NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.36 |
114.92 |
-0.44 |
-0.4% |
116.10 |
| High |
115.36 |
116.30 |
0.94 |
0.8% |
117.92 |
| Low |
112.37 |
112.80 |
0.43 |
0.4% |
112.37 |
| Close |
114.86 |
113.72 |
-1.14 |
-1.0% |
114.86 |
| Range |
2.99 |
3.50 |
0.51 |
17.1% |
5.55 |
| ATR |
4.38 |
4.32 |
-0.06 |
-1.4% |
0.00 |
| Volume |
38,233 |
29,504 |
-8,729 |
-22.8% |
237,029 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.77 |
122.75 |
115.65 |
|
| R3 |
121.27 |
119.25 |
114.68 |
|
| R2 |
117.77 |
117.77 |
114.36 |
|
| R1 |
115.75 |
115.75 |
114.04 |
115.01 |
| PP |
114.27 |
114.27 |
114.27 |
113.91 |
| S1 |
112.25 |
112.25 |
113.40 |
111.51 |
| S2 |
110.77 |
110.77 |
113.08 |
|
| S3 |
107.27 |
108.75 |
112.76 |
|
| S4 |
103.77 |
105.25 |
111.80 |
|
|
| 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 |
4.9% |
3.74 |
3.3% |
24% |
False |
False |
41,372 |
| 10 |
122.00 |
112.37 |
9.63 |
8.5% |
3.65 |
3.2% |
14% |
False |
False |
49,535 |
| 20 |
134.15 |
112.37 |
21.78 |
19.2% |
4.25 |
3.7% |
6% |
False |
False |
46,745 |
| 40 |
148.60 |
112.37 |
36.23 |
31.9% |
4.48 |
3.9% |
4% |
False |
False |
41,703 |
| 60 |
148.60 |
112.37 |
36.23 |
31.9% |
4.64 |
4.1% |
4% |
False |
False |
41,425 |
| 80 |
148.60 |
107.00 |
41.60 |
36.6% |
4.38 |
3.9% |
16% |
False |
False |
39,763 |
| 100 |
148.60 |
96.62 |
51.98 |
45.7% |
4.06 |
3.6% |
33% |
False |
False |
35,773 |
| 120 |
148.60 |
95.83 |
52.77 |
46.4% |
3.88 |
3.4% |
34% |
False |
False |
34,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.18 |
|
2.618 |
125.46 |
|
1.618 |
121.96 |
|
1.000 |
119.80 |
|
0.618 |
118.46 |
|
HIGH |
116.30 |
|
0.618 |
114.96 |
|
0.500 |
114.55 |
|
0.382 |
114.14 |
|
LOW |
112.80 |
|
0.618 |
110.64 |
|
1.000 |
109.30 |
|
1.618 |
107.14 |
|
2.618 |
103.64 |
|
4.250 |
97.93 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.55 |
115.14 |
| PP |
114.27 |
114.66 |
| S1 |
114.00 |
114.19 |
|