NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.85 |
114.01 |
-0.84 |
-0.7% |
115.40 |
| High |
115.20 |
115.49 |
0.29 |
0.3% |
117.40 |
| Low |
111.50 |
112.03 |
0.53 |
0.5% |
111.50 |
| Close |
113.94 |
112.89 |
-1.05 |
-0.9% |
113.94 |
| Range |
3.70 |
3.46 |
-0.24 |
-6.5% |
5.90 |
| ATR |
4.58 |
4.50 |
-0.08 |
-1.7% |
0.00 |
| Volume |
126,625 |
137,458 |
10,833 |
8.6% |
686,082 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.85 |
121.83 |
114.79 |
|
| R3 |
120.39 |
118.37 |
113.84 |
|
| R2 |
116.93 |
116.93 |
113.52 |
|
| R1 |
114.91 |
114.91 |
113.21 |
114.19 |
| PP |
113.47 |
113.47 |
113.47 |
113.11 |
| S1 |
111.45 |
111.45 |
112.57 |
110.73 |
| S2 |
110.01 |
110.01 |
112.26 |
|
| S3 |
106.55 |
107.99 |
111.94 |
|
| S4 |
103.09 |
104.53 |
110.99 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.98 |
128.86 |
117.19 |
|
| R3 |
126.08 |
122.96 |
115.56 |
|
| R2 |
120.18 |
120.18 |
115.02 |
|
| R1 |
117.06 |
117.06 |
114.48 |
115.67 |
| PP |
114.28 |
114.28 |
114.28 |
113.59 |
| S1 |
111.16 |
111.16 |
113.40 |
109.77 |
| S2 |
108.38 |
108.38 |
112.86 |
|
| S3 |
102.48 |
105.26 |
112.32 |
|
| S4 |
96.58 |
99.36 |
110.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.40 |
111.50 |
5.90 |
5.2% |
3.97 |
3.5% |
24% |
False |
False |
137,459 |
| 10 |
121.42 |
111.50 |
9.92 |
8.8% |
3.91 |
3.5% |
14% |
False |
False |
135,252 |
| 20 |
133.35 |
111.50 |
21.85 |
19.4% |
4.47 |
4.0% |
6% |
False |
False |
98,273 |
| 40 |
148.13 |
111.50 |
36.63 |
32.4% |
4.66 |
4.1% |
4% |
False |
False |
65,349 |
| 60 |
148.13 |
111.50 |
36.63 |
32.4% |
4.79 |
4.2% |
4% |
False |
False |
52,350 |
| 80 |
148.13 |
108.00 |
40.13 |
35.5% |
4.43 |
3.9% |
12% |
False |
False |
42,117 |
| 100 |
148.13 |
97.48 |
50.65 |
44.9% |
4.01 |
3.6% |
30% |
False |
False |
34,671 |
| 120 |
148.13 |
96.67 |
51.46 |
45.6% |
3.68 |
3.3% |
32% |
False |
False |
29,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.20 |
|
2.618 |
124.55 |
|
1.618 |
121.09 |
|
1.000 |
118.95 |
|
0.618 |
117.63 |
|
HIGH |
115.49 |
|
0.618 |
114.17 |
|
0.500 |
113.76 |
|
0.382 |
113.35 |
|
LOW |
112.03 |
|
0.618 |
109.89 |
|
1.000 |
108.57 |
|
1.618 |
106.43 |
|
2.618 |
102.97 |
|
4.250 |
97.33 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.76 |
114.45 |
| PP |
113.47 |
113.93 |
| S1 |
113.18 |
113.41 |
|