NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
110.95 |
112.27 |
1.32 |
1.2% |
117.77 |
High |
112.11 |
112.27 |
0.16 |
0.1% |
120.30 |
Low |
110.95 |
112.27 |
1.32 |
1.2% |
117.40 |
Close |
112.24 |
110.70 |
-1.54 |
-1.4% |
117.27 |
Range |
1.16 |
0.00 |
-1.16 |
-100.0% |
2.90 |
ATR |
2.46 |
2.28 |
-0.17 |
-7.1% |
0.00 |
Volume |
3,835 |
1,759 |
-2,076 |
-54.1% |
5,368 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.75 |
111.22 |
110.70 |
|
R3 |
111.75 |
111.22 |
110.70 |
|
R2 |
111.75 |
111.75 |
110.70 |
|
R1 |
111.22 |
111.22 |
110.70 |
111.49 |
PP |
111.75 |
111.75 |
111.75 |
111.88 |
S1 |
111.22 |
111.22 |
110.70 |
111.49 |
S2 |
111.75 |
111.75 |
110.70 |
|
S3 |
111.75 |
111.22 |
110.70 |
|
S4 |
111.75 |
111.22 |
110.70 |
|
|
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 |
11.4% |
2.25 |
2.0% |
24% |
False |
False |
2,070 |
10 |
123.58 |
107.70 |
15.88 |
14.3% |
1.33 |
1.2% |
19% |
False |
False |
1,544 |
20 |
123.58 |
107.70 |
15.88 |
14.3% |
0.98 |
0.9% |
19% |
False |
False |
1,257 |
40 |
146.86 |
107.70 |
39.16 |
35.4% |
0.59 |
0.5% |
8% |
False |
False |
1,159 |
60 |
146.86 |
107.70 |
39.16 |
35.4% |
0.40 |
0.4% |
8% |
False |
False |
926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.27 |
2.618 |
112.27 |
1.618 |
112.27 |
1.000 |
112.27 |
0.618 |
112.27 |
HIGH |
112.27 |
0.618 |
112.27 |
0.500 |
112.27 |
0.382 |
112.27 |
LOW |
112.27 |
0.618 |
112.27 |
1.000 |
112.27 |
1.618 |
112.27 |
2.618 |
112.27 |
4.250 |
112.27 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112.27 |
110.57 |
PP |
111.75 |
110.44 |
S1 |
111.22 |
110.31 |
|