NYMEX Light Sweet Crude Oil Future November 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 |
109.95 |
107.96 |
-1.99 |
-1.8% |
117.36 |
| High |
111.04 |
108.58 |
-2.46 |
-2.2% |
117.58 |
| Low |
107.07 |
105.65 |
-1.42 |
-1.3% |
105.65 |
| Close |
108.44 |
106.69 |
-1.75 |
-1.6% |
106.69 |
| Range |
3.97 |
2.93 |
-1.04 |
-26.2% |
11.93 |
| ATR |
4.85 |
4.71 |
-0.14 |
-2.8% |
0.00 |
| Volume |
83,234 |
74,625 |
-8,609 |
-10.3% |
335,939 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.76 |
114.16 |
108.30 |
|
| R3 |
112.83 |
111.23 |
107.50 |
|
| R2 |
109.90 |
109.90 |
107.23 |
|
| R1 |
108.30 |
108.30 |
106.96 |
107.64 |
| PP |
106.97 |
106.97 |
106.97 |
106.64 |
| S1 |
105.37 |
105.37 |
106.42 |
104.71 |
| S2 |
104.04 |
104.04 |
106.15 |
|
| S3 |
101.11 |
102.44 |
105.88 |
|
| S4 |
98.18 |
99.51 |
105.08 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.76 |
138.16 |
113.25 |
|
| R3 |
133.83 |
126.23 |
109.97 |
|
| R2 |
121.90 |
121.90 |
108.88 |
|
| R1 |
114.30 |
114.30 |
107.78 |
112.14 |
| PP |
109.97 |
109.97 |
109.97 |
108.89 |
| S1 |
102.37 |
102.37 |
105.60 |
100.21 |
| S2 |
98.04 |
98.04 |
104.50 |
|
| S3 |
86.11 |
90.44 |
103.41 |
|
| S4 |
74.18 |
78.51 |
100.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.03 |
105.65 |
13.38 |
12.5% |
5.02 |
4.7% |
8% |
False |
True |
81,174 |
| 10 |
122.22 |
105.65 |
16.57 |
15.5% |
5.02 |
4.7% |
6% |
False |
True |
72,245 |
| 20 |
122.43 |
105.65 |
16.78 |
15.7% |
4.64 |
4.4% |
6% |
False |
True |
59,383 |
| 40 |
148.47 |
105.65 |
42.82 |
40.1% |
4.78 |
4.5% |
2% |
False |
True |
42,824 |
| 60 |
148.47 |
105.65 |
42.82 |
40.1% |
4.49 |
4.2% |
2% |
False |
True |
33,460 |
| 80 |
148.47 |
105.65 |
42.82 |
40.1% |
4.48 |
4.2% |
2% |
False |
True |
28,382 |
| 100 |
148.47 |
105.65 |
42.82 |
40.1% |
3.99 |
3.7% |
2% |
False |
True |
23,475 |
| 120 |
148.47 |
96.27 |
52.20 |
48.9% |
3.56 |
3.3% |
20% |
False |
False |
19,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.03 |
|
2.618 |
116.25 |
|
1.618 |
113.32 |
|
1.000 |
111.51 |
|
0.618 |
110.39 |
|
HIGH |
108.58 |
|
0.618 |
107.46 |
|
0.500 |
107.12 |
|
0.382 |
106.77 |
|
LOW |
105.65 |
|
0.618 |
103.84 |
|
1.000 |
102.72 |
|
1.618 |
100.91 |
|
2.618 |
97.98 |
|
4.250 |
93.20 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.12 |
108.35 |
| PP |
106.97 |
107.79 |
| S1 |
106.83 |
107.24 |
|