NYMEX Light Sweet Crude Oil Future December 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 |
108.61 |
108.01 |
-0.60 |
-0.6% |
117.69 |
| High |
109.07 |
110.98 |
1.91 |
1.8% |
117.98 |
| Low |
106.22 |
105.48 |
-0.74 |
-0.7% |
106.22 |
| Close |
107.18 |
107.03 |
-0.15 |
-0.1% |
107.18 |
| Range |
2.85 |
5.50 |
2.65 |
93.0% |
11.76 |
| ATR |
4.76 |
4.81 |
0.05 |
1.1% |
0.00 |
| Volume |
50,305 |
52,715 |
2,410 |
4.8% |
240,786 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.33 |
121.18 |
110.06 |
|
| R3 |
118.83 |
115.68 |
108.54 |
|
| R2 |
113.33 |
113.33 |
108.04 |
|
| R1 |
110.18 |
110.18 |
107.53 |
109.01 |
| PP |
107.83 |
107.83 |
107.83 |
107.24 |
| S1 |
104.68 |
104.68 |
106.53 |
103.51 |
| S2 |
102.33 |
102.33 |
106.02 |
|
| S3 |
96.83 |
99.18 |
105.52 |
|
| S4 |
91.33 |
93.68 |
104.01 |
|
|
| 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 |
117.98 |
105.48 |
12.50 |
11.7% |
5.54 |
5.2% |
12% |
False |
True |
58,700 |
| 10 |
121.12 |
105.48 |
15.64 |
14.6% |
4.86 |
4.5% |
10% |
False |
True |
51,363 |
| 20 |
122.87 |
105.48 |
17.39 |
16.2% |
4.71 |
4.4% |
9% |
False |
True |
47,953 |
| 40 |
148.03 |
105.48 |
42.55 |
39.8% |
4.79 |
4.5% |
4% |
False |
True |
47,094 |
| 60 |
148.60 |
105.48 |
43.12 |
40.3% |
4.63 |
4.3% |
4% |
False |
True |
42,685 |
| 80 |
148.60 |
105.48 |
43.12 |
40.3% |
4.69 |
4.4% |
4% |
False |
True |
43,492 |
| 100 |
148.60 |
105.48 |
43.12 |
40.3% |
4.40 |
4.1% |
4% |
False |
True |
39,974 |
| 120 |
148.60 |
95.83 |
52.77 |
49.3% |
4.10 |
3.8% |
21% |
False |
False |
36,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.36 |
|
2.618 |
125.38 |
|
1.618 |
119.88 |
|
1.000 |
116.48 |
|
0.618 |
114.38 |
|
HIGH |
110.98 |
|
0.618 |
108.88 |
|
0.500 |
108.23 |
|
0.382 |
107.58 |
|
LOW |
105.48 |
|
0.618 |
102.08 |
|
1.000 |
99.98 |
|
1.618 |
96.58 |
|
2.618 |
91.08 |
|
4.250 |
82.11 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.23 |
109.19 |
| PP |
107.83 |
108.47 |
| S1 |
107.43 |
107.75 |
|