NYMEX Light Sweet Crude Oil Future August 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 |
109.50 |
109.18 |
-0.32 |
-0.3% |
114.02 |
High |
109.58 |
109.18 |
-0.40 |
-0.4% |
114.02 |
Low |
109.50 |
109.13 |
-0.37 |
-0.3% |
109.50 |
Close |
109.53 |
109.37 |
-0.16 |
-0.1% |
109.53 |
Range |
0.08 |
0.05 |
-0.03 |
-37.5% |
4.52 |
ATR |
1.87 |
1.77 |
-0.11 |
-5.6% |
0.00 |
Volume |
937 |
623 |
-314 |
-33.5% |
1,818 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.38 |
109.42 |
109.40 |
|
R3 |
109.33 |
109.37 |
109.38 |
|
R2 |
109.28 |
109.28 |
109.38 |
|
R1 |
109.32 |
109.32 |
109.37 |
109.30 |
PP |
109.23 |
109.23 |
109.23 |
109.22 |
S1 |
109.27 |
109.27 |
109.37 |
109.25 |
S2 |
109.18 |
109.18 |
109.36 |
|
S3 |
109.13 |
109.22 |
109.36 |
|
S4 |
109.08 |
109.17 |
109.34 |
|
|
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 |
109.39 |
2.618 |
109.31 |
1.618 |
109.26 |
1.000 |
109.23 |
0.618 |
109.21 |
HIGH |
109.18 |
0.618 |
109.16 |
0.500 |
109.16 |
0.382 |
109.15 |
LOW |
109.13 |
0.618 |
109.10 |
1.000 |
109.08 |
1.618 |
109.05 |
2.618 |
109.00 |
4.250 |
108.92 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
109.30 |
110.37 |
PP |
109.23 |
110.03 |
S1 |
109.16 |
109.70 |
|