NYMEX Light Sweet Crude Oil Future December 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 |
115.40 |
114.08 |
-1.32 |
-1.1% |
126.02 |
| High |
116.69 |
117.92 |
1.23 |
1.1% |
127.50 |
| Low |
113.15 |
113.75 |
0.60 |
0.5% |
115.50 |
| Close |
113.88 |
116.58 |
2.70 |
2.4% |
116.11 |
| Range |
3.54 |
4.17 |
0.63 |
17.8% |
12.00 |
| ATR |
4.48 |
4.46 |
-0.02 |
-0.5% |
0.00 |
| Volume |
44,523 |
38,163 |
-6,360 |
-14.3% |
261,793 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.59 |
126.76 |
118.87 |
|
| R3 |
124.42 |
122.59 |
117.73 |
|
| R2 |
120.25 |
120.25 |
117.34 |
|
| R1 |
118.42 |
118.42 |
116.96 |
119.34 |
| PP |
116.08 |
116.08 |
116.08 |
116.54 |
| S1 |
114.25 |
114.25 |
116.20 |
115.17 |
| S2 |
111.91 |
111.91 |
115.82 |
|
| S3 |
107.74 |
110.08 |
115.43 |
|
| S4 |
103.57 |
105.91 |
114.29 |
|
|
| 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 |
6.8% |
3.85 |
3.3% |
43% |
False |
False |
52,251 |
| 10 |
129.58 |
113.15 |
16.43 |
14.1% |
4.33 |
3.7% |
21% |
False |
False |
51,336 |
| 20 |
138.56 |
113.15 |
25.41 |
21.8% |
4.43 |
3.8% |
13% |
False |
False |
47,525 |
| 40 |
148.60 |
113.15 |
35.45 |
30.4% |
4.56 |
3.9% |
10% |
False |
False |
41,229 |
| 60 |
148.60 |
113.15 |
35.45 |
30.4% |
4.72 |
4.0% |
10% |
False |
False |
42,640 |
| 80 |
148.60 |
107.00 |
41.60 |
35.7% |
4.37 |
3.7% |
23% |
False |
False |
39,066 |
| 100 |
148.60 |
96.62 |
51.98 |
44.6% |
4.02 |
3.4% |
38% |
False |
False |
35,220 |
| 120 |
148.60 |
95.83 |
52.77 |
45.3% |
3.85 |
3.3% |
39% |
False |
False |
33,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.64 |
|
2.618 |
128.84 |
|
1.618 |
124.67 |
|
1.000 |
122.09 |
|
0.618 |
120.50 |
|
HIGH |
117.92 |
|
0.618 |
116.33 |
|
0.500 |
115.84 |
|
0.382 |
115.34 |
|
LOW |
113.75 |
|
0.618 |
111.17 |
|
1.000 |
109.58 |
|
1.618 |
107.00 |
|
2.618 |
102.83 |
|
4.250 |
96.03 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.33 |
116.23 |
| PP |
116.08 |
115.88 |
| S1 |
115.84 |
115.54 |
|