NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
122.40 |
115.81 |
-6.59 |
-5.4% |
114.92 |
| High |
122.78 |
117.20 |
-5.58 |
-4.5% |
122.87 |
| Low |
115.30 |
114.82 |
-0.48 |
-0.4% |
112.50 |
| Close |
115.70 |
116.31 |
0.61 |
0.5% |
115.70 |
| Range |
7.48 |
2.38 |
-5.10 |
-68.2% |
10.37 |
| ATR |
4.71 |
4.55 |
-0.17 |
-3.5% |
0.00 |
| Volume |
58,093 |
44,438 |
-13,655 |
-23.5% |
208,419 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123.25 |
122.16 |
117.62 |
|
| R3 |
120.87 |
119.78 |
116.96 |
|
| R2 |
118.49 |
118.49 |
116.75 |
|
| R1 |
117.40 |
117.40 |
116.53 |
117.95 |
| PP |
116.11 |
116.11 |
116.11 |
116.38 |
| S1 |
115.02 |
115.02 |
116.09 |
115.57 |
| S2 |
113.73 |
113.73 |
115.87 |
|
| S3 |
111.35 |
112.64 |
115.66 |
|
| S4 |
108.97 |
110.26 |
115.00 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.13 |
142.29 |
121.40 |
|
| R3 |
137.76 |
131.92 |
118.55 |
|
| R2 |
127.39 |
127.39 |
117.60 |
|
| R1 |
121.55 |
121.55 |
116.65 |
124.47 |
| PP |
117.02 |
117.02 |
117.02 |
118.49 |
| S1 |
111.18 |
111.18 |
114.75 |
114.10 |
| S2 |
106.65 |
106.65 |
113.80 |
|
| S3 |
96.28 |
100.81 |
112.85 |
|
| S4 |
85.91 |
90.44 |
110.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.87 |
112.50 |
10.37 |
8.9% |
5.08 |
4.4% |
37% |
False |
False |
44,670 |
| 10 |
122.87 |
112.37 |
10.50 |
9.0% |
4.41 |
3.8% |
38% |
False |
False |
43,021 |
| 20 |
129.58 |
112.37 |
17.21 |
14.8% |
4.55 |
3.9% |
23% |
False |
False |
47,191 |
| 40 |
148.60 |
112.37 |
36.23 |
31.1% |
4.56 |
3.9% |
11% |
False |
False |
43,335 |
| 60 |
148.60 |
112.37 |
36.23 |
31.1% |
4.69 |
4.0% |
11% |
False |
False |
41,646 |
| 80 |
148.60 |
112.37 |
36.23 |
31.1% |
4.48 |
3.9% |
11% |
False |
False |
41,124 |
| 100 |
148.60 |
102.15 |
46.45 |
39.9% |
4.14 |
3.6% |
30% |
False |
False |
36,928 |
| 120 |
148.60 |
95.83 |
52.77 |
45.4% |
3.97 |
3.4% |
39% |
False |
False |
35,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.32 |
|
2.618 |
123.43 |
|
1.618 |
121.05 |
|
1.000 |
119.58 |
|
0.618 |
118.67 |
|
HIGH |
117.20 |
|
0.618 |
116.29 |
|
0.500 |
116.01 |
|
0.382 |
115.73 |
|
LOW |
114.82 |
|
0.618 |
113.35 |
|
1.000 |
112.44 |
|
1.618 |
110.97 |
|
2.618 |
108.59 |
|
4.250 |
104.71 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.21 |
118.85 |
| PP |
116.11 |
118.00 |
| S1 |
116.01 |
117.16 |
|