NYMEX Light Sweet Crude Oil Future November 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 |
117.36 |
110.80 |
-6.56 |
-5.6% |
114.81 |
| High |
117.58 |
110.80 |
-6.78 |
-5.8% |
120.72 |
| Low |
105.99 |
107.84 |
1.85 |
1.7% |
112.95 |
| Close |
110.30 |
109.87 |
-0.43 |
-0.4% |
115.85 |
| Range |
11.59 |
2.96 |
-8.63 |
-74.5% |
7.77 |
| ATR |
5.06 |
4.91 |
-0.15 |
-3.0% |
0.00 |
| Volume |
64,038 |
114,042 |
50,004 |
78.1% |
323,230 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.38 |
117.09 |
111.50 |
|
| R3 |
115.42 |
114.13 |
110.68 |
|
| R2 |
112.46 |
112.46 |
110.41 |
|
| R1 |
111.17 |
111.17 |
110.14 |
110.34 |
| PP |
109.50 |
109.50 |
109.50 |
109.09 |
| S1 |
108.21 |
108.21 |
109.60 |
107.38 |
| S2 |
106.54 |
106.54 |
109.33 |
|
| S3 |
103.58 |
105.25 |
109.06 |
|
| S4 |
100.62 |
102.29 |
108.24 |
|
|
| 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% |
5.61 |
5.1% |
26% |
False |
False |
83,789 |
| 10 |
122.43 |
105.99 |
16.44 |
15.0% |
5.40 |
4.9% |
24% |
False |
False |
65,580 |
| 20 |
122.43 |
105.99 |
16.44 |
15.0% |
4.61 |
4.2% |
24% |
False |
False |
57,274 |
| 40 |
148.47 |
105.99 |
42.48 |
38.7% |
4.83 |
4.4% |
9% |
False |
False |
39,806 |
| 60 |
148.47 |
105.99 |
42.48 |
38.7% |
4.56 |
4.2% |
9% |
False |
False |
31,401 |
| 80 |
148.47 |
105.99 |
42.48 |
38.7% |
4.43 |
4.0% |
9% |
False |
False |
26,569 |
| 100 |
148.47 |
105.99 |
42.48 |
38.7% |
3.94 |
3.6% |
9% |
False |
False |
21,925 |
| 120 |
148.47 |
96.27 |
52.20 |
47.5% |
3.53 |
3.2% |
26% |
False |
False |
18,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.38 |
|
2.618 |
118.55 |
|
1.618 |
115.59 |
|
1.000 |
113.76 |
|
0.618 |
112.63 |
|
HIGH |
110.80 |
|
0.618 |
109.67 |
|
0.500 |
109.32 |
|
0.382 |
108.97 |
|
LOW |
107.84 |
|
0.618 |
106.01 |
|
1.000 |
104.88 |
|
1.618 |
103.05 |
|
2.618 |
100.09 |
|
4.250 |
95.26 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.69 |
112.51 |
| PP |
109.50 |
111.63 |
| S1 |
109.32 |
110.75 |
|