NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
106.76 |
104.33 |
-2.43 |
-2.3% |
114.02 |
High |
106.76 |
104.33 |
-2.43 |
-2.3% |
114.02 |
Low |
106.76 |
103.53 |
-3.23 |
-3.0% |
109.50 |
Close |
105.35 |
103.71 |
-1.64 |
-1.6% |
109.53 |
Range |
0.00 |
0.80 |
0.80 |
|
4.52 |
ATR |
1.77 |
1.78 |
0.00 |
0.2% |
0.00 |
Volume |
253 |
502 |
249 |
98.4% |
1,818 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.26 |
105.78 |
104.15 |
|
R3 |
105.46 |
104.98 |
103.93 |
|
R2 |
104.66 |
104.66 |
103.86 |
|
R1 |
104.18 |
104.18 |
103.78 |
104.02 |
PP |
103.86 |
103.86 |
103.86 |
103.78 |
S1 |
103.38 |
103.38 |
103.64 |
103.22 |
S2 |
103.06 |
103.06 |
103.56 |
|
S3 |
102.26 |
102.58 |
103.49 |
|
S4 |
101.46 |
101.78 |
103.27 |
|
|
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 |
107.73 |
2.618 |
106.42 |
1.618 |
105.62 |
1.000 |
105.13 |
0.618 |
104.82 |
HIGH |
104.33 |
0.618 |
104.02 |
0.500 |
103.93 |
0.382 |
103.84 |
LOW |
103.53 |
0.618 |
103.04 |
1.000 |
102.73 |
1.618 |
102.24 |
2.618 |
101.44 |
4.250 |
100.13 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
103.93 |
105.15 |
PP |
103.86 |
104.67 |
S1 |
103.78 |
104.19 |
|