NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117.38 |
110.18 |
-7.20 |
-6.1% |
117.93 |
| High |
117.38 |
112.41 |
-4.97 |
-4.2% |
119.79 |
| Low |
117.38 |
110.16 |
-7.22 |
-6.2% |
117.38 |
| Close |
117.38 |
113.36 |
-4.02 |
-3.4% |
117.38 |
| Range |
0.00 |
2.25 |
2.25 |
|
2.41 |
| ATR |
1.86 |
2.25 |
0.38 |
20.5% |
0.00 |
| Volume |
1,527 |
2,737 |
1,210 |
79.2% |
6,576 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.73 |
118.29 |
114.60 |
|
| R3 |
116.48 |
116.04 |
113.98 |
|
| R2 |
114.23 |
114.23 |
113.77 |
|
| R1 |
113.79 |
113.79 |
113.57 |
114.01 |
| PP |
111.98 |
111.98 |
111.98 |
112.09 |
| S1 |
111.54 |
111.54 |
113.15 |
111.76 |
| S2 |
109.73 |
109.73 |
112.95 |
|
| S3 |
107.48 |
109.29 |
112.74 |
|
| S4 |
105.23 |
107.04 |
112.12 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.41 |
123.81 |
118.71 |
|
| R3 |
123.00 |
121.40 |
118.04 |
|
| R2 |
120.59 |
120.59 |
117.82 |
|
| R1 |
118.99 |
118.99 |
117.60 |
118.59 |
| PP |
118.18 |
118.18 |
118.18 |
117.98 |
| S1 |
116.58 |
116.58 |
117.16 |
116.18 |
| S2 |
115.77 |
115.77 |
116.94 |
|
| S3 |
113.36 |
114.17 |
116.72 |
|
| S4 |
110.95 |
111.76 |
116.05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121.97 |
|
2.618 |
118.30 |
|
1.618 |
116.05 |
|
1.000 |
114.66 |
|
0.618 |
113.80 |
|
HIGH |
112.41 |
|
0.618 |
111.55 |
|
0.500 |
111.29 |
|
0.382 |
111.02 |
|
LOW |
110.16 |
|
0.618 |
108.77 |
|
1.000 |
107.91 |
|
1.618 |
106.52 |
|
2.618 |
104.27 |
|
4.250 |
100.60 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.67 |
114.83 |
| PP |
111.98 |
114.34 |
| S1 |
111.29 |
113.85 |
|