NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.05 |
118.79 |
1.74 |
1.5% |
114.92 |
| High |
120.23 |
121.12 |
0.89 |
0.7% |
122.87 |
| Low |
116.70 |
114.95 |
-1.75 |
-1.5% |
112.50 |
| Close |
118.79 |
116.47 |
-2.32 |
-2.0% |
115.70 |
| Range |
3.53 |
6.17 |
2.64 |
74.8% |
10.37 |
| ATR |
4.52 |
4.64 |
0.12 |
2.6% |
0.00 |
| Volume |
51,359 |
60,824 |
9,465 |
18.4% |
208,419 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.02 |
132.42 |
119.86 |
|
| R3 |
129.85 |
126.25 |
118.17 |
|
| R2 |
123.68 |
123.68 |
117.60 |
|
| R1 |
120.08 |
120.08 |
117.04 |
118.80 |
| PP |
117.51 |
117.51 |
117.51 |
116.87 |
| S1 |
113.91 |
113.91 |
115.90 |
112.63 |
| S2 |
111.34 |
111.34 |
115.34 |
|
| S3 |
105.17 |
107.74 |
114.77 |
|
| S4 |
99.00 |
101.57 |
113.08 |
|
|
| 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 |
122.78 |
113.60 |
9.18 |
7.9% |
4.97 |
4.3% |
31% |
False |
False |
46,232 |
| 10 |
122.87 |
112.37 |
10.50 |
9.0% |
4.69 |
4.0% |
39% |
False |
False |
41,971 |
| 20 |
129.58 |
112.37 |
17.21 |
14.8% |
4.50 |
3.9% |
24% |
False |
False |
46,292 |
| 40 |
148.60 |
112.37 |
36.23 |
31.1% |
4.70 |
4.0% |
11% |
False |
False |
43,946 |
| 60 |
148.60 |
112.37 |
36.23 |
31.1% |
4.73 |
4.1% |
11% |
False |
False |
42,109 |
| 80 |
148.60 |
112.37 |
36.23 |
31.1% |
4.53 |
3.9% |
11% |
False |
False |
41,772 |
| 100 |
148.60 |
104.47 |
44.13 |
37.9% |
4.21 |
3.6% |
27% |
False |
False |
37,643 |
| 120 |
148.60 |
95.83 |
52.77 |
45.3% |
4.03 |
3.5% |
39% |
False |
False |
35,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.34 |
|
2.618 |
137.27 |
|
1.618 |
131.10 |
|
1.000 |
127.29 |
|
0.618 |
124.93 |
|
HIGH |
121.12 |
|
0.618 |
118.76 |
|
0.500 |
118.04 |
|
0.382 |
117.31 |
|
LOW |
114.95 |
|
0.618 |
111.14 |
|
1.000 |
108.78 |
|
1.618 |
104.97 |
|
2.618 |
98.80 |
|
4.250 |
88.73 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.04 |
117.36 |
| PP |
117.51 |
117.06 |
| S1 |
116.99 |
116.77 |
|