NYMEX Light Sweet Crude Oil Future November 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 |
116.21 |
121.85 |
5.64 |
4.9% |
114.28 |
| High |
122.43 |
122.22 |
-0.21 |
-0.2% |
122.43 |
| Low |
116.04 |
114.74 |
-1.30 |
-1.1% |
112.17 |
| Close |
121.72 |
115.14 |
-6.58 |
-5.4% |
115.14 |
| Range |
6.39 |
7.48 |
1.09 |
17.1% |
10.26 |
| ATR |
4.47 |
4.68 |
0.22 |
4.8% |
0.00 |
| Volume |
51,906 |
63,282 |
11,376 |
21.9% |
233,432 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.81 |
134.95 |
119.25 |
|
| R3 |
132.33 |
127.47 |
117.20 |
|
| R2 |
124.85 |
124.85 |
116.51 |
|
| R1 |
119.99 |
119.99 |
115.83 |
118.68 |
| PP |
117.37 |
117.37 |
117.37 |
116.71 |
| S1 |
112.51 |
112.51 |
114.45 |
111.20 |
| S2 |
109.89 |
109.89 |
113.77 |
|
| S3 |
102.41 |
105.03 |
113.08 |
|
| S4 |
94.93 |
97.55 |
111.03 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.36 |
141.51 |
120.78 |
|
| R3 |
137.10 |
131.25 |
117.96 |
|
| R2 |
126.84 |
126.84 |
117.02 |
|
| R1 |
120.99 |
120.99 |
116.08 |
123.92 |
| PP |
116.58 |
116.58 |
116.58 |
118.04 |
| S1 |
110.73 |
110.73 |
114.20 |
113.66 |
| S2 |
106.32 |
106.32 |
113.26 |
|
| S3 |
96.06 |
100.47 |
112.32 |
|
| S4 |
85.80 |
90.21 |
109.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.43 |
112.17 |
10.26 |
8.9% |
5.29 |
4.6% |
29% |
False |
False |
46,686 |
| 10 |
122.43 |
111.98 |
10.45 |
9.1% |
4.56 |
4.0% |
30% |
False |
False |
46,887 |
| 20 |
129.16 |
111.98 |
17.18 |
14.9% |
4.54 |
3.9% |
18% |
False |
False |
41,658 |
| 40 |
148.47 |
111.98 |
36.49 |
31.7% |
4.55 |
3.9% |
9% |
False |
False |
30,043 |
| 60 |
148.47 |
111.98 |
36.49 |
31.7% |
4.55 |
3.9% |
9% |
False |
False |
24,819 |
| 80 |
148.47 |
110.32 |
38.15 |
33.1% |
4.22 |
3.7% |
13% |
False |
False |
20,702 |
| 100 |
148.47 |
101.70 |
46.77 |
40.6% |
3.63 |
3.2% |
29% |
False |
False |
17,054 |
| 120 |
148.47 |
96.27 |
52.20 |
45.3% |
3.28 |
2.9% |
36% |
False |
False |
14,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.01 |
|
2.618 |
141.80 |
|
1.618 |
134.32 |
|
1.000 |
129.70 |
|
0.618 |
126.84 |
|
HIGH |
122.22 |
|
0.618 |
119.36 |
|
0.500 |
118.48 |
|
0.382 |
117.60 |
|
LOW |
114.74 |
|
0.618 |
110.12 |
|
1.000 |
107.26 |
|
1.618 |
102.64 |
|
2.618 |
95.16 |
|
4.250 |
82.95 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.48 |
117.75 |
| PP |
117.37 |
116.88 |
| S1 |
116.25 |
116.01 |
|