NYMEX Light Sweet Crude Oil Future April 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 |
112.27 |
110.20 |
-2.07 |
-1.8% |
112.91 |
High |
112.27 |
110.50 |
-1.77 |
-1.6% |
112.91 |
Low |
112.27 |
108.83 |
-3.44 |
-3.1% |
107.70 |
Close |
110.70 |
108.83 |
-1.87 |
-1.7% |
108.83 |
Range |
0.00 |
1.67 |
1.67 |
|
5.21 |
ATR |
2.28 |
2.25 |
-0.03 |
-1.3% |
0.00 |
Volume |
1,759 |
1,051 |
-708 |
-40.3% |
8,826 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.40 |
113.28 |
109.75 |
|
R3 |
112.73 |
111.61 |
109.29 |
|
R2 |
111.06 |
111.06 |
109.14 |
|
R1 |
109.94 |
109.94 |
108.98 |
109.67 |
PP |
109.39 |
109.39 |
109.39 |
109.25 |
S1 |
108.27 |
108.27 |
108.68 |
108.00 |
S2 |
107.72 |
107.72 |
108.52 |
|
S3 |
106.05 |
106.60 |
108.37 |
|
S4 |
104.38 |
104.93 |
107.91 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.44 |
122.35 |
111.70 |
|
R3 |
120.23 |
117.14 |
110.26 |
|
R2 |
115.02 |
115.02 |
109.79 |
|
R1 |
111.93 |
111.93 |
109.31 |
110.87 |
PP |
109.81 |
109.81 |
109.81 |
109.29 |
S1 |
106.72 |
106.72 |
108.35 |
105.66 |
S2 |
104.60 |
104.60 |
107.87 |
|
S3 |
99.39 |
101.51 |
107.40 |
|
S4 |
94.18 |
96.30 |
105.96 |
|
|
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 |
11.6% |
2.19 |
2.0% |
9% |
False |
False |
2,035 |
10 |
121.19 |
107.70 |
13.49 |
12.4% |
1.50 |
1.4% |
8% |
False |
False |
1,491 |
20 |
123.58 |
107.70 |
15.88 |
14.6% |
1.06 |
1.0% |
7% |
False |
False |
1,274 |
40 |
146.86 |
107.70 |
39.16 |
36.0% |
0.64 |
0.6% |
3% |
False |
False |
1,173 |
60 |
146.86 |
107.70 |
39.16 |
36.0% |
0.43 |
0.4% |
3% |
False |
False |
933 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
117.60 |
2.618 |
114.87 |
1.618 |
113.20 |
1.000 |
112.17 |
0.618 |
111.53 |
HIGH |
110.50 |
0.618 |
109.86 |
0.500 |
109.67 |
0.382 |
109.47 |
LOW |
108.83 |
0.618 |
107.80 |
1.000 |
107.16 |
1.618 |
106.13 |
2.618 |
104.46 |
4.250 |
101.73 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
109.67 |
110.55 |
PP |
109.39 |
109.98 |
S1 |
109.11 |
109.40 |
|