NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117.05 |
110.24 |
-6.81 |
-5.8% |
114.69 |
| High |
117.25 |
110.30 |
-6.95 |
-5.9% |
120.50 |
| Low |
105.46 |
107.22 |
1.76 |
1.7% |
112.36 |
| Close |
109.71 |
109.35 |
-0.36 |
-0.3% |
115.46 |
| Range |
11.79 |
3.08 |
-8.71 |
-73.9% |
8.14 |
| ATR |
5.26 |
5.11 |
-0.16 |
-3.0% |
0.00 |
| Volume |
216,481 |
389,706 |
173,225 |
80.0% |
1,300,662 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.20 |
116.85 |
111.04 |
|
| R3 |
115.12 |
113.77 |
110.20 |
|
| R2 |
112.04 |
112.04 |
109.91 |
|
| R1 |
110.69 |
110.69 |
109.63 |
109.83 |
| PP |
108.96 |
108.96 |
108.96 |
108.52 |
| S1 |
107.61 |
107.61 |
109.07 |
106.75 |
| S2 |
105.88 |
105.88 |
108.79 |
|
| S3 |
102.80 |
104.53 |
108.50 |
|
| S4 |
99.72 |
101.45 |
107.66 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.53 |
136.13 |
119.94 |
|
| R3 |
132.39 |
127.99 |
117.70 |
|
| R2 |
124.25 |
124.25 |
116.95 |
|
| R1 |
119.85 |
119.85 |
116.21 |
122.05 |
| PP |
116.11 |
116.11 |
116.11 |
117.21 |
| S1 |
111.71 |
111.71 |
114.71 |
113.91 |
| S2 |
107.97 |
107.97 |
113.97 |
|
| S3 |
99.83 |
103.57 |
113.22 |
|
| S4 |
91.69 |
95.43 |
110.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.50 |
105.46 |
15.04 |
13.8% |
5.81 |
5.3% |
26% |
False |
False |
291,237 |
| 10 |
122.04 |
105.46 |
16.58 |
15.2% |
5.57 |
5.1% |
23% |
False |
False |
273,068 |
| 20 |
122.04 |
105.46 |
16.58 |
15.2% |
4.83 |
4.4% |
23% |
False |
False |
207,029 |
| 40 |
148.13 |
105.46 |
42.67 |
39.0% |
5.02 |
4.6% |
9% |
False |
False |
129,962 |
| 60 |
148.13 |
105.46 |
42.67 |
39.0% |
4.84 |
4.4% |
9% |
False |
False |
95,749 |
| 80 |
148.13 |
105.46 |
42.67 |
39.0% |
4.75 |
4.3% |
9% |
False |
False |
77,091 |
| 100 |
148.13 |
105.46 |
42.67 |
39.0% |
4.37 |
4.0% |
9% |
False |
False |
62,943 |
| 120 |
148.13 |
96.67 |
51.46 |
47.1% |
4.03 |
3.7% |
25% |
False |
False |
53,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.39 |
|
2.618 |
118.36 |
|
1.618 |
115.28 |
|
1.000 |
113.38 |
|
0.618 |
112.20 |
|
HIGH |
110.30 |
|
0.618 |
109.12 |
|
0.500 |
108.76 |
|
0.382 |
108.40 |
|
LOW |
107.22 |
|
0.618 |
105.32 |
|
1.000 |
104.14 |
|
1.618 |
102.24 |
|
2.618 |
99.16 |
|
4.250 |
94.13 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.15 |
112.11 |
| PP |
108.96 |
111.19 |
| S1 |
108.76 |
110.27 |
|