NYMEX Light Sweet Crude Oil Future February 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 |
117.83 |
111.95 |
-5.88 |
-5.0% |
116.29 |
| High |
118.20 |
111.95 |
-6.25 |
-5.3% |
121.18 |
| Low |
107.00 |
110.25 |
3.25 |
3.0% |
114.68 |
| Close |
112.11 |
111.46 |
-0.65 |
-0.6% |
116.94 |
| Range |
11.20 |
1.70 |
-9.50 |
-84.8% |
6.50 |
| ATR |
4.14 |
3.98 |
-0.16 |
-3.9% |
0.00 |
| Volume |
2,925 |
10,479 |
7,554 |
258.3% |
16,257 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.32 |
115.59 |
112.40 |
|
| R3 |
114.62 |
113.89 |
111.93 |
|
| R2 |
112.92 |
112.92 |
111.77 |
|
| R1 |
112.19 |
112.19 |
111.62 |
111.71 |
| PP |
111.22 |
111.22 |
111.22 |
110.98 |
| S1 |
110.49 |
110.49 |
111.30 |
110.01 |
| S2 |
109.52 |
109.52 |
111.15 |
|
| S3 |
107.82 |
108.79 |
110.99 |
|
| S4 |
106.12 |
107.09 |
110.53 |
|
|
| 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 |
12.7% |
4.51 |
4.0% |
31% |
False |
False |
4,941 |
| 10 |
123.65 |
107.00 |
16.65 |
14.9% |
4.48 |
4.0% |
27% |
False |
False |
3,769 |
| 20 |
123.65 |
107.00 |
16.65 |
14.9% |
3.74 |
3.4% |
27% |
False |
False |
3,461 |
| 40 |
148.17 |
107.00 |
41.17 |
36.9% |
3.39 |
3.0% |
11% |
False |
False |
2,901 |
| 60 |
148.17 |
107.00 |
41.17 |
36.9% |
2.62 |
2.3% |
11% |
False |
False |
2,270 |
| 80 |
148.17 |
107.00 |
41.17 |
36.9% |
2.23 |
2.0% |
11% |
False |
False |
1,904 |
| 100 |
148.17 |
107.00 |
41.17 |
36.9% |
1.88 |
1.7% |
11% |
False |
False |
1,618 |
| 120 |
148.17 |
95.99 |
52.18 |
46.8% |
1.57 |
1.4% |
30% |
False |
False |
1,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.18 |
|
2.618 |
116.40 |
|
1.618 |
114.70 |
|
1.000 |
113.65 |
|
0.618 |
113.00 |
|
HIGH |
111.95 |
|
0.618 |
111.30 |
|
0.500 |
111.10 |
|
0.382 |
110.90 |
|
LOW |
110.25 |
|
0.618 |
109.20 |
|
1.000 |
108.55 |
|
1.618 |
107.50 |
|
2.618 |
105.80 |
|
4.250 |
103.03 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.34 |
113.35 |
| PP |
111.22 |
112.72 |
| S1 |
111.10 |
112.09 |
|