NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
109.40 |
107.48 |
-1.92 |
-1.8% |
117.05 |
| High |
110.60 |
108.10 |
-2.50 |
-2.3% |
117.25 |
| Low |
106.52 |
105.13 |
-1.39 |
-1.3% |
105.13 |
| Close |
107.89 |
106.23 |
-1.66 |
-1.5% |
106.23 |
| Range |
4.08 |
2.97 |
-1.11 |
-27.2% |
12.12 |
| ATR |
5.03 |
4.89 |
-0.15 |
-2.9% |
0.00 |
| Volume |
247,584 |
264,187 |
16,603 |
6.7% |
1,117,958 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.40 |
113.78 |
107.86 |
|
| R3 |
112.43 |
110.81 |
107.05 |
|
| R2 |
109.46 |
109.46 |
106.77 |
|
| R1 |
107.84 |
107.84 |
106.50 |
107.17 |
| PP |
106.49 |
106.49 |
106.49 |
106.15 |
| S1 |
104.87 |
104.87 |
105.96 |
104.20 |
| S2 |
103.52 |
103.52 |
105.69 |
|
| S3 |
100.55 |
101.90 |
105.41 |
|
| S4 |
97.58 |
98.93 |
104.60 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.90 |
138.18 |
112.90 |
|
| R3 |
133.78 |
126.06 |
109.56 |
|
| R2 |
121.66 |
121.66 |
108.45 |
|
| R1 |
113.94 |
113.94 |
107.34 |
111.74 |
| PP |
109.54 |
109.54 |
109.54 |
108.44 |
| S1 |
101.82 |
101.82 |
105.12 |
99.62 |
| S2 |
97.42 |
97.42 |
104.01 |
|
| S3 |
85.30 |
89.70 |
102.90 |
|
| S4 |
73.18 |
77.58 |
99.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.76 |
105.13 |
13.63 |
12.8% |
5.14 |
4.8% |
8% |
False |
True |
278,056 |
| 10 |
121.86 |
105.13 |
16.73 |
15.7% |
5.17 |
4.9% |
7% |
False |
True |
272,673 |
| 20 |
122.04 |
105.13 |
16.91 |
15.9% |
4.84 |
4.6% |
7% |
False |
True |
218,305 |
| 40 |
148.13 |
105.13 |
43.00 |
40.5% |
4.96 |
4.7% |
3% |
False |
True |
141,080 |
| 60 |
148.13 |
105.13 |
43.00 |
40.5% |
4.76 |
4.5% |
3% |
False |
True |
103,340 |
| 80 |
148.13 |
105.13 |
43.00 |
40.5% |
4.78 |
4.5% |
3% |
False |
True |
83,267 |
| 100 |
148.13 |
105.13 |
43.00 |
40.5% |
4.39 |
4.1% |
3% |
False |
True |
67,994 |
| 120 |
148.13 |
96.67 |
51.46 |
48.4% |
4.02 |
3.8% |
19% |
False |
False |
57,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.72 |
|
2.618 |
115.88 |
|
1.618 |
112.91 |
|
1.000 |
111.07 |
|
0.618 |
109.94 |
|
HIGH |
108.10 |
|
0.618 |
106.97 |
|
0.500 |
106.62 |
|
0.382 |
106.26 |
|
LOW |
105.13 |
|
0.618 |
103.29 |
|
1.000 |
102.16 |
|
1.618 |
100.32 |
|
2.618 |
97.35 |
|
4.250 |
92.51 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.62 |
107.87 |
| PP |
106.49 |
107.32 |
| S1 |
106.36 |
106.78 |
|