NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.25 |
115.50 |
-1.75 |
-1.5% |
127.45 |
| High |
117.70 |
116.75 |
-0.95 |
-0.8% |
127.84 |
| Low |
113.91 |
113.56 |
-0.35 |
-0.3% |
115.86 |
| Close |
115.61 |
114.09 |
-1.52 |
-1.3% |
116.32 |
| Range |
3.79 |
3.19 |
-0.60 |
-15.8% |
11.98 |
| ATR |
3.96 |
3.90 |
-0.05 |
-1.4% |
0.00 |
| Volume |
13,820 |
12,461 |
-1,359 |
-9.8% |
48,044 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.37 |
122.42 |
115.84 |
|
| R3 |
121.18 |
119.23 |
114.97 |
|
| R2 |
117.99 |
117.99 |
114.67 |
|
| R1 |
116.04 |
116.04 |
114.38 |
115.42 |
| PP |
114.80 |
114.80 |
114.80 |
114.49 |
| S1 |
112.85 |
112.85 |
113.80 |
112.23 |
| S2 |
111.61 |
111.61 |
113.51 |
|
| S3 |
108.42 |
109.66 |
113.21 |
|
| S4 |
105.23 |
106.47 |
112.34 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.95 |
148.11 |
122.91 |
|
| R3 |
143.97 |
136.13 |
119.61 |
|
| R2 |
131.99 |
131.99 |
118.52 |
|
| R1 |
124.15 |
124.15 |
117.42 |
122.08 |
| PP |
120.01 |
120.01 |
120.01 |
118.97 |
| S1 |
112.17 |
112.17 |
115.22 |
110.10 |
| S2 |
108.03 |
108.03 |
114.12 |
|
| S3 |
96.05 |
100.19 |
113.03 |
|
| S4 |
84.07 |
88.21 |
109.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.76 |
113.56 |
7.20 |
6.3% |
3.19 |
2.8% |
7% |
False |
True |
12,317 |
| 10 |
129.52 |
113.56 |
15.96 |
14.0% |
4.08 |
3.6% |
3% |
False |
True |
9,366 |
| 20 |
141.22 |
113.56 |
27.66 |
24.2% |
4.05 |
3.5% |
2% |
False |
True |
7,452 |
| 40 |
148.35 |
113.56 |
34.79 |
30.5% |
3.52 |
3.1% |
2% |
False |
True |
5,498 |
| 60 |
148.35 |
113.56 |
34.79 |
30.5% |
3.36 |
2.9% |
2% |
False |
True |
4,571 |
| 80 |
148.35 |
108.57 |
39.78 |
34.9% |
2.81 |
2.5% |
14% |
False |
False |
3,674 |
| 100 |
148.35 |
96.69 |
51.66 |
45.3% |
2.53 |
2.2% |
34% |
False |
False |
3,039 |
| 120 |
148.35 |
96.36 |
51.99 |
45.6% |
2.17 |
1.9% |
34% |
False |
False |
2,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.31 |
|
2.618 |
125.10 |
|
1.618 |
121.91 |
|
1.000 |
119.94 |
|
0.618 |
118.72 |
|
HIGH |
116.75 |
|
0.618 |
115.53 |
|
0.500 |
115.16 |
|
0.382 |
114.78 |
|
LOW |
113.56 |
|
0.618 |
111.59 |
|
1.000 |
110.37 |
|
1.618 |
108.40 |
|
2.618 |
105.21 |
|
4.250 |
100.00 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.16 |
116.63 |
| PP |
114.80 |
115.78 |
| S1 |
114.45 |
114.94 |
|