NYMEX Light Sweet Crude Oil Future November 2008
| 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 |
116.10 |
117.36 |
1.26 |
1.1% |
114.81 |
| High |
119.03 |
117.58 |
-1.45 |
-1.2% |
120.72 |
| Low |
115.40 |
105.99 |
-9.41 |
-8.2% |
112.95 |
| Close |
115.85 |
110.30 |
-5.55 |
-4.8% |
115.85 |
| Range |
3.63 |
11.59 |
7.96 |
219.3% |
7.77 |
| ATR |
4.56 |
5.06 |
0.50 |
11.0% |
0.00 |
| Volume |
69,935 |
64,038 |
-5,897 |
-8.4% |
323,230 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.06 |
139.77 |
116.67 |
|
| R3 |
134.47 |
128.18 |
113.49 |
|
| R2 |
122.88 |
122.88 |
112.42 |
|
| R1 |
116.59 |
116.59 |
111.36 |
113.94 |
| PP |
111.29 |
111.29 |
111.29 |
109.97 |
| S1 |
105.00 |
105.00 |
109.24 |
102.35 |
| S2 |
99.70 |
99.70 |
108.18 |
|
| S3 |
88.11 |
93.41 |
107.11 |
|
| S4 |
76.52 |
81.82 |
103.93 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.82 |
135.60 |
120.12 |
|
| R3 |
132.05 |
127.83 |
117.99 |
|
| R2 |
124.28 |
124.28 |
117.27 |
|
| R1 |
120.06 |
120.06 |
116.56 |
122.17 |
| PP |
116.51 |
116.51 |
116.51 |
117.56 |
| S1 |
112.29 |
112.29 |
115.14 |
114.40 |
| S2 |
108.74 |
108.74 |
114.43 |
|
| S3 |
100.97 |
104.52 |
113.71 |
|
| S4 |
93.20 |
96.75 |
111.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.72 |
105.99 |
14.73 |
13.4% |
6.10 |
5.5% |
29% |
False |
True |
66,707 |
| 10 |
122.43 |
105.99 |
16.44 |
14.9% |
5.58 |
5.1% |
26% |
False |
True |
57,962 |
| 20 |
122.43 |
105.99 |
16.44 |
14.9% |
4.61 |
4.2% |
26% |
False |
True |
53,369 |
| 40 |
148.47 |
105.99 |
42.48 |
38.5% |
4.92 |
4.5% |
10% |
False |
True |
37,519 |
| 60 |
148.47 |
105.99 |
42.48 |
38.5% |
4.61 |
4.2% |
10% |
False |
True |
29,751 |
| 80 |
148.47 |
105.99 |
42.48 |
38.5% |
4.42 |
4.0% |
10% |
False |
True |
25,233 |
| 100 |
148.47 |
105.99 |
42.48 |
38.5% |
3.92 |
3.6% |
10% |
False |
True |
20,791 |
| 120 |
148.47 |
96.27 |
52.20 |
47.3% |
3.51 |
3.2% |
27% |
False |
False |
17,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.84 |
|
2.618 |
147.92 |
|
1.618 |
136.33 |
|
1.000 |
129.17 |
|
0.618 |
124.74 |
|
HIGH |
117.58 |
|
0.618 |
113.15 |
|
0.500 |
111.79 |
|
0.382 |
110.42 |
|
LOW |
105.99 |
|
0.618 |
98.83 |
|
1.000 |
94.40 |
|
1.618 |
87.24 |
|
2.618 |
75.65 |
|
4.250 |
56.73 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.79 |
113.36 |
| PP |
111.29 |
112.34 |
| S1 |
110.80 |
111.32 |
|