NYMEX Light Sweet Crude Oil Future December 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 |
110.51 |
108.61 |
-1.90 |
-1.7% |
117.69 |
| High |
112.90 |
109.07 |
-3.83 |
-3.4% |
117.98 |
| Low |
107.66 |
106.22 |
-1.44 |
-1.3% |
106.22 |
| Close |
109.00 |
107.18 |
-1.82 |
-1.7% |
107.18 |
| Range |
5.24 |
2.85 |
-2.39 |
-45.6% |
11.76 |
| ATR |
4.91 |
4.76 |
-0.15 |
-3.0% |
0.00 |
| Volume |
57,565 |
50,305 |
-7,260 |
-12.6% |
240,786 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.04 |
114.46 |
108.75 |
|
| R3 |
113.19 |
111.61 |
107.96 |
|
| R2 |
110.34 |
110.34 |
107.70 |
|
| R1 |
108.76 |
108.76 |
107.44 |
108.13 |
| PP |
107.49 |
107.49 |
107.49 |
107.17 |
| S1 |
105.91 |
105.91 |
106.92 |
105.28 |
| S2 |
104.64 |
104.64 |
106.66 |
|
| S3 |
101.79 |
103.06 |
106.40 |
|
| S4 |
98.94 |
100.21 |
105.61 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.74 |
138.22 |
113.65 |
|
| R3 |
133.98 |
126.46 |
110.41 |
|
| R2 |
122.22 |
122.22 |
109.34 |
|
| R1 |
114.70 |
114.70 |
108.26 |
112.58 |
| PP |
110.46 |
110.46 |
110.46 |
109.40 |
| S1 |
102.94 |
102.94 |
106.10 |
100.82 |
| S2 |
98.70 |
98.70 |
105.02 |
|
| S3 |
86.94 |
91.18 |
103.95 |
|
| S4 |
75.18 |
79.42 |
100.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.44 |
106.22 |
13.22 |
12.3% |
5.14 |
4.8% |
7% |
False |
True |
57,569 |
| 10 |
122.78 |
106.22 |
16.56 |
15.5% |
5.06 |
4.7% |
6% |
False |
True |
51,900 |
| 20 |
122.87 |
106.22 |
16.65 |
15.5% |
4.65 |
4.3% |
6% |
False |
True |
48,457 |
| 40 |
148.60 |
106.22 |
42.38 |
39.5% |
4.80 |
4.5% |
2% |
False |
True |
46,690 |
| 60 |
148.60 |
106.22 |
42.38 |
39.5% |
4.60 |
4.3% |
2% |
False |
True |
42,551 |
| 80 |
148.60 |
106.22 |
42.38 |
39.5% |
4.69 |
4.4% |
2% |
False |
True |
43,186 |
| 100 |
148.60 |
106.22 |
42.38 |
39.5% |
4.36 |
4.1% |
2% |
False |
True |
39,685 |
| 120 |
148.60 |
95.83 |
52.77 |
49.2% |
4.09 |
3.8% |
22% |
False |
False |
36,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.18 |
|
2.618 |
116.53 |
|
1.618 |
113.68 |
|
1.000 |
111.92 |
|
0.618 |
110.83 |
|
HIGH |
109.07 |
|
0.618 |
107.98 |
|
0.500 |
107.65 |
|
0.382 |
107.31 |
|
LOW |
106.22 |
|
0.618 |
104.46 |
|
1.000 |
103.37 |
|
1.618 |
101.61 |
|
2.618 |
98.76 |
|
4.250 |
94.11 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
107.65 |
109.56 |
| PP |
107.49 |
108.77 |
| S1 |
107.34 |
107.97 |
|