NYMEX Light Sweet Crude Oil Future May 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 |
112.52 |
110.85 |
-1.67 |
-1.5% |
117.93 |
| High |
112.52 |
111.02 |
-1.50 |
-1.3% |
119.79 |
| Low |
112.52 |
110.77 |
-1.75 |
-1.6% |
117.38 |
| Close |
112.52 |
110.94 |
-1.58 |
-1.4% |
117.38 |
| Range |
0.00 |
0.25 |
0.25 |
|
2.41 |
| ATR |
2.15 |
2.12 |
-0.03 |
-1.3% |
0.00 |
| Volume |
3,212 |
1,912 |
-1,300 |
-40.5% |
6,576 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.66 |
111.55 |
111.08 |
|
| R3 |
111.41 |
111.30 |
111.01 |
|
| R2 |
111.16 |
111.16 |
110.99 |
|
| R1 |
111.05 |
111.05 |
110.96 |
111.11 |
| PP |
110.91 |
110.91 |
110.91 |
110.94 |
| S1 |
110.80 |
110.80 |
110.92 |
110.86 |
| S2 |
110.66 |
110.66 |
110.89 |
|
| S3 |
110.41 |
110.55 |
110.87 |
|
| S4 |
110.16 |
110.30 |
110.80 |
|
|
| 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 |
112.08 |
|
2.618 |
111.67 |
|
1.618 |
111.42 |
|
1.000 |
111.27 |
|
0.618 |
111.17 |
|
HIGH |
111.02 |
|
0.618 |
110.92 |
|
0.500 |
110.90 |
|
0.382 |
110.87 |
|
LOW |
110.77 |
|
0.618 |
110.62 |
|
1.000 |
110.52 |
|
1.618 |
110.37 |
|
2.618 |
110.12 |
|
4.250 |
109.71 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110.93 |
111.34 |
| PP |
110.91 |
111.21 |
| S1 |
110.90 |
111.07 |
|