NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
104.33 |
104.16 |
-0.17 |
-0.2% |
109.18 |
| High |
104.33 |
104.16 |
-0.17 |
-0.2% |
109.18 |
| Low |
103.53 |
104.16 |
0.63 |
0.6% |
103.53 |
| Close |
103.71 |
104.16 |
0.45 |
0.4% |
104.16 |
| Range |
0.80 |
0.00 |
-0.80 |
-100.0% |
5.65 |
| ATR |
1.78 |
1.68 |
-0.09 |
-5.3% |
0.00 |
| Volume |
502 |
15 |
-487 |
-97.0% |
1,489 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.16 |
104.16 |
104.16 |
|
| R3 |
104.16 |
104.16 |
104.16 |
|
| R2 |
104.16 |
104.16 |
104.16 |
|
| R1 |
104.16 |
104.16 |
104.16 |
104.16 |
| PP |
104.16 |
104.16 |
104.16 |
104.16 |
| S1 |
104.16 |
104.16 |
104.16 |
104.16 |
| S2 |
104.16 |
104.16 |
104.16 |
|
| S3 |
104.16 |
104.16 |
104.16 |
|
| S4 |
104.16 |
104.16 |
104.16 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.57 |
119.02 |
107.27 |
|
| R3 |
116.92 |
113.37 |
105.71 |
|
| R2 |
111.27 |
111.27 |
105.20 |
|
| R1 |
107.72 |
107.72 |
104.68 |
106.67 |
| PP |
105.62 |
105.62 |
105.62 |
105.10 |
| S1 |
102.07 |
102.07 |
103.64 |
101.02 |
| S2 |
99.97 |
99.97 |
103.12 |
|
| S3 |
94.32 |
96.42 |
102.61 |
|
| S4 |
88.67 |
90.77 |
101.05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.16 |
|
2.618 |
104.16 |
|
1.618 |
104.16 |
|
1.000 |
104.16 |
|
0.618 |
104.16 |
|
HIGH |
104.16 |
|
0.618 |
104.16 |
|
0.500 |
104.16 |
|
0.382 |
104.16 |
|
LOW |
104.16 |
|
0.618 |
104.16 |
|
1.000 |
104.16 |
|
1.618 |
104.16 |
|
2.618 |
104.16 |
|
4.250 |
104.16 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
104.16 |
105.15 |
| PP |
104.16 |
104.82 |
| S1 |
104.16 |
104.49 |
|