NYMEX Light Sweet Crude Oil Future March 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 |
110.14 |
110.20 |
0.06 |
0.1% |
115.30 |
| High |
110.57 |
110.95 |
0.38 |
0.3% |
115.30 |
| Low |
107.70 |
107.08 |
-0.62 |
-0.6% |
107.70 |
| Close |
108.52 |
108.28 |
-0.24 |
-0.2% |
108.52 |
| Range |
2.87 |
3.87 |
1.00 |
34.8% |
7.60 |
| ATR |
3.42 |
3.46 |
0.03 |
0.9% |
0.00 |
| Volume |
2,987 |
4,458 |
1,471 |
49.2% |
16,235 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.38 |
118.20 |
110.41 |
|
| R3 |
116.51 |
114.33 |
109.34 |
|
| R2 |
112.64 |
112.64 |
108.99 |
|
| R1 |
110.46 |
110.46 |
108.63 |
109.62 |
| PP |
108.77 |
108.77 |
108.77 |
108.35 |
| S1 |
106.59 |
106.59 |
107.93 |
105.75 |
| S2 |
104.90 |
104.90 |
107.57 |
|
| S3 |
101.03 |
102.72 |
107.22 |
|
| S4 |
97.16 |
98.85 |
106.15 |
|
|
| 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 |
115.30 |
107.08 |
8.22 |
7.6% |
3.60 |
3.3% |
15% |
False |
True |
4,138 |
| 10 |
121.38 |
107.08 |
14.30 |
13.2% |
3.34 |
3.1% |
8% |
False |
True |
3,580 |
| 20 |
123.30 |
107.08 |
16.22 |
15.0% |
2.98 |
2.8% |
7% |
False |
True |
2,763 |
| 40 |
147.14 |
107.08 |
40.06 |
37.0% |
2.79 |
2.6% |
3% |
False |
True |
2,455 |
| 60 |
148.35 |
107.08 |
41.27 |
38.1% |
2.08 |
1.9% |
3% |
False |
True |
2,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.40 |
|
2.618 |
121.08 |
|
1.618 |
117.21 |
|
1.000 |
114.82 |
|
0.618 |
113.34 |
|
HIGH |
110.95 |
|
0.618 |
109.47 |
|
0.500 |
109.02 |
|
0.382 |
108.56 |
|
LOW |
107.08 |
|
0.618 |
104.69 |
|
1.000 |
103.21 |
|
1.618 |
100.82 |
|
2.618 |
96.95 |
|
4.250 |
90.63 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.02 |
109.74 |
| PP |
108.77 |
109.25 |
| S1 |
108.53 |
108.77 |
|