NYMEX Light Sweet Crude Oil Future July 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 |
118.21 |
111.75 |
-6.46 |
-5.5% |
118.03 |
| High |
118.21 |
113.84 |
-4.37 |
-3.7% |
119.87 |
| Low |
117.00 |
111.75 |
-5.25 |
-4.5% |
117.00 |
| Close |
117.48 |
113.84 |
-3.64 |
-3.1% |
117.48 |
| Range |
1.21 |
2.09 |
0.88 |
72.7% |
2.87 |
| ATR |
2.06 |
2.32 |
0.26 |
12.8% |
0.00 |
| Volume |
902 |
268 |
-634 |
-70.3% |
2,788 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.41 |
118.72 |
114.99 |
|
| R3 |
117.32 |
116.63 |
114.41 |
|
| R2 |
115.23 |
115.23 |
114.22 |
|
| R1 |
114.54 |
114.54 |
114.03 |
114.89 |
| PP |
113.14 |
113.14 |
113.14 |
113.32 |
| S1 |
112.45 |
112.45 |
113.65 |
112.80 |
| S2 |
111.05 |
111.05 |
113.46 |
|
| S3 |
108.96 |
110.36 |
113.27 |
|
| S4 |
106.87 |
108.27 |
112.69 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.73 |
124.97 |
119.06 |
|
| R3 |
123.86 |
122.10 |
118.27 |
|
| R2 |
120.99 |
120.99 |
118.01 |
|
| R1 |
119.23 |
119.23 |
117.74 |
118.68 |
| PP |
118.12 |
118.12 |
118.12 |
117.84 |
| S1 |
116.36 |
116.36 |
117.22 |
115.81 |
| S2 |
115.25 |
115.25 |
116.95 |
|
| S3 |
112.38 |
113.49 |
116.69 |
|
| S4 |
109.51 |
110.62 |
115.90 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122.72 |
|
2.618 |
119.31 |
|
1.618 |
117.22 |
|
1.000 |
115.93 |
|
0.618 |
115.13 |
|
HIGH |
113.84 |
|
0.618 |
113.04 |
|
0.500 |
112.80 |
|
0.382 |
112.55 |
|
LOW |
111.75 |
|
0.618 |
110.46 |
|
1.000 |
109.66 |
|
1.618 |
108.37 |
|
2.618 |
106.28 |
|
4.250 |
102.87 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.49 |
114.98 |
| PP |
113.14 |
114.60 |
| S1 |
112.80 |
114.22 |
|