NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117.70 |
117.83 |
0.13 |
0.1% |
116.29 |
| High |
119.70 |
118.20 |
-1.50 |
-1.3% |
121.18 |
| Low |
116.94 |
107.00 |
-9.94 |
-8.5% |
114.68 |
| Close |
116.94 |
112.11 |
-4.83 |
-4.1% |
116.94 |
| Range |
2.76 |
11.20 |
8.44 |
305.8% |
6.50 |
| ATR |
3.59 |
4.14 |
0.54 |
15.1% |
0.00 |
| Volume |
4,864 |
2,925 |
-1,939 |
-39.9% |
16,257 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.04 |
140.27 |
118.27 |
|
| R3 |
134.84 |
129.07 |
115.19 |
|
| R2 |
123.64 |
123.64 |
114.16 |
|
| R1 |
117.87 |
117.87 |
113.14 |
115.16 |
| PP |
112.44 |
112.44 |
112.44 |
111.08 |
| S1 |
106.67 |
106.67 |
111.08 |
103.96 |
| S2 |
101.24 |
101.24 |
110.06 |
|
| S3 |
90.04 |
95.47 |
109.03 |
|
| S4 |
78.84 |
84.27 |
105.95 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.10 |
133.52 |
120.52 |
|
| R3 |
130.60 |
127.02 |
118.73 |
|
| R2 |
124.10 |
124.10 |
118.13 |
|
| R1 |
120.52 |
120.52 |
117.54 |
122.31 |
| PP |
117.60 |
117.60 |
117.60 |
118.50 |
| S1 |
114.02 |
114.02 |
116.34 |
115.81 |
| S2 |
111.10 |
111.10 |
115.75 |
|
| S3 |
104.60 |
107.52 |
115.15 |
|
| S4 |
98.10 |
101.02 |
113.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.18 |
107.00 |
14.18 |
12.6% |
5.16 |
4.6% |
36% |
False |
True |
3,134 |
| 10 |
123.65 |
107.00 |
16.65 |
14.9% |
4.64 |
4.1% |
31% |
False |
True |
2,894 |
| 20 |
123.65 |
107.00 |
16.65 |
14.9% |
3.80 |
3.4% |
31% |
False |
True |
3,076 |
| 40 |
148.17 |
107.00 |
41.17 |
36.7% |
3.39 |
3.0% |
12% |
False |
True |
2,680 |
| 60 |
148.17 |
107.00 |
41.17 |
36.7% |
2.59 |
2.3% |
12% |
False |
True |
2,113 |
| 80 |
148.17 |
107.00 |
41.17 |
36.7% |
2.23 |
2.0% |
12% |
False |
True |
1,783 |
| 100 |
148.17 |
106.34 |
41.83 |
37.3% |
1.86 |
1.7% |
14% |
False |
False |
1,520 |
| 120 |
148.17 |
95.99 |
52.18 |
46.5% |
1.56 |
1.4% |
31% |
False |
False |
1,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.80 |
|
2.618 |
147.52 |
|
1.618 |
136.32 |
|
1.000 |
129.40 |
|
0.618 |
125.12 |
|
HIGH |
118.20 |
|
0.618 |
113.92 |
|
0.500 |
112.60 |
|
0.382 |
111.28 |
|
LOW |
107.00 |
|
0.618 |
100.08 |
|
1.000 |
95.80 |
|
1.618 |
88.88 |
|
2.618 |
77.68 |
|
4.250 |
59.40 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.60 |
114.09 |
| PP |
112.44 |
113.43 |
| S1 |
112.27 |
112.77 |
|