NYMEX Light Sweet Crude Oil Future December 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 |
116.10 |
115.40 |
-0.70 |
-0.6% |
126.02 |
| High |
117.61 |
116.69 |
-0.92 |
-0.8% |
127.50 |
| Low |
113.68 |
113.15 |
-0.53 |
-0.5% |
115.50 |
| Close |
115.38 |
113.88 |
-1.50 |
-1.3% |
116.11 |
| Range |
3.93 |
3.54 |
-0.39 |
-9.9% |
12.00 |
| ATR |
4.56 |
4.48 |
-0.07 |
-1.6% |
0.00 |
| Volume |
59,673 |
44,523 |
-15,150 |
-25.4% |
261,793 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.19 |
123.08 |
115.83 |
|
| R3 |
121.65 |
119.54 |
114.85 |
|
| R2 |
118.11 |
118.11 |
114.53 |
|
| R1 |
116.00 |
116.00 |
114.20 |
115.29 |
| PP |
114.57 |
114.57 |
114.57 |
114.22 |
| S1 |
112.46 |
112.46 |
113.56 |
111.75 |
| S2 |
111.03 |
111.03 |
113.23 |
|
| S3 |
107.49 |
108.92 |
112.91 |
|
| S4 |
103.95 |
105.38 |
111.93 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.70 |
147.91 |
122.71 |
|
| R3 |
143.70 |
135.91 |
119.41 |
|
| R2 |
131.70 |
131.70 |
118.31 |
|
| R1 |
123.91 |
123.91 |
117.21 |
121.81 |
| PP |
119.70 |
119.70 |
119.70 |
118.65 |
| S1 |
111.91 |
111.91 |
115.01 |
109.81 |
| S2 |
107.70 |
107.70 |
113.91 |
|
| S3 |
95.70 |
99.91 |
112.81 |
|
| S4 |
83.70 |
87.91 |
109.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.05 |
113.15 |
7.90 |
6.9% |
3.62 |
3.2% |
9% |
False |
True |
58,245 |
| 10 |
129.58 |
113.15 |
16.43 |
14.4% |
4.54 |
4.0% |
4% |
False |
True |
52,520 |
| 20 |
141.00 |
113.15 |
27.85 |
24.5% |
4.56 |
4.0% |
3% |
False |
True |
47,967 |
| 40 |
148.60 |
113.15 |
35.45 |
31.1% |
4.56 |
4.0% |
2% |
False |
True |
41,036 |
| 60 |
148.60 |
113.15 |
35.45 |
31.1% |
4.71 |
4.1% |
2% |
False |
True |
42,620 |
| 80 |
148.60 |
107.00 |
41.60 |
36.5% |
4.35 |
3.8% |
17% |
False |
False |
38,784 |
| 100 |
148.60 |
96.62 |
51.98 |
45.6% |
4.00 |
3.5% |
33% |
False |
False |
34,942 |
| 120 |
148.60 |
95.55 |
53.05 |
46.6% |
3.83 |
3.4% |
35% |
False |
False |
33,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.74 |
|
2.618 |
125.96 |
|
1.618 |
122.42 |
|
1.000 |
120.23 |
|
0.618 |
118.88 |
|
HIGH |
116.69 |
|
0.618 |
115.34 |
|
0.500 |
114.92 |
|
0.382 |
114.50 |
|
LOW |
113.15 |
|
0.618 |
110.96 |
|
1.000 |
109.61 |
|
1.618 |
107.42 |
|
2.618 |
103.88 |
|
4.250 |
98.11 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.92 |
116.49 |
| PP |
114.57 |
115.62 |
| S1 |
114.23 |
114.75 |
|