NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
111.00 |
109.10 |
-1.90 |
-1.7% |
118.13 |
| High |
111.84 |
109.66 |
-2.18 |
-1.9% |
118.20 |
| Low |
108.34 |
106.73 |
-1.61 |
-1.5% |
106.73 |
| Close |
109.51 |
107.66 |
-1.85 |
-1.7% |
107.66 |
| Range |
3.50 |
2.93 |
-0.57 |
-16.3% |
11.47 |
| ATR |
4.38 |
4.28 |
-0.10 |
-2.4% |
0.00 |
| Volume |
12,739 |
12,797 |
58 |
0.5% |
55,114 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.81 |
115.16 |
109.27 |
|
| R3 |
113.88 |
112.23 |
108.47 |
|
| R2 |
110.95 |
110.95 |
108.20 |
|
| R1 |
109.30 |
109.30 |
107.93 |
108.66 |
| PP |
108.02 |
108.02 |
108.02 |
107.70 |
| S1 |
106.37 |
106.37 |
107.39 |
105.73 |
| S2 |
105.09 |
105.09 |
107.12 |
|
| S3 |
102.16 |
103.44 |
106.85 |
|
| S4 |
99.23 |
100.51 |
106.05 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.27 |
137.94 |
113.97 |
|
| R3 |
133.80 |
126.47 |
110.81 |
|
| R2 |
122.33 |
122.33 |
109.76 |
|
| R1 |
115.00 |
115.00 |
108.71 |
112.93 |
| PP |
110.86 |
110.86 |
110.86 |
109.83 |
| S1 |
103.53 |
103.53 |
106.61 |
101.46 |
| S2 |
99.39 |
99.39 |
105.56 |
|
| S3 |
87.92 |
92.06 |
104.51 |
|
| S4 |
76.45 |
80.59 |
101.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.82 |
106.73 |
14.09 |
13.1% |
4.66 |
4.3% |
7% |
False |
True |
13,217 |
| 10 |
123.22 |
106.73 |
16.49 |
15.3% |
4.55 |
4.2% |
6% |
False |
True |
10,671 |
| 20 |
123.22 |
106.73 |
16.49 |
15.3% |
4.23 |
3.9% |
6% |
False |
True |
9,377 |
| 40 |
148.35 |
106.73 |
41.62 |
38.7% |
4.27 |
4.0% |
2% |
False |
True |
7,805 |
| 60 |
148.35 |
106.73 |
41.62 |
38.7% |
3.68 |
3.4% |
2% |
False |
True |
6,290 |
| 80 |
148.35 |
106.73 |
41.62 |
38.7% |
3.51 |
3.3% |
2% |
False |
True |
5,358 |
| 100 |
148.35 |
106.73 |
41.62 |
38.7% |
3.00 |
2.8% |
2% |
False |
True |
4,455 |
| 120 |
148.35 |
96.69 |
51.66 |
48.0% |
2.73 |
2.5% |
21% |
False |
False |
3,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.11 |
|
2.618 |
117.33 |
|
1.618 |
114.40 |
|
1.000 |
112.59 |
|
0.618 |
111.47 |
|
HIGH |
109.66 |
|
0.618 |
108.54 |
|
0.500 |
108.20 |
|
0.382 |
107.85 |
|
LOW |
106.73 |
|
0.618 |
104.92 |
|
1.000 |
103.80 |
|
1.618 |
101.99 |
|
2.618 |
99.06 |
|
4.250 |
94.28 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.20 |
109.29 |
| PP |
108.02 |
108.74 |
| S1 |
107.84 |
108.20 |
|