NYMEX Light Sweet Crude Oil Future April 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 |
112.91 |
110.95 |
-1.96 |
-1.7% |
117.77 |
| High |
112.91 |
112.11 |
-0.80 |
-0.7% |
120.30 |
| Low |
107.70 |
110.95 |
3.25 |
3.0% |
117.40 |
| Close |
113.01 |
112.24 |
-0.77 |
-0.7% |
117.27 |
| Range |
5.21 |
1.16 |
-4.05 |
-77.7% |
2.90 |
| ATR |
2.49 |
2.46 |
-0.03 |
-1.2% |
0.00 |
| Volume |
2,181 |
3,835 |
1,654 |
75.8% |
5,368 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.25 |
114.90 |
112.88 |
|
| R3 |
114.09 |
113.74 |
112.56 |
|
| R2 |
112.93 |
112.93 |
112.45 |
|
| R1 |
112.58 |
112.58 |
112.35 |
112.76 |
| PP |
111.77 |
111.77 |
111.77 |
111.85 |
| S1 |
111.42 |
111.42 |
112.13 |
111.60 |
| S2 |
110.61 |
110.61 |
112.03 |
|
| S3 |
109.45 |
110.26 |
111.92 |
|
| S4 |
108.29 |
109.10 |
111.60 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.02 |
125.05 |
118.87 |
|
| R3 |
124.12 |
122.15 |
118.07 |
|
| R2 |
121.22 |
121.22 |
117.80 |
|
| R1 |
119.25 |
119.25 |
117.54 |
118.79 |
| PP |
118.32 |
118.32 |
118.32 |
118.09 |
| S1 |
116.35 |
116.35 |
117.00 |
115.89 |
| S2 |
115.42 |
115.42 |
116.74 |
|
| S3 |
112.52 |
113.45 |
116.47 |
|
| S4 |
109.62 |
110.55 |
115.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.30 |
107.70 |
12.60 |
11.2% |
2.25 |
2.0% |
36% |
False |
False |
1,951 |
| 10 |
123.58 |
107.70 |
15.88 |
14.1% |
1.37 |
1.2% |
29% |
False |
False |
1,523 |
| 20 |
123.58 |
107.70 |
15.88 |
14.1% |
0.98 |
0.9% |
29% |
False |
False |
1,234 |
| 40 |
146.86 |
107.70 |
39.16 |
34.9% |
0.59 |
0.5% |
12% |
False |
False |
1,156 |
| 60 |
146.86 |
107.70 |
39.16 |
34.9% |
0.40 |
0.4% |
12% |
False |
False |
899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.04 |
|
2.618 |
115.15 |
|
1.618 |
113.99 |
|
1.000 |
113.27 |
|
0.618 |
112.83 |
|
HIGH |
112.11 |
|
0.618 |
111.67 |
|
0.500 |
111.53 |
|
0.382 |
111.39 |
|
LOW |
110.95 |
|
0.618 |
110.23 |
|
1.000 |
109.79 |
|
1.618 |
109.07 |
|
2.618 |
107.91 |
|
4.250 |
106.02 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.00 |
114.00 |
| PP |
111.77 |
113.41 |
| S1 |
111.53 |
112.83 |
|