NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 05-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
113.10 |
110.00 |
-3.10 |
-2.7% |
114.10 |
High |
113.10 |
110.60 |
-2.50 |
-2.2% |
114.10 |
Low |
110.36 |
108.75 |
-1.61 |
-1.5% |
108.75 |
Close |
111.14 |
109.24 |
-1.90 |
-1.7% |
109.24 |
Range |
2.74 |
1.85 |
-0.89 |
-32.5% |
5.35 |
ATR |
3.15 |
3.10 |
-0.05 |
-1.7% |
0.00 |
Volume |
4,414 |
5,827 |
1,413 |
32.0% |
19,851 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115.08 |
114.01 |
110.26 |
|
R3 |
113.23 |
112.16 |
109.75 |
|
R2 |
111.38 |
111.38 |
109.58 |
|
R1 |
110.31 |
110.31 |
109.41 |
109.92 |
PP |
109.53 |
109.53 |
109.53 |
109.34 |
S1 |
108.46 |
108.46 |
109.07 |
108.07 |
S2 |
107.68 |
107.68 |
108.90 |
|
S3 |
105.83 |
106.61 |
108.73 |
|
S4 |
103.98 |
104.76 |
108.22 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126.75 |
123.34 |
112.18 |
|
R3 |
121.40 |
117.99 |
110.71 |
|
R2 |
116.05 |
116.05 |
110.22 |
|
R1 |
112.64 |
112.64 |
109.73 |
111.67 |
PP |
110.70 |
110.70 |
110.70 |
110.21 |
S1 |
107.29 |
107.29 |
108.75 |
106.32 |
S2 |
105.35 |
105.35 |
108.26 |
|
S3 |
100.00 |
101.94 |
107.77 |
|
S4 |
94.65 |
96.59 |
106.30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118.46 |
2.618 |
115.44 |
1.618 |
113.59 |
1.000 |
112.45 |
0.618 |
111.74 |
HIGH |
110.60 |
0.618 |
109.89 |
0.500 |
109.68 |
0.382 |
109.46 |
LOW |
108.75 |
0.618 |
107.61 |
1.000 |
106.90 |
1.618 |
105.76 |
2.618 |
103.91 |
4.250 |
100.89 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
109.68 |
110.93 |
PP |
109.53 |
110.36 |
S1 |
109.39 |
109.80 |
|