NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.86 |
121.55 |
5.69 |
4.9% |
114.01 |
| High |
122.04 |
121.86 |
-0.18 |
-0.1% |
122.04 |
| Low |
115.40 |
114.18 |
-1.22 |
-1.1% |
111.66 |
| Close |
121.18 |
114.59 |
-6.59 |
-5.4% |
114.59 |
| Range |
6.64 |
7.68 |
1.04 |
15.7% |
10.38 |
| ATR |
4.68 |
4.89 |
0.21 |
4.6% |
0.00 |
| Volume |
274,859 |
308,114 |
33,255 |
12.1% |
1,116,351 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.92 |
134.93 |
118.81 |
|
| R3 |
132.24 |
127.25 |
116.70 |
|
| R2 |
124.56 |
124.56 |
116.00 |
|
| R1 |
119.57 |
119.57 |
115.29 |
118.23 |
| PP |
116.88 |
116.88 |
116.88 |
116.20 |
| S1 |
111.89 |
111.89 |
113.89 |
110.55 |
| S2 |
109.20 |
109.20 |
113.18 |
|
| S3 |
101.52 |
104.21 |
112.48 |
|
| S4 |
93.84 |
96.53 |
110.37 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.24 |
141.29 |
120.30 |
|
| R3 |
136.86 |
130.91 |
117.44 |
|
| R2 |
126.48 |
126.48 |
116.49 |
|
| R1 |
120.53 |
120.53 |
115.54 |
123.51 |
| PP |
116.10 |
116.10 |
116.10 |
117.58 |
| S1 |
110.15 |
110.15 |
113.64 |
113.13 |
| S2 |
105.72 |
105.72 |
112.69 |
|
| S3 |
95.34 |
99.77 |
111.74 |
|
| S4 |
84.96 |
89.39 |
108.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.04 |
111.66 |
10.38 |
9.1% |
5.44 |
4.8% |
28% |
False |
False |
223,270 |
| 10 |
122.04 |
111.50 |
10.54 |
9.2% |
4.78 |
4.2% |
29% |
False |
False |
180,243 |
| 20 |
128.95 |
111.50 |
17.45 |
15.2% |
4.78 |
4.2% |
18% |
False |
False |
136,634 |
| 40 |
148.13 |
111.50 |
36.63 |
32.0% |
4.78 |
4.2% |
8% |
False |
False |
87,504 |
| 60 |
148.13 |
111.50 |
36.63 |
32.0% |
4.87 |
4.3% |
8% |
False |
False |
67,041 |
| 80 |
148.13 |
109.31 |
38.82 |
33.9% |
4.58 |
4.0% |
14% |
False |
False |
53,985 |
| 100 |
148.13 |
101.91 |
46.22 |
40.3% |
4.11 |
3.6% |
27% |
False |
False |
44,253 |
| 120 |
148.13 |
96.67 |
51.46 |
44.9% |
3.82 |
3.3% |
35% |
False |
False |
37,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.50 |
|
2.618 |
141.97 |
|
1.618 |
134.29 |
|
1.000 |
129.54 |
|
0.618 |
126.61 |
|
HIGH |
121.86 |
|
0.618 |
118.93 |
|
0.500 |
118.02 |
|
0.382 |
117.11 |
|
LOW |
114.18 |
|
0.618 |
109.43 |
|
1.000 |
106.50 |
|
1.618 |
101.75 |
|
2.618 |
94.07 |
|
4.250 |
81.54 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.02 |
117.32 |
| PP |
116.88 |
116.41 |
| S1 |
115.73 |
115.50 |
|