NYMEX Light Sweet Crude Oil Future March 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 |
115.30 |
112.06 |
-3.24 |
-2.8% |
117.52 |
| High |
115.30 |
112.06 |
-3.24 |
-2.8% |
121.38 |
| Low |
108.80 |
110.49 |
1.69 |
1.6% |
115.28 |
| Close |
112.59 |
111.88 |
-0.71 |
-0.6% |
117.13 |
| Range |
6.50 |
1.57 |
-4.93 |
-75.8% |
6.10 |
| ATR |
3.60 |
3.49 |
-0.11 |
-3.0% |
0.00 |
| Volume |
1,765 |
7,199 |
5,434 |
307.9% |
15,109 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.19 |
115.60 |
112.74 |
|
| R3 |
114.62 |
114.03 |
112.31 |
|
| R2 |
113.05 |
113.05 |
112.17 |
|
| R1 |
112.46 |
112.46 |
112.02 |
111.97 |
| PP |
111.48 |
111.48 |
111.48 |
111.23 |
| S1 |
110.89 |
110.89 |
111.74 |
110.40 |
| S2 |
109.91 |
109.91 |
111.59 |
|
| S3 |
108.34 |
109.32 |
111.45 |
|
| S4 |
106.77 |
107.75 |
111.02 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.23 |
132.78 |
120.49 |
|
| R3 |
130.13 |
126.68 |
118.81 |
|
| R2 |
124.03 |
124.03 |
118.25 |
|
| R1 |
120.58 |
120.58 |
117.69 |
119.26 |
| PP |
117.93 |
117.93 |
117.93 |
117.27 |
| S1 |
114.48 |
114.48 |
116.57 |
113.16 |
| S2 |
111.83 |
111.83 |
116.01 |
|
| S3 |
105.73 |
108.38 |
115.45 |
|
| S4 |
99.63 |
102.28 |
113.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.38 |
108.80 |
12.58 |
11.2% |
3.49 |
3.1% |
24% |
False |
False |
4,058 |
| 10 |
123.30 |
108.80 |
14.50 |
13.0% |
3.18 |
2.8% |
21% |
False |
False |
3,060 |
| 20 |
123.30 |
108.80 |
14.50 |
13.0% |
2.71 |
2.4% |
21% |
False |
False |
2,598 |
| 40 |
148.35 |
108.80 |
39.55 |
35.4% |
2.75 |
2.5% |
8% |
False |
False |
2,296 |
| 60 |
148.35 |
108.80 |
39.55 |
35.4% |
1.93 |
1.7% |
8% |
False |
False |
1,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.73 |
|
2.618 |
116.17 |
|
1.618 |
114.60 |
|
1.000 |
113.63 |
|
0.618 |
113.03 |
|
HIGH |
112.06 |
|
0.618 |
111.46 |
|
0.500 |
111.28 |
|
0.382 |
111.09 |
|
LOW |
110.49 |
|
0.618 |
109.52 |
|
1.000 |
108.92 |
|
1.618 |
107.95 |
|
2.618 |
106.38 |
|
4.250 |
103.82 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.68 |
114.25 |
| PP |
111.48 |
113.46 |
| S1 |
111.28 |
112.67 |
|