NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.50 |
114.30 |
-1.20 |
-1.0% |
127.45 |
| High |
116.75 |
118.00 |
1.25 |
1.1% |
127.84 |
| Low |
113.56 |
114.19 |
0.63 |
0.6% |
115.86 |
| Close |
114.09 |
116.79 |
2.70 |
2.4% |
116.32 |
| Range |
3.19 |
3.81 |
0.62 |
19.4% |
11.98 |
| ATR |
3.90 |
3.90 |
0.00 |
0.0% |
0.00 |
| Volume |
12,461 |
8,496 |
-3,965 |
-31.8% |
48,044 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.76 |
126.08 |
118.89 |
|
| R3 |
123.95 |
122.27 |
117.84 |
|
| R2 |
120.14 |
120.14 |
117.49 |
|
| R1 |
118.46 |
118.46 |
117.14 |
119.30 |
| PP |
116.33 |
116.33 |
116.33 |
116.75 |
| S1 |
114.65 |
114.65 |
116.44 |
115.49 |
| S2 |
112.52 |
112.52 |
116.09 |
|
| S3 |
108.71 |
110.84 |
115.74 |
|
| S4 |
104.90 |
107.03 |
114.69 |
|
|
| 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 |
6.2% |
3.46 |
3.0% |
45% |
False |
False |
11,691 |
| 10 |
129.52 |
113.56 |
15.96 |
13.7% |
3.88 |
3.3% |
20% |
False |
False |
9,630 |
| 20 |
138.50 |
113.56 |
24.94 |
21.4% |
3.98 |
3.4% |
13% |
False |
False |
7,577 |
| 40 |
148.35 |
113.56 |
34.79 |
29.8% |
3.52 |
3.0% |
9% |
False |
False |
5,659 |
| 60 |
148.35 |
113.56 |
34.79 |
29.8% |
3.38 |
2.9% |
9% |
False |
False |
4,683 |
| 80 |
148.35 |
108.57 |
39.78 |
34.1% |
2.84 |
2.4% |
21% |
False |
False |
3,777 |
| 100 |
148.35 |
97.38 |
50.97 |
43.6% |
2.55 |
2.2% |
38% |
False |
False |
3,123 |
| 120 |
148.35 |
96.69 |
51.66 |
44.2% |
2.20 |
1.9% |
39% |
False |
False |
2,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.19 |
|
2.618 |
127.97 |
|
1.618 |
124.16 |
|
1.000 |
121.81 |
|
0.618 |
120.35 |
|
HIGH |
118.00 |
|
0.618 |
116.54 |
|
0.500 |
116.10 |
|
0.382 |
115.65 |
|
LOW |
114.19 |
|
0.618 |
111.84 |
|
1.000 |
110.38 |
|
1.618 |
108.03 |
|
2.618 |
104.22 |
|
4.250 |
98.00 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.56 |
116.45 |
| PP |
116.33 |
116.12 |
| S1 |
116.10 |
115.78 |
|