NYMEX Light Sweet Crude Oil Future November 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 |
115.32 |
115.18 |
-0.14 |
-0.1% |
126.66 |
| High |
117.26 |
116.29 |
-0.97 |
-0.8% |
127.11 |
| Low |
113.30 |
112.83 |
-0.47 |
-0.4% |
115.20 |
| Close |
115.04 |
113.52 |
-1.52 |
-1.3% |
115.77 |
| Range |
3.96 |
3.46 |
-0.50 |
-12.6% |
11.91 |
| ATR |
4.50 |
4.42 |
-0.07 |
-1.6% |
0.00 |
| Volume |
51,813 |
44,653 |
-7,160 |
-13.8% |
235,869 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.59 |
122.52 |
115.42 |
|
| R3 |
121.13 |
119.06 |
114.47 |
|
| R2 |
117.67 |
117.67 |
114.15 |
|
| R1 |
115.60 |
115.60 |
113.84 |
114.91 |
| PP |
114.21 |
114.21 |
114.21 |
113.87 |
| S1 |
112.14 |
112.14 |
113.20 |
111.45 |
| S2 |
110.75 |
110.75 |
112.89 |
|
| S3 |
107.29 |
108.68 |
112.57 |
|
| S4 |
103.83 |
105.22 |
111.62 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.09 |
147.34 |
122.32 |
|
| R3 |
143.18 |
135.43 |
119.05 |
|
| R2 |
131.27 |
131.27 |
117.95 |
|
| R1 |
123.52 |
123.52 |
116.86 |
121.44 |
| PP |
119.36 |
119.36 |
119.36 |
118.32 |
| S1 |
111.61 |
111.61 |
114.68 |
109.53 |
| S2 |
107.45 |
107.45 |
113.59 |
|
| S3 |
95.54 |
99.70 |
112.49 |
|
| S4 |
83.63 |
87.79 |
109.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.26 |
112.83 |
8.43 |
7.4% |
3.66 |
3.2% |
8% |
False |
True |
54,352 |
| 10 |
129.16 |
112.83 |
16.33 |
14.4% |
4.52 |
4.0% |
4% |
False |
True |
42,256 |
| 20 |
140.54 |
112.83 |
27.71 |
24.4% |
4.55 |
4.0% |
2% |
False |
True |
31,137 |
| 40 |
148.47 |
112.83 |
35.64 |
31.4% |
4.44 |
3.9% |
2% |
False |
True |
23,369 |
| 60 |
148.47 |
112.83 |
35.64 |
31.4% |
4.49 |
4.0% |
2% |
False |
True |
20,378 |
| 80 |
148.47 |
107.60 |
40.87 |
36.0% |
3.93 |
3.5% |
14% |
False |
False |
16,377 |
| 100 |
148.47 |
98.15 |
50.32 |
44.3% |
3.40 |
3.0% |
31% |
False |
False |
13,529 |
| 120 |
148.47 |
96.14 |
52.33 |
46.1% |
3.04 |
2.7% |
33% |
False |
False |
11,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.00 |
|
2.618 |
125.35 |
|
1.618 |
121.89 |
|
1.000 |
119.75 |
|
0.618 |
118.43 |
|
HIGH |
116.29 |
|
0.618 |
114.97 |
|
0.500 |
114.56 |
|
0.382 |
114.15 |
|
LOW |
112.83 |
|
0.618 |
110.69 |
|
1.000 |
109.37 |
|
1.618 |
107.23 |
|
2.618 |
103.77 |
|
4.250 |
98.13 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.56 |
116.31 |
| PP |
114.21 |
115.38 |
| S1 |
113.87 |
114.45 |
|