NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
118.13 |
111.55 |
-6.58 |
-5.6% |
115.70 |
| High |
118.20 |
111.55 |
-6.65 |
-5.6% |
121.09 |
| Low |
107.61 |
109.45 |
1.84 |
1.7% |
114.25 |
| Close |
111.55 |
110.97 |
-0.58 |
-0.5% |
116.68 |
| Range |
10.59 |
2.10 |
-8.49 |
-80.2% |
6.84 |
| ATR |
4.63 |
4.45 |
-0.18 |
-3.9% |
0.00 |
| Volume |
9,263 |
20,315 |
11,052 |
119.3% |
44,112 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.96 |
116.06 |
112.13 |
|
| R3 |
114.86 |
113.96 |
111.55 |
|
| R2 |
112.76 |
112.76 |
111.36 |
|
| R1 |
111.86 |
111.86 |
111.16 |
111.26 |
| PP |
110.66 |
110.66 |
110.66 |
110.36 |
| S1 |
109.76 |
109.76 |
110.78 |
109.16 |
| S2 |
108.56 |
108.56 |
110.59 |
|
| S3 |
106.46 |
107.66 |
110.39 |
|
| S4 |
104.36 |
105.56 |
109.82 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.86 |
134.11 |
120.44 |
|
| R3 |
131.02 |
127.27 |
118.56 |
|
| R2 |
124.18 |
124.18 |
117.93 |
|
| R1 |
120.43 |
120.43 |
117.31 |
122.31 |
| PP |
117.34 |
117.34 |
117.34 |
118.28 |
| S1 |
113.59 |
113.59 |
116.05 |
115.47 |
| S2 |
110.50 |
110.50 |
115.43 |
|
| S3 |
103.66 |
106.75 |
114.80 |
|
| S4 |
96.82 |
99.91 |
112.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.09 |
107.61 |
13.48 |
12.1% |
5.04 |
4.5% |
25% |
False |
False |
12,606 |
| 10 |
123.22 |
107.61 |
15.61 |
14.1% |
4.90 |
4.4% |
22% |
False |
False |
9,298 |
| 20 |
123.22 |
107.61 |
15.61 |
14.1% |
4.17 |
3.8% |
22% |
False |
False |
9,312 |
| 40 |
148.35 |
107.61 |
40.74 |
36.7% |
4.30 |
3.9% |
8% |
False |
False |
7,397 |
| 60 |
148.35 |
107.61 |
40.74 |
36.7% |
3.76 |
3.4% |
8% |
False |
False |
5,964 |
| 80 |
148.35 |
107.61 |
40.74 |
36.7% |
3.45 |
3.1% |
8% |
False |
False |
5,088 |
| 100 |
148.35 |
106.04 |
42.31 |
38.1% |
2.96 |
2.7% |
12% |
False |
False |
4,209 |
| 120 |
148.35 |
96.69 |
51.66 |
46.6% |
2.69 |
2.4% |
28% |
False |
False |
3,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120.48 |
|
2.618 |
117.05 |
|
1.618 |
114.95 |
|
1.000 |
113.65 |
|
0.618 |
112.85 |
|
HIGH |
111.55 |
|
0.618 |
110.75 |
|
0.500 |
110.50 |
|
0.382 |
110.25 |
|
LOW |
109.45 |
|
0.618 |
108.15 |
|
1.000 |
107.35 |
|
1.618 |
106.05 |
|
2.618 |
103.95 |
|
4.250 |
100.53 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.81 |
114.22 |
| PP |
110.66 |
113.13 |
| S1 |
110.50 |
112.05 |
|