NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
110.20 |
108.50 |
-1.70 |
-1.5% |
114.10 |
| High |
112.04 |
108.50 |
-3.54 |
-3.2% |
114.10 |
| Low |
107.94 |
104.93 |
-3.01 |
-2.8% |
108.75 |
| Close |
109.07 |
105.88 |
-3.19 |
-2.9% |
109.24 |
| Range |
4.10 |
3.57 |
-0.53 |
-12.9% |
5.35 |
| ATR |
3.17 |
3.24 |
0.07 |
2.2% |
0.00 |
| Volume |
3,177 |
5,384 |
2,207 |
69.5% |
19,851 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117.15 |
115.08 |
107.84 |
|
| R3 |
113.58 |
111.51 |
106.86 |
|
| R2 |
110.01 |
110.01 |
106.53 |
|
| R1 |
107.94 |
107.94 |
106.21 |
107.19 |
| PP |
106.44 |
106.44 |
106.44 |
106.06 |
| S1 |
104.37 |
104.37 |
105.55 |
103.62 |
| S2 |
102.87 |
102.87 |
105.23 |
|
| S3 |
99.30 |
100.80 |
104.90 |
|
| S4 |
95.73 |
97.23 |
103.92 |
|
|
| 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 |
123.67 |
|
2.618 |
117.85 |
|
1.618 |
114.28 |
|
1.000 |
112.07 |
|
0.618 |
110.71 |
|
HIGH |
108.50 |
|
0.618 |
107.14 |
|
0.500 |
106.72 |
|
0.382 |
106.29 |
|
LOW |
104.93 |
|
0.618 |
102.72 |
|
1.000 |
101.36 |
|
1.618 |
99.15 |
|
2.618 |
95.58 |
|
4.250 |
89.76 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
106.72 |
108.49 |
| PP |
106.44 |
107.62 |
| S1 |
106.16 |
106.75 |
|