NYMEX Light Sweet Crude Oil Future August 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 |
111.60 |
109.50 |
-2.10 |
-1.9% |
114.02 |
High |
111.60 |
109.58 |
-2.02 |
-1.8% |
114.02 |
Low |
111.60 |
109.50 |
-2.10 |
-1.9% |
109.50 |
Close |
111.49 |
109.53 |
-1.96 |
-1.8% |
109.53 |
Range |
0.00 |
0.08 |
0.08 |
|
4.52 |
ATR |
1.86 |
1.87 |
0.01 |
0.5% |
0.00 |
Volume |
479 |
937 |
458 |
95.6% |
1,818 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.78 |
109.73 |
109.57 |
|
R3 |
109.70 |
109.65 |
109.55 |
|
R2 |
109.62 |
109.62 |
109.54 |
|
R1 |
109.57 |
109.57 |
109.54 |
109.60 |
PP |
109.54 |
109.54 |
109.54 |
109.55 |
S1 |
109.49 |
109.49 |
109.52 |
109.52 |
S2 |
109.46 |
109.46 |
109.52 |
|
S3 |
109.38 |
109.41 |
109.51 |
|
S4 |
109.30 |
109.33 |
109.49 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.58 |
121.57 |
112.02 |
|
R3 |
120.06 |
117.05 |
110.77 |
|
R2 |
115.54 |
115.54 |
110.36 |
|
R1 |
112.53 |
112.53 |
109.94 |
111.78 |
PP |
111.02 |
111.02 |
111.02 |
110.64 |
S1 |
108.01 |
108.01 |
109.12 |
107.26 |
S2 |
106.50 |
106.50 |
108.70 |
|
S3 |
101.98 |
103.49 |
108.29 |
|
S4 |
97.46 |
98.97 |
107.04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.92 |
2.618 |
109.79 |
1.618 |
109.71 |
1.000 |
109.66 |
0.618 |
109.63 |
HIGH |
109.58 |
0.618 |
109.55 |
0.500 |
109.54 |
0.382 |
109.53 |
LOW |
109.50 |
0.618 |
109.45 |
1.000 |
109.42 |
1.618 |
109.37 |
2.618 |
109.29 |
4.250 |
109.16 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
109.54 |
111.32 |
PP |
109.54 |
110.72 |
S1 |
109.53 |
110.13 |
|