NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.09 |
116.45 |
3.36 |
3.0% |
125.97 |
| High |
117.37 |
117.40 |
0.03 |
0.0% |
126.68 |
| Low |
112.98 |
112.70 |
-0.28 |
-0.2% |
114.85 |
| Close |
115.99 |
115.03 |
-0.96 |
-0.8% |
115.40 |
| Range |
4.39 |
4.70 |
0.31 |
7.1% |
11.83 |
| ATR |
4.64 |
4.65 |
0.00 |
0.1% |
0.00 |
| Volume |
138,484 |
157,976 |
19,492 |
14.1% |
610,035 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.14 |
126.79 |
117.62 |
|
| R3 |
124.44 |
122.09 |
116.32 |
|
| R2 |
119.74 |
119.74 |
115.89 |
|
| R1 |
117.39 |
117.39 |
115.46 |
116.22 |
| PP |
115.04 |
115.04 |
115.04 |
114.46 |
| S1 |
112.69 |
112.69 |
114.60 |
111.52 |
| S2 |
110.34 |
110.34 |
114.17 |
|
| S3 |
105.64 |
107.99 |
113.74 |
|
| S4 |
100.94 |
103.29 |
112.45 |
|
|
| 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 |
119.81 |
112.45 |
7.36 |
6.4% |
4.37 |
3.8% |
35% |
False |
False |
140,902 |
| 10 |
128.95 |
112.45 |
16.50 |
14.3% |
4.52 |
3.9% |
16% |
False |
False |
124,909 |
| 20 |
133.35 |
112.45 |
20.90 |
18.2% |
4.48 |
3.9% |
12% |
False |
False |
89,773 |
| 40 |
148.13 |
112.45 |
35.68 |
31.0% |
4.71 |
4.1% |
7% |
False |
False |
60,040 |
| 60 |
148.13 |
112.45 |
35.68 |
31.0% |
4.81 |
4.2% |
7% |
False |
False |
49,049 |
| 80 |
148.13 |
108.00 |
40.13 |
34.9% |
4.43 |
3.8% |
18% |
False |
False |
38,977 |
| 100 |
148.13 |
97.48 |
50.65 |
44.0% |
3.97 |
3.5% |
35% |
False |
False |
32,111 |
| 120 |
148.13 |
96.67 |
51.46 |
44.7% |
3.65 |
3.2% |
36% |
False |
False |
27,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.38 |
|
2.618 |
129.70 |
|
1.618 |
125.00 |
|
1.000 |
122.10 |
|
0.618 |
120.30 |
|
HIGH |
117.40 |
|
0.618 |
115.60 |
|
0.500 |
115.05 |
|
0.382 |
114.50 |
|
LOW |
112.70 |
|
0.618 |
109.80 |
|
1.000 |
108.00 |
|
1.618 |
105.10 |
|
2.618 |
100.40 |
|
4.250 |
92.73 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.05 |
115.00 |
| PP |
115.04 |
114.96 |
| S1 |
115.04 |
114.93 |
|