NYMEX Light Sweet Crude Oil Future December 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 |
114.08 |
117.16 |
3.08 |
2.7% |
126.02 |
| High |
117.92 |
117.90 |
-0.02 |
0.0% |
127.50 |
| Low |
113.75 |
113.40 |
-0.35 |
-0.3% |
115.50 |
| Close |
116.58 |
115.72 |
-0.86 |
-0.7% |
116.11 |
| Range |
4.17 |
4.50 |
0.33 |
7.9% |
12.00 |
| ATR |
4.46 |
4.46 |
0.00 |
0.1% |
0.00 |
| Volume |
38,163 |
56,437 |
18,274 |
47.9% |
261,793 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.17 |
126.95 |
118.20 |
|
| R3 |
124.67 |
122.45 |
116.96 |
|
| R2 |
120.17 |
120.17 |
116.55 |
|
| R1 |
117.95 |
117.95 |
116.13 |
116.81 |
| PP |
115.67 |
115.67 |
115.67 |
115.11 |
| S1 |
113.45 |
113.45 |
115.31 |
112.31 |
| S2 |
111.17 |
111.17 |
114.90 |
|
| S3 |
106.67 |
108.95 |
114.48 |
|
| S4 |
102.17 |
104.45 |
113.25 |
|
|
| 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 |
119.82 |
113.15 |
6.67 |
5.8% |
4.09 |
3.5% |
39% |
False |
False |
52,316 |
| 10 |
129.58 |
113.15 |
16.43 |
14.2% |
4.31 |
3.7% |
16% |
False |
False |
50,612 |
| 20 |
134.20 |
113.15 |
21.05 |
18.2% |
4.30 |
3.7% |
12% |
False |
False |
48,181 |
| 40 |
148.60 |
113.15 |
35.45 |
30.6% |
4.53 |
3.9% |
7% |
False |
False |
41,560 |
| 60 |
148.60 |
113.15 |
35.45 |
30.6% |
4.69 |
4.1% |
7% |
False |
False |
42,680 |
| 80 |
148.60 |
107.00 |
41.60 |
35.9% |
4.40 |
3.8% |
21% |
False |
False |
39,456 |
| 100 |
148.60 |
96.62 |
51.98 |
44.9% |
4.03 |
3.5% |
37% |
False |
False |
35,534 |
| 120 |
148.60 |
95.83 |
52.77 |
45.6% |
3.87 |
3.3% |
38% |
False |
False |
34,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.03 |
|
2.618 |
129.68 |
|
1.618 |
125.18 |
|
1.000 |
122.40 |
|
0.618 |
120.68 |
|
HIGH |
117.90 |
|
0.618 |
116.18 |
|
0.500 |
115.65 |
|
0.382 |
115.12 |
|
LOW |
113.40 |
|
0.618 |
110.62 |
|
1.000 |
108.90 |
|
1.618 |
106.12 |
|
2.618 |
101.62 |
|
4.250 |
94.28 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.70 |
115.66 |
| PP |
115.67 |
115.60 |
| S1 |
115.65 |
115.54 |
|