NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.40 |
114.70 |
-0.70 |
-0.6% |
125.97 |
| High |
117.08 |
116.05 |
-1.03 |
-0.9% |
126.68 |
| Low |
112.89 |
112.45 |
-0.44 |
-0.4% |
114.85 |
| Close |
114.66 |
113.13 |
-1.53 |
-1.3% |
115.40 |
| Range |
4.19 |
3.60 |
-0.59 |
-14.1% |
11.83 |
| ATR |
4.75 |
4.66 |
-0.08 |
-1.7% |
0.00 |
| Volume |
136,243 |
126,754 |
-9,489 |
-7.0% |
610,035 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.68 |
122.50 |
115.11 |
|
| R3 |
121.08 |
118.90 |
114.12 |
|
| R2 |
117.48 |
117.48 |
113.79 |
|
| R1 |
115.30 |
115.30 |
113.46 |
114.59 |
| PP |
113.88 |
113.88 |
113.88 |
113.52 |
| S1 |
111.70 |
111.70 |
112.80 |
110.99 |
| S2 |
110.28 |
110.28 |
112.47 |
|
| S3 |
106.68 |
108.10 |
112.14 |
|
| S4 |
103.08 |
104.50 |
111.15 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.47 |
146.76 |
121.91 |
|
| R3 |
142.64 |
134.93 |
118.65 |
|
| R2 |
130.81 |
130.81 |
117.57 |
|
| R1 |
123.10 |
123.10 |
116.48 |
121.04 |
| PP |
118.98 |
118.98 |
118.98 |
117.95 |
| S1 |
111.27 |
111.27 |
114.32 |
109.21 |
| S2 |
107.15 |
107.15 |
113.23 |
|
| S3 |
95.32 |
99.44 |
112.15 |
|
| S4 |
83.49 |
87.61 |
108.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.38 |
112.45 |
8.93 |
7.9% |
3.95 |
3.5% |
8% |
False |
True |
138,860 |
| 10 |
128.95 |
112.45 |
16.50 |
14.6% |
4.76 |
4.2% |
4% |
False |
True |
110,793 |
| 20 |
140.20 |
112.45 |
27.75 |
24.5% |
4.74 |
4.2% |
2% |
False |
True |
79,424 |
| 40 |
148.13 |
112.45 |
35.68 |
31.5% |
4.74 |
4.2% |
2% |
False |
True |
53,731 |
| 60 |
148.13 |
112.45 |
35.68 |
31.5% |
4.80 |
4.2% |
2% |
False |
True |
44,628 |
| 80 |
148.13 |
108.00 |
40.13 |
35.5% |
4.37 |
3.9% |
13% |
False |
False |
35,376 |
| 100 |
148.13 |
97.48 |
50.65 |
44.8% |
3.92 |
3.5% |
31% |
False |
False |
29,209 |
| 120 |
148.13 |
96.38 |
51.75 |
45.7% |
3.58 |
3.2% |
32% |
False |
False |
24,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.35 |
|
2.618 |
125.47 |
|
1.618 |
121.87 |
|
1.000 |
119.65 |
|
0.618 |
118.27 |
|
HIGH |
116.05 |
|
0.618 |
114.67 |
|
0.500 |
114.25 |
|
0.382 |
113.83 |
|
LOW |
112.45 |
|
0.618 |
110.23 |
|
1.000 |
108.85 |
|
1.618 |
106.63 |
|
2.618 |
103.03 |
|
4.250 |
97.15 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.25 |
116.13 |
| PP |
113.88 |
115.13 |
| S1 |
113.50 |
114.13 |
|