NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.69 |
115.57 |
-2.12 |
-1.8% |
117.25 |
| High |
117.98 |
115.57 |
-2.41 |
-2.0% |
118.00 |
| Low |
114.04 |
112.78 |
-1.26 |
-1.1% |
112.78 |
| Close |
115.96 |
115.17 |
-0.79 |
-0.7% |
115.17 |
| Range |
3.94 |
2.79 |
-1.15 |
-29.2% |
5.22 |
| ATR |
3.90 |
3.85 |
-0.05 |
-1.3% |
0.00 |
| Volume |
7,217 |
5,456 |
-1,761 |
-24.4% |
47,450 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.88 |
121.81 |
116.70 |
|
| R3 |
120.09 |
119.02 |
115.94 |
|
| R2 |
117.30 |
117.30 |
115.68 |
|
| R1 |
116.23 |
116.23 |
115.43 |
115.37 |
| PP |
114.51 |
114.51 |
114.51 |
114.08 |
| S1 |
113.44 |
113.44 |
114.91 |
112.58 |
| S2 |
111.72 |
111.72 |
114.66 |
|
| S3 |
108.93 |
110.65 |
114.40 |
|
| S4 |
106.14 |
107.86 |
113.64 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.98 |
128.29 |
118.04 |
|
| R3 |
125.76 |
123.07 |
116.61 |
|
| R2 |
120.54 |
120.54 |
116.13 |
|
| R1 |
117.85 |
117.85 |
115.65 |
116.59 |
| PP |
115.32 |
115.32 |
115.32 |
114.68 |
| S1 |
112.63 |
112.63 |
114.69 |
111.37 |
| S2 |
110.10 |
110.10 |
114.21 |
|
| S3 |
104.88 |
107.41 |
113.73 |
|
| S4 |
99.66 |
102.19 |
112.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118.00 |
112.78 |
5.22 |
4.5% |
3.50 |
3.0% |
46% |
False |
True |
9,490 |
| 10 |
127.84 |
112.78 |
15.06 |
13.1% |
3.54 |
3.1% |
16% |
False |
True |
9,549 |
| 20 |
134.05 |
112.78 |
21.27 |
18.5% |
3.81 |
3.3% |
11% |
False |
True |
7,754 |
| 40 |
148.35 |
112.78 |
35.57 |
30.9% |
3.55 |
3.1% |
7% |
False |
True |
5,832 |
| 60 |
148.35 |
112.78 |
35.57 |
30.9% |
3.31 |
2.9% |
7% |
False |
True |
4,774 |
| 80 |
148.35 |
108.57 |
39.78 |
34.5% |
2.90 |
2.5% |
17% |
False |
False |
3,923 |
| 100 |
148.35 |
97.38 |
50.97 |
44.3% |
2.61 |
2.3% |
35% |
False |
False |
3,239 |
| 120 |
148.35 |
96.69 |
51.66 |
44.9% |
2.25 |
2.0% |
36% |
False |
False |
2,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.43 |
|
2.618 |
122.87 |
|
1.618 |
120.08 |
|
1.000 |
118.36 |
|
0.618 |
117.29 |
|
HIGH |
115.57 |
|
0.618 |
114.50 |
|
0.500 |
114.18 |
|
0.382 |
113.85 |
|
LOW |
112.78 |
|
0.618 |
111.06 |
|
1.000 |
109.99 |
|
1.618 |
108.27 |
|
2.618 |
105.48 |
|
4.250 |
100.92 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.84 |
115.39 |
| PP |
114.51 |
115.32 |
| S1 |
114.18 |
115.24 |
|