NYMEX Light Sweet Crude Oil Future April 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 |
120.30 |
112.91 |
-7.39 |
-6.1% |
117.77 |
| High |
120.30 |
112.91 |
-7.39 |
-6.1% |
120.30 |
| Low |
117.40 |
107.70 |
-9.70 |
-8.3% |
117.40 |
| Close |
117.27 |
113.01 |
-4.26 |
-3.6% |
117.27 |
| Range |
2.90 |
5.21 |
2.31 |
79.7% |
2.90 |
| ATR |
1.94 |
2.49 |
0.54 |
28.0% |
0.00 |
| Volume |
1,350 |
2,181 |
831 |
61.6% |
5,368 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.84 |
125.13 |
115.88 |
|
| R3 |
121.63 |
119.92 |
114.44 |
|
| R2 |
116.42 |
116.42 |
113.97 |
|
| R1 |
114.71 |
114.71 |
113.49 |
115.57 |
| PP |
111.21 |
111.21 |
111.21 |
111.63 |
| S1 |
109.50 |
109.50 |
112.53 |
110.36 |
| S2 |
106.00 |
106.00 |
112.05 |
|
| S3 |
100.79 |
104.29 |
111.58 |
|
| S4 |
95.58 |
99.08 |
110.14 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.02 |
125.05 |
118.87 |
|
| R3 |
124.12 |
122.15 |
118.07 |
|
| R2 |
121.22 |
121.22 |
117.80 |
|
| R1 |
119.25 |
119.25 |
117.54 |
118.79 |
| PP |
118.32 |
118.32 |
118.32 |
118.09 |
| S1 |
116.35 |
116.35 |
117.00 |
115.89 |
| S2 |
115.42 |
115.42 |
116.74 |
|
| S3 |
112.52 |
113.45 |
116.47 |
|
| S4 |
109.62 |
110.55 |
115.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.30 |
107.70 |
12.60 |
11.1% |
2.28 |
2.0% |
42% |
False |
True |
1,274 |
| 10 |
123.58 |
107.70 |
15.88 |
14.1% |
1.35 |
1.2% |
33% |
False |
True |
1,221 |
| 20 |
123.58 |
107.70 |
15.88 |
14.1% |
0.94 |
0.8% |
33% |
False |
True |
1,093 |
| 40 |
146.86 |
107.70 |
39.16 |
34.7% |
0.57 |
0.5% |
14% |
False |
True |
1,099 |
| 60 |
146.86 |
107.70 |
39.16 |
34.7% |
0.38 |
0.3% |
14% |
False |
True |
841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.05 |
|
2.618 |
126.55 |
|
1.618 |
121.34 |
|
1.000 |
118.12 |
|
0.618 |
116.13 |
|
HIGH |
112.91 |
|
0.618 |
110.92 |
|
0.500 |
110.31 |
|
0.382 |
109.69 |
|
LOW |
107.70 |
|
0.618 |
104.48 |
|
1.000 |
102.49 |
|
1.618 |
99.27 |
|
2.618 |
94.06 |
|
4.250 |
85.56 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.11 |
114.00 |
| PP |
111.21 |
113.67 |
| S1 |
110.31 |
113.34 |
|