NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.38 |
116.21 |
0.83 |
0.7% |
115.32 |
| High |
117.34 |
122.43 |
5.09 |
4.3% |
117.66 |
| Low |
113.07 |
116.04 |
2.97 |
2.6% |
111.98 |
| Close |
116.03 |
121.72 |
5.69 |
4.9% |
114.41 |
| Range |
4.27 |
6.39 |
2.12 |
49.6% |
5.68 |
| ATR |
4.32 |
4.47 |
0.15 |
3.4% |
0.00 |
| Volume |
39,302 |
51,906 |
12,604 |
32.1% |
235,444 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.23 |
136.87 |
125.23 |
|
| R3 |
132.84 |
130.48 |
123.48 |
|
| R2 |
126.45 |
126.45 |
122.89 |
|
| R1 |
124.09 |
124.09 |
122.31 |
125.27 |
| PP |
120.06 |
120.06 |
120.06 |
120.66 |
| S1 |
117.70 |
117.70 |
121.13 |
118.88 |
| S2 |
113.67 |
113.67 |
120.55 |
|
| S3 |
107.28 |
111.31 |
119.96 |
|
| S4 |
100.89 |
104.92 |
118.21 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.72 |
128.75 |
117.53 |
|
| R3 |
126.04 |
123.07 |
115.97 |
|
| R2 |
120.36 |
120.36 |
115.45 |
|
| R1 |
117.39 |
117.39 |
114.93 |
116.04 |
| PP |
114.68 |
114.68 |
114.68 |
114.01 |
| S1 |
111.71 |
111.71 |
113.89 |
110.36 |
| S2 |
109.00 |
109.00 |
113.37 |
|
| S3 |
103.32 |
106.03 |
112.85 |
|
| S4 |
97.64 |
100.35 |
111.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.43 |
111.98 |
10.45 |
8.6% |
4.39 |
3.6% |
93% |
True |
False |
42,027 |
| 10 |
122.43 |
111.98 |
10.45 |
8.6% |
4.27 |
3.5% |
93% |
True |
False |
46,522 |
| 20 |
129.16 |
111.98 |
17.18 |
14.1% |
4.36 |
3.6% |
57% |
False |
False |
40,103 |
| 40 |
148.47 |
111.98 |
36.49 |
30.0% |
4.46 |
3.7% |
27% |
False |
False |
28,845 |
| 60 |
148.47 |
111.98 |
36.49 |
30.0% |
4.46 |
3.7% |
27% |
False |
False |
23,980 |
| 80 |
148.47 |
107.60 |
40.87 |
33.6% |
4.15 |
3.4% |
35% |
False |
False |
19,974 |
| 100 |
148.47 |
100.04 |
48.43 |
39.8% |
3.57 |
2.9% |
45% |
False |
False |
16,458 |
| 120 |
148.47 |
96.27 |
52.20 |
42.9% |
3.24 |
2.7% |
49% |
False |
False |
14,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.59 |
|
2.618 |
139.16 |
|
1.618 |
132.77 |
|
1.000 |
128.82 |
|
0.618 |
126.38 |
|
HIGH |
122.43 |
|
0.618 |
119.99 |
|
0.500 |
119.24 |
|
0.382 |
118.48 |
|
LOW |
116.04 |
|
0.618 |
112.09 |
|
1.000 |
109.65 |
|
1.618 |
105.70 |
|
2.618 |
99.31 |
|
4.250 |
88.88 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.89 |
120.25 |
| PP |
120.06 |
118.77 |
| S1 |
119.24 |
117.30 |
|