NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
111.75 |
112.86 |
1.11 |
1.0% |
118.03 |
| High |
113.84 |
113.00 |
-0.84 |
-0.7% |
119.87 |
| Low |
111.75 |
112.86 |
1.11 |
1.0% |
117.00 |
| Close |
113.84 |
112.96 |
-0.88 |
-0.8% |
117.48 |
| Range |
2.09 |
0.14 |
-1.95 |
-93.3% |
2.87 |
| ATR |
2.32 |
2.22 |
-0.10 |
-4.1% |
0.00 |
| Volume |
268 |
492 |
224 |
83.6% |
2,788 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.36 |
113.30 |
113.04 |
|
| R3 |
113.22 |
113.16 |
113.00 |
|
| R2 |
113.08 |
113.08 |
112.99 |
|
| R1 |
113.02 |
113.02 |
112.97 |
113.05 |
| PP |
112.94 |
112.94 |
112.94 |
112.96 |
| S1 |
112.88 |
112.88 |
112.95 |
112.91 |
| S2 |
112.80 |
112.80 |
112.93 |
|
| S3 |
112.66 |
112.74 |
112.92 |
|
| S4 |
112.52 |
112.60 |
112.88 |
|
|
| 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 |
113.60 |
|
2.618 |
113.37 |
|
1.618 |
113.23 |
|
1.000 |
113.14 |
|
0.618 |
113.09 |
|
HIGH |
113.00 |
|
0.618 |
112.95 |
|
0.500 |
112.93 |
|
0.382 |
112.91 |
|
LOW |
112.86 |
|
0.618 |
112.77 |
|
1.000 |
112.72 |
|
1.618 |
112.63 |
|
2.618 |
112.49 |
|
4.250 |
112.27 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112.95 |
114.98 |
| PP |
112.94 |
114.31 |
| S1 |
112.93 |
113.63 |
|