NYMEX Light Sweet Crude Oil Future June 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 |
111.40 |
113.10 |
1.70 |
1.5% |
117.80 |
| High |
112.82 |
113.10 |
0.28 |
0.2% |
121.37 |
| Low |
111.40 |
110.36 |
-1.04 |
-0.9% |
116.99 |
| Close |
112.74 |
111.14 |
-1.60 |
-1.4% |
117.43 |
| Range |
1.42 |
2.74 |
1.32 |
93.0% |
4.38 |
| ATR |
3.19 |
3.15 |
-0.03 |
-1.0% |
0.00 |
| Volume |
7,006 |
4,414 |
-2,592 |
-37.0% |
11,002 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.75 |
118.19 |
112.65 |
|
| R3 |
117.01 |
115.45 |
111.89 |
|
| R2 |
114.27 |
114.27 |
111.64 |
|
| R1 |
112.71 |
112.71 |
111.39 |
112.12 |
| PP |
111.53 |
111.53 |
111.53 |
111.24 |
| S1 |
109.97 |
109.97 |
110.89 |
109.38 |
| S2 |
108.79 |
108.79 |
110.64 |
|
| S3 |
106.05 |
107.23 |
110.39 |
|
| S4 |
103.31 |
104.49 |
109.63 |
|
|
| 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 |
124.75 |
|
2.618 |
120.27 |
|
1.618 |
117.53 |
|
1.000 |
115.84 |
|
0.618 |
114.79 |
|
HIGH |
113.10 |
|
0.618 |
112.05 |
|
0.500 |
111.73 |
|
0.382 |
111.41 |
|
LOW |
110.36 |
|
0.618 |
108.67 |
|
1.000 |
107.62 |
|
1.618 |
105.93 |
|
2.618 |
103.19 |
|
4.250 |
98.72 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111.73 |
112.11 |
| PP |
111.53 |
111.79 |
| S1 |
111.34 |
111.46 |
|