NYMEX Light Sweet Crude Oil Future March 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 |
111.65 |
110.14 |
-1.51 |
-1.4% |
115.30 |
| High |
112.40 |
110.57 |
-1.83 |
-1.6% |
115.30 |
| Low |
109.23 |
107.70 |
-1.53 |
-1.4% |
107.70 |
| Close |
110.38 |
108.52 |
-1.86 |
-1.7% |
108.52 |
| Range |
3.17 |
2.87 |
-0.30 |
-9.5% |
7.60 |
| ATR |
3.47 |
3.42 |
-0.04 |
-1.2% |
0.00 |
| Volume |
4,284 |
2,987 |
-1,297 |
-30.3% |
16,235 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.54 |
115.90 |
110.10 |
|
| R3 |
114.67 |
113.03 |
109.31 |
|
| R2 |
111.80 |
111.80 |
109.05 |
|
| R1 |
110.16 |
110.16 |
108.78 |
109.55 |
| PP |
108.93 |
108.93 |
108.93 |
108.62 |
| S1 |
107.29 |
107.29 |
108.26 |
106.68 |
| S2 |
106.06 |
106.06 |
107.99 |
|
| S3 |
103.19 |
104.42 |
107.73 |
|
| S4 |
100.32 |
101.55 |
106.94 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.31 |
128.51 |
112.70 |
|
| R3 |
125.71 |
120.91 |
110.61 |
|
| R2 |
118.11 |
118.11 |
109.91 |
|
| R1 |
113.31 |
113.31 |
109.22 |
111.91 |
| PP |
110.51 |
110.51 |
110.51 |
109.81 |
| S1 |
105.71 |
105.71 |
107.82 |
104.31 |
| S2 |
102.91 |
102.91 |
107.13 |
|
| S3 |
95.31 |
98.11 |
106.43 |
|
| S4 |
87.71 |
90.51 |
104.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.70 |
107.70 |
12.00 |
11.1% |
3.34 |
3.1% |
7% |
False |
True |
4,065 |
| 10 |
121.90 |
107.70 |
14.20 |
13.1% |
3.27 |
3.0% |
6% |
False |
True |
3,368 |
| 20 |
123.30 |
107.70 |
15.60 |
14.4% |
2.84 |
2.6% |
5% |
False |
True |
2,685 |
| 40 |
148.35 |
107.70 |
40.65 |
37.5% |
2.81 |
2.6% |
2% |
False |
True |
2,389 |
| 60 |
148.35 |
107.70 |
40.65 |
37.5% |
2.02 |
1.9% |
2% |
False |
True |
1,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.77 |
|
2.618 |
118.08 |
|
1.618 |
115.21 |
|
1.000 |
113.44 |
|
0.618 |
112.34 |
|
HIGH |
110.57 |
|
0.618 |
109.47 |
|
0.500 |
109.14 |
|
0.382 |
108.80 |
|
LOW |
107.70 |
|
0.618 |
105.93 |
|
1.000 |
104.83 |
|
1.618 |
103.06 |
|
2.618 |
100.19 |
|
4.250 |
95.50 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.14 |
110.05 |
| PP |
108.93 |
109.54 |
| S1 |
108.73 |
109.03 |
|