NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.16 |
115.36 |
-1.80 |
-1.5% |
116.10 |
| High |
117.90 |
115.36 |
-2.54 |
-2.2% |
117.92 |
| Low |
113.40 |
112.37 |
-1.03 |
-0.9% |
112.37 |
| Close |
115.72 |
114.86 |
-0.86 |
-0.7% |
114.86 |
| Range |
4.50 |
2.99 |
-1.51 |
-33.6% |
5.55 |
| ATR |
4.46 |
4.38 |
-0.08 |
-1.8% |
0.00 |
| Volume |
56,437 |
38,233 |
-18,204 |
-32.3% |
237,029 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.17 |
122.00 |
116.50 |
|
| R3 |
120.18 |
119.01 |
115.68 |
|
| R2 |
117.19 |
117.19 |
115.41 |
|
| R1 |
116.02 |
116.02 |
115.13 |
115.11 |
| PP |
114.20 |
114.20 |
114.20 |
113.74 |
| S1 |
113.03 |
113.03 |
114.59 |
112.12 |
| S2 |
111.21 |
111.21 |
114.31 |
|
| S3 |
108.22 |
110.04 |
114.04 |
|
| S4 |
105.23 |
107.05 |
113.22 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.70 |
128.83 |
117.91 |
|
| R3 |
126.15 |
123.28 |
116.39 |
|
| R2 |
120.60 |
120.60 |
115.88 |
|
| R1 |
117.73 |
117.73 |
115.37 |
116.39 |
| PP |
115.05 |
115.05 |
115.05 |
114.38 |
| S1 |
112.18 |
112.18 |
114.35 |
110.84 |
| S2 |
109.50 |
109.50 |
113.84 |
|
| S3 |
103.95 |
106.63 |
113.33 |
|
| S4 |
98.40 |
101.08 |
111.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.92 |
112.37 |
5.55 |
4.8% |
3.83 |
3.3% |
45% |
False |
True |
47,405 |
| 10 |
127.50 |
112.37 |
15.13 |
13.2% |
3.98 |
3.5% |
16% |
False |
True |
49,882 |
| 20 |
134.15 |
112.37 |
21.78 |
19.0% |
4.25 |
3.7% |
11% |
False |
True |
47,391 |
| 40 |
148.60 |
112.37 |
36.23 |
31.5% |
4.48 |
3.9% |
7% |
False |
True |
41,592 |
| 60 |
148.60 |
112.37 |
36.23 |
31.5% |
4.63 |
4.0% |
7% |
False |
True |
42,395 |
| 80 |
148.60 |
107.00 |
41.60 |
36.2% |
4.39 |
3.8% |
19% |
False |
False |
39,716 |
| 100 |
148.60 |
96.62 |
51.98 |
45.3% |
4.04 |
3.5% |
35% |
False |
False |
35,681 |
| 120 |
148.60 |
95.83 |
52.77 |
45.9% |
3.88 |
3.4% |
36% |
False |
False |
34,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128.07 |
|
2.618 |
123.19 |
|
1.618 |
120.20 |
|
1.000 |
118.35 |
|
0.618 |
117.21 |
|
HIGH |
115.36 |
|
0.618 |
114.22 |
|
0.500 |
113.87 |
|
0.382 |
113.51 |
|
LOW |
112.37 |
|
0.618 |
110.52 |
|
1.000 |
109.38 |
|
1.618 |
107.53 |
|
2.618 |
104.54 |
|
4.250 |
99.66 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.53 |
115.15 |
| PP |
114.20 |
115.05 |
| S1 |
113.87 |
114.96 |
|