NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
110.00 |
110.20 |
0.20 |
0.2% |
114.10 |
| High |
110.60 |
112.04 |
1.44 |
1.3% |
114.10 |
| Low |
108.75 |
107.94 |
-0.81 |
-0.7% |
108.75 |
| Close |
109.24 |
109.07 |
-0.17 |
-0.2% |
109.24 |
| Range |
1.85 |
4.10 |
2.25 |
121.6% |
5.35 |
| ATR |
3.10 |
3.17 |
0.07 |
2.3% |
0.00 |
| Volume |
5,827 |
3,177 |
-2,650 |
-45.5% |
19,851 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.98 |
119.63 |
111.33 |
|
| R3 |
117.88 |
115.53 |
110.20 |
|
| R2 |
113.78 |
113.78 |
109.82 |
|
| R1 |
111.43 |
111.43 |
109.45 |
110.56 |
| PP |
109.68 |
109.68 |
109.68 |
109.25 |
| S1 |
107.33 |
107.33 |
108.69 |
106.46 |
| S2 |
105.58 |
105.58 |
108.32 |
|
| S3 |
101.48 |
103.23 |
107.94 |
|
| S4 |
97.38 |
99.13 |
106.82 |
|
|
| 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 |
129.47 |
|
2.618 |
122.77 |
|
1.618 |
118.67 |
|
1.000 |
116.14 |
|
0.618 |
114.57 |
|
HIGH |
112.04 |
|
0.618 |
110.47 |
|
0.500 |
109.99 |
|
0.382 |
109.51 |
|
LOW |
107.94 |
|
0.618 |
105.41 |
|
1.000 |
103.84 |
|
1.618 |
101.31 |
|
2.618 |
97.21 |
|
4.250 |
90.52 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109.99 |
110.52 |
| PP |
109.68 |
110.04 |
| S1 |
109.38 |
109.55 |
|