NYMEX Light Sweet Crude Oil Future April 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 |
110.20 |
108.02 |
-2.18 |
-2.0% |
112.91 |
High |
110.50 |
108.02 |
-2.48 |
-2.2% |
112.91 |
Low |
108.83 |
108.02 |
-0.81 |
-0.7% |
107.70 |
Close |
108.83 |
108.61 |
-0.22 |
-0.2% |
108.83 |
Range |
1.67 |
0.00 |
-1.67 |
-100.0% |
5.21 |
ATR |
2.25 |
2.15 |
-0.10 |
-4.6% |
0.00 |
Volume |
1,051 |
4,255 |
3,204 |
304.9% |
8,826 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.22 |
108.41 |
108.61 |
|
R3 |
108.22 |
108.41 |
108.61 |
|
R2 |
108.22 |
108.22 |
108.61 |
|
R1 |
108.41 |
108.41 |
108.61 |
108.32 |
PP |
108.22 |
108.22 |
108.22 |
108.17 |
S1 |
108.41 |
108.41 |
108.61 |
108.32 |
S2 |
108.22 |
108.22 |
108.61 |
|
S3 |
108.22 |
108.41 |
108.61 |
|
S4 |
108.22 |
108.41 |
108.61 |
|
|
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 |
112.91 |
107.70 |
5.21 |
4.8% |
1.61 |
1.5% |
17% |
False |
False |
2,616 |
10 |
120.30 |
107.70 |
12.60 |
11.6% |
1.42 |
1.3% |
7% |
False |
False |
1,844 |
20 |
123.58 |
107.70 |
15.88 |
14.6% |
1.06 |
1.0% |
6% |
False |
False |
1,406 |
40 |
146.86 |
107.70 |
39.16 |
36.1% |
0.64 |
0.6% |
2% |
False |
False |
1,272 |
60 |
146.86 |
107.70 |
39.16 |
36.1% |
0.43 |
0.4% |
2% |
False |
False |
1,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.02 |
2.618 |
108.02 |
1.618 |
108.02 |
1.000 |
108.02 |
0.618 |
108.02 |
HIGH |
108.02 |
0.618 |
108.02 |
0.500 |
108.02 |
0.382 |
108.02 |
LOW |
108.02 |
0.618 |
108.02 |
1.000 |
108.02 |
1.618 |
108.02 |
2.618 |
108.02 |
4.250 |
108.02 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
108.41 |
110.15 |
PP |
108.22 |
109.63 |
S1 |
108.02 |
109.12 |
|