NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.80 |
114.99 |
-2.81 |
-2.4% |
116.55 |
| High |
117.80 |
115.40 |
-2.40 |
-2.0% |
117.80 |
| Low |
113.97 |
112.91 |
-1.06 |
-0.9% |
112.91 |
| Close |
116.11 |
115.40 |
-0.71 |
-0.6% |
115.40 |
| Range |
3.83 |
2.49 |
-1.34 |
-35.0% |
4.89 |
| ATR |
3.30 |
3.30 |
-0.01 |
-0.2% |
0.00 |
| Volume |
1,289 |
2,199 |
910 |
70.6% |
13,966 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.04 |
121.21 |
116.77 |
|
| R3 |
119.55 |
118.72 |
116.08 |
|
| R2 |
117.06 |
117.06 |
115.86 |
|
| R1 |
116.23 |
116.23 |
115.63 |
116.65 |
| PP |
114.57 |
114.57 |
114.57 |
114.78 |
| S1 |
113.74 |
113.74 |
115.17 |
114.16 |
| S2 |
112.08 |
112.08 |
114.94 |
|
| S3 |
109.59 |
111.25 |
114.72 |
|
| S4 |
107.10 |
108.76 |
114.03 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.04 |
127.61 |
118.09 |
|
| R3 |
125.15 |
122.72 |
116.74 |
|
| R2 |
120.26 |
120.26 |
116.30 |
|
| R1 |
117.83 |
117.83 |
115.85 |
116.60 |
| PP |
115.37 |
115.37 |
115.37 |
114.76 |
| S1 |
112.94 |
112.94 |
114.95 |
111.71 |
| S2 |
110.48 |
110.48 |
114.50 |
|
| S3 |
105.59 |
108.05 |
114.06 |
|
| S4 |
100.70 |
103.16 |
112.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.80 |
112.91 |
4.89 |
4.2% |
3.17 |
2.7% |
51% |
False |
True |
2,793 |
| 10 |
127.89 |
112.91 |
14.98 |
13.0% |
3.19 |
2.8% |
17% |
False |
True |
3,436 |
| 20 |
133.55 |
112.91 |
20.64 |
17.9% |
3.15 |
2.7% |
12% |
False |
True |
2,854 |
| 40 |
148.17 |
112.91 |
35.26 |
30.6% |
2.44 |
2.1% |
7% |
False |
True |
2,174 |
| 60 |
148.17 |
112.91 |
35.26 |
30.6% |
1.88 |
1.6% |
7% |
False |
True |
1,761 |
| 80 |
148.17 |
108.15 |
40.02 |
34.7% |
1.69 |
1.5% |
18% |
False |
False |
1,475 |
| 100 |
148.17 |
95.99 |
52.18 |
45.2% |
1.37 |
1.2% |
37% |
False |
False |
1,243 |
| 120 |
148.17 |
95.99 |
52.18 |
45.2% |
1.16 |
1.0% |
37% |
False |
False |
1,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.98 |
|
2.618 |
121.92 |
|
1.618 |
119.43 |
|
1.000 |
117.89 |
|
0.618 |
116.94 |
|
HIGH |
115.40 |
|
0.618 |
114.45 |
|
0.500 |
114.16 |
|
0.382 |
113.86 |
|
LOW |
112.91 |
|
0.618 |
111.37 |
|
1.000 |
110.42 |
|
1.618 |
108.88 |
|
2.618 |
106.39 |
|
4.250 |
102.33 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.99 |
115.39 |
| PP |
114.57 |
115.37 |
| S1 |
114.16 |
115.36 |
|