NYMEX Light Sweet Crude Oil Future November 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 |
113.54 |
116.74 |
3.20 |
2.8% |
126.66 |
| High |
117.66 |
117.62 |
-0.04 |
0.0% |
127.11 |
| Low |
113.46 |
113.09 |
-0.37 |
-0.3% |
115.20 |
| Close |
116.27 |
115.37 |
-0.90 |
-0.8% |
115.77 |
| Range |
4.20 |
4.53 |
0.33 |
7.9% |
11.91 |
| ATR |
4.41 |
4.42 |
0.01 |
0.2% |
0.00 |
| Volume |
41,842 |
57,151 |
15,309 |
36.6% |
235,869 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.95 |
126.69 |
117.86 |
|
| R3 |
124.42 |
122.16 |
116.62 |
|
| R2 |
119.89 |
119.89 |
116.20 |
|
| R1 |
117.63 |
117.63 |
115.79 |
116.50 |
| PP |
115.36 |
115.36 |
115.36 |
114.79 |
| S1 |
113.10 |
113.10 |
114.95 |
111.97 |
| S2 |
110.83 |
110.83 |
114.54 |
|
| S3 |
106.30 |
108.57 |
114.12 |
|
| S4 |
101.77 |
104.04 |
112.88 |
|
|
| 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 |
119.78 |
112.83 |
6.95 |
6.0% |
4.15 |
3.6% |
37% |
False |
False |
51,017 |
| 10 |
129.16 |
112.83 |
16.33 |
14.2% |
4.30 |
3.7% |
16% |
False |
False |
46,303 |
| 20 |
133.82 |
112.83 |
20.99 |
18.2% |
4.28 |
3.7% |
12% |
False |
False |
33,950 |
| 40 |
148.47 |
112.83 |
35.64 |
30.9% |
4.43 |
3.8% |
7% |
False |
False |
25,156 |
| 60 |
148.47 |
112.83 |
35.64 |
30.9% |
4.49 |
3.9% |
7% |
False |
False |
21,744 |
| 80 |
148.47 |
107.60 |
40.87 |
35.4% |
4.01 |
3.5% |
19% |
False |
False |
17,549 |
| 100 |
148.47 |
98.15 |
50.32 |
43.6% |
3.44 |
3.0% |
34% |
False |
False |
14,489 |
| 120 |
148.47 |
96.27 |
52.20 |
45.2% |
3.11 |
2.7% |
37% |
False |
False |
12,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.87 |
|
2.618 |
129.48 |
|
1.618 |
124.95 |
|
1.000 |
122.15 |
|
0.618 |
120.42 |
|
HIGH |
117.62 |
|
0.618 |
115.89 |
|
0.500 |
115.36 |
|
0.382 |
114.82 |
|
LOW |
113.09 |
|
0.618 |
110.29 |
|
1.000 |
108.56 |
|
1.618 |
105.76 |
|
2.618 |
101.23 |
|
4.250 |
93.84 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.37 |
115.33 |
| PP |
115.36 |
115.29 |
| S1 |
115.36 |
115.25 |
|