NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
109.10 |
108.00 |
-1.10 |
-1.0% |
118.13 |
| High |
109.66 |
111.02 |
1.36 |
1.2% |
118.20 |
| Low |
106.73 |
106.19 |
-0.54 |
-0.5% |
106.73 |
| Close |
107.66 |
107.47 |
-0.19 |
-0.2% |
107.66 |
| Range |
2.93 |
4.83 |
1.90 |
64.8% |
11.47 |
| ATR |
4.28 |
4.32 |
0.04 |
0.9% |
0.00 |
| Volume |
12,797 |
12,160 |
-637 |
-5.0% |
55,114 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.72 |
119.92 |
110.13 |
|
| R3 |
117.89 |
115.09 |
108.80 |
|
| R2 |
113.06 |
113.06 |
108.36 |
|
| R1 |
110.26 |
110.26 |
107.91 |
109.25 |
| PP |
108.23 |
108.23 |
108.23 |
107.72 |
| S1 |
105.43 |
105.43 |
107.03 |
104.42 |
| S2 |
103.40 |
103.40 |
106.58 |
|
| S3 |
98.57 |
100.60 |
106.14 |
|
| S4 |
93.74 |
95.77 |
104.81 |
|
|
| 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 |
118.20 |
106.19 |
12.01 |
11.2% |
4.79 |
4.5% |
11% |
False |
True |
13,454 |
| 10 |
121.09 |
106.19 |
14.90 |
13.9% |
4.32 |
4.0% |
9% |
False |
True |
11,138 |
| 20 |
123.22 |
106.19 |
17.03 |
15.8% |
4.28 |
4.0% |
8% |
False |
True |
9,432 |
| 40 |
147.60 |
106.19 |
41.41 |
38.5% |
4.27 |
4.0% |
3% |
False |
True |
8,020 |
| 60 |
148.35 |
106.19 |
42.16 |
39.2% |
3.74 |
3.5% |
3% |
False |
True |
6,443 |
| 80 |
148.35 |
106.19 |
42.16 |
39.2% |
3.53 |
3.3% |
3% |
False |
True |
5,489 |
| 100 |
148.35 |
106.19 |
42.16 |
39.2% |
3.04 |
2.8% |
3% |
False |
True |
4,573 |
| 120 |
148.35 |
96.69 |
51.66 |
48.1% |
2.77 |
2.6% |
21% |
False |
False |
3,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.55 |
|
2.618 |
123.66 |
|
1.618 |
118.83 |
|
1.000 |
115.85 |
|
0.618 |
114.00 |
|
HIGH |
111.02 |
|
0.618 |
109.17 |
|
0.500 |
108.61 |
|
0.382 |
108.04 |
|
LOW |
106.19 |
|
0.618 |
103.21 |
|
1.000 |
101.36 |
|
1.618 |
98.38 |
|
2.618 |
93.55 |
|
4.250 |
85.66 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108.61 |
109.02 |
| PP |
108.23 |
108.50 |
| S1 |
107.85 |
107.99 |
|