NYMEX Light Sweet Crude Oil Future June 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 |
119.37 |
114.10 |
-5.27 |
-4.4% |
117.80 |
| High |
120.15 |
114.10 |
-6.05 |
-5.0% |
121.37 |
| Low |
116.99 |
110.12 |
-6.87 |
-5.9% |
116.99 |
| Close |
117.43 |
113.62 |
-3.81 |
-3.2% |
117.43 |
| Range |
3.16 |
3.98 |
0.82 |
25.9% |
4.38 |
| ATR |
2.95 |
3.26 |
0.31 |
10.6% |
0.00 |
| Volume |
2,981 |
2,604 |
-377 |
-12.6% |
11,002 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.55 |
123.07 |
115.81 |
|
| R3 |
120.57 |
119.09 |
114.71 |
|
| R2 |
116.59 |
116.59 |
114.35 |
|
| R1 |
115.11 |
115.11 |
113.98 |
113.86 |
| PP |
112.61 |
112.61 |
112.61 |
111.99 |
| S1 |
111.13 |
111.13 |
113.26 |
109.88 |
| S2 |
108.63 |
108.63 |
112.89 |
|
| S3 |
104.65 |
107.15 |
112.53 |
|
| S4 |
100.67 |
103.17 |
111.43 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.74 |
128.96 |
119.84 |
|
| R3 |
127.36 |
124.58 |
118.63 |
|
| R2 |
122.98 |
122.98 |
118.23 |
|
| R1 |
120.20 |
120.20 |
117.83 |
119.40 |
| PP |
118.60 |
118.60 |
118.60 |
118.20 |
| S1 |
115.82 |
115.82 |
117.03 |
115.02 |
| S2 |
114.22 |
114.22 |
116.63 |
|
| S3 |
109.84 |
111.44 |
116.23 |
|
| S4 |
105.46 |
107.06 |
115.02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.02 |
|
2.618 |
124.52 |
|
1.618 |
120.54 |
|
1.000 |
118.08 |
|
0.618 |
116.56 |
|
HIGH |
114.10 |
|
0.618 |
112.58 |
|
0.500 |
112.11 |
|
0.382 |
111.64 |
|
LOW |
110.12 |
|
0.618 |
107.66 |
|
1.000 |
106.14 |
|
1.618 |
103.68 |
|
2.618 |
99.70 |
|
4.250 |
93.21 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.12 |
115.75 |
| PP |
112.61 |
115.04 |
| S1 |
112.11 |
114.33 |
|