NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
107.48 |
107.75 |
0.27 |
0.3% |
117.05 |
| High |
108.10 |
109.89 |
1.79 |
1.7% |
117.25 |
| Low |
105.13 |
104.70 |
-0.43 |
-0.4% |
105.13 |
| Close |
106.23 |
106.34 |
0.11 |
0.1% |
106.23 |
| Range |
2.97 |
5.19 |
2.22 |
74.7% |
12.12 |
| ATR |
4.89 |
4.91 |
0.02 |
0.4% |
0.00 |
| Volume |
264,187 |
249,111 |
-15,076 |
-5.7% |
1,117,958 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.55 |
119.63 |
109.19 |
|
| R3 |
117.36 |
114.44 |
107.77 |
|
| R2 |
112.17 |
112.17 |
107.29 |
|
| R1 |
109.25 |
109.25 |
106.82 |
108.12 |
| PP |
106.98 |
106.98 |
106.98 |
106.41 |
| S1 |
104.06 |
104.06 |
105.86 |
102.93 |
| S2 |
101.79 |
101.79 |
105.39 |
|
| S3 |
96.60 |
98.87 |
104.91 |
|
| S4 |
91.41 |
93.68 |
103.49 |
|
|
| 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 |
117.25 |
104.70 |
12.55 |
11.8% |
5.42 |
5.1% |
13% |
False |
True |
273,413 |
| 10 |
120.50 |
104.70 |
15.80 |
14.9% |
4.92 |
4.6% |
10% |
False |
True |
266,773 |
| 20 |
122.04 |
104.70 |
17.34 |
16.3% |
4.85 |
4.6% |
9% |
False |
True |
223,508 |
| 40 |
147.55 |
104.70 |
42.85 |
40.3% |
4.95 |
4.7% |
4% |
False |
True |
146,548 |
| 60 |
148.13 |
104.70 |
43.43 |
40.8% |
4.79 |
4.5% |
4% |
False |
True |
106,900 |
| 80 |
148.13 |
104.70 |
43.43 |
40.8% |
4.77 |
4.5% |
4% |
False |
True |
86,285 |
| 100 |
148.13 |
104.70 |
43.43 |
40.8% |
4.43 |
4.2% |
4% |
False |
True |
70,436 |
| 120 |
148.13 |
96.67 |
51.46 |
48.4% |
4.04 |
3.8% |
19% |
False |
False |
59,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.95 |
|
2.618 |
123.48 |
|
1.618 |
118.29 |
|
1.000 |
115.08 |
|
0.618 |
113.10 |
|
HIGH |
109.89 |
|
0.618 |
107.91 |
|
0.500 |
107.30 |
|
0.382 |
106.68 |
|
LOW |
104.70 |
|
0.618 |
101.49 |
|
1.000 |
99.51 |
|
1.618 |
96.30 |
|
2.618 |
91.11 |
|
4.250 |
82.64 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.30 |
107.65 |
| PP |
106.98 |
107.21 |
| S1 |
106.66 |
106.78 |
|