NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.18 |
113.54 |
-1.64 |
-1.4% |
126.66 |
| High |
116.29 |
117.66 |
1.37 |
1.2% |
127.11 |
| Low |
112.83 |
113.46 |
0.63 |
0.6% |
115.20 |
| Close |
113.52 |
116.27 |
2.75 |
2.4% |
115.77 |
| Range |
3.46 |
4.20 |
0.74 |
21.4% |
11.91 |
| ATR |
4.42 |
4.41 |
-0.02 |
-0.4% |
0.00 |
| Volume |
44,653 |
41,842 |
-2,811 |
-6.3% |
235,869 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.40 |
126.53 |
118.58 |
|
| R3 |
124.20 |
122.33 |
117.43 |
|
| R2 |
120.00 |
120.00 |
117.04 |
|
| R1 |
118.13 |
118.13 |
116.66 |
119.07 |
| PP |
115.80 |
115.80 |
115.80 |
116.26 |
| S1 |
113.93 |
113.93 |
115.89 |
114.87 |
| S2 |
111.60 |
111.60 |
115.50 |
|
| S3 |
107.40 |
109.73 |
115.12 |
|
| S4 |
103.20 |
105.53 |
113.96 |
|
|
| 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 |
7.3% |
3.94 |
3.4% |
41% |
False |
False |
48,968 |
| 10 |
129.16 |
112.83 |
16.33 |
14.0% |
4.32 |
3.7% |
21% |
False |
False |
43,773 |
| 20 |
138.34 |
112.83 |
25.51 |
21.9% |
4.42 |
3.8% |
13% |
False |
False |
32,072 |
| 40 |
148.47 |
112.83 |
35.64 |
30.7% |
4.45 |
3.8% |
10% |
False |
False |
24,090 |
| 60 |
148.47 |
112.83 |
35.64 |
30.7% |
4.51 |
3.9% |
10% |
False |
False |
21,007 |
| 80 |
148.47 |
107.60 |
40.87 |
35.2% |
3.96 |
3.4% |
21% |
False |
False |
16,877 |
| 100 |
148.47 |
98.15 |
50.32 |
43.3% |
3.43 |
3.0% |
36% |
False |
False |
13,941 |
| 120 |
148.47 |
96.27 |
52.20 |
44.9% |
3.07 |
2.6% |
38% |
False |
False |
11,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.51 |
|
2.618 |
128.66 |
|
1.618 |
124.46 |
|
1.000 |
121.86 |
|
0.618 |
120.26 |
|
HIGH |
117.66 |
|
0.618 |
116.06 |
|
0.500 |
115.56 |
|
0.382 |
115.06 |
|
LOW |
113.46 |
|
0.618 |
110.86 |
|
1.000 |
109.26 |
|
1.618 |
106.66 |
|
2.618 |
102.46 |
|
4.250 |
95.61 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.03 |
115.93 |
| PP |
115.80 |
115.59 |
| S1 |
115.56 |
115.25 |
|