
107.50 |
107.50 |
109.80 |
|
| S3 |
104.33 |
105.77 |
109.51 |
|
| S4 |
101.16 |
102.60 |
108.64 |
|
|
| 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 |
11.4% |
3.71 |
3.4% |
13% |
False |
False |
4,357 |
| 10 |
123.30 |
108.80 |
14.50 |
13.1% |
3.21 |
2.9% |
11% |
False |
False |
3,332 |
| 20 |
123.30 |
108.80 |
14.50 |
13.1% |
2.79 |
2.5% |
11% |
False |
False |
2,669 |
| 40 |
148.35 |
108.80 |
39.55 |
35.8% |
2.79 |
2.5% |
4% |
False |
False |
2,351 |
| 60 |
148.35 |
108.80 |
39.55 |
35.8% |
1.98 |
1.8% |
4% |
False |
False |
1,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.87 |
|
2.618 |
120.70 |
|
1.618 |
117.53 |
|
1.000 |
115.57 |
|
0.618 |
114.36 |
|
HIGH |
112.40 |
|
0.618 |
111.19 |
|
0.500 |
110.82 |
|
0.382 |
110.44 |
|
LOW |
109.23 |
|
0.618 |
107.27 |
|
1.000 |
106.06 |
|
1.618 |
104.10 |
|
2.618 |
100.93 |
|
4.250 |
95.76 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.82 |
112.05 |
| PP |
110.67 |
111.49 |
| S1 |
110.53 |
110.94 |
|