NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.57 |
115.55 |
-0.02 |
0.0% |
117.25 |
| High |
115.57 |
116.61 |
1.04 |
0.9% |
118.00 |
| Low |
112.78 |
113.49 |
0.71 |
0.6% |
112.78 |
| Close |
115.17 |
114.00 |
-1.17 |
-1.0% |
115.17 |
| Range |
2.79 |
3.12 |
0.33 |
11.8% |
5.22 |
| ATR |
3.85 |
3.80 |
-0.05 |
-1.4% |
0.00 |
| Volume |
5,456 |
5,536 |
80 |
1.5% |
47,450 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.06 |
122.15 |
115.72 |
|
| R3 |
120.94 |
119.03 |
114.86 |
|
| R2 |
117.82 |
117.82 |
114.57 |
|
| R1 |
115.91 |
115.91 |
114.29 |
115.31 |
| PP |
114.70 |
114.70 |
114.70 |
114.40 |
| S1 |
112.79 |
112.79 |
113.71 |
112.19 |
| S2 |
111.58 |
111.58 |
113.43 |
|
| S3 |
108.46 |
109.67 |
113.14 |
|
| S4 |
105.34 |
106.55 |
112.28 |
|
|
| 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 |
4.6% |
3.37 |
3.0% |
23% |
False |
False |
7,833 |
| 10 |
122.03 |
112.78 |
9.25 |
8.1% |
3.23 |
2.8% |
13% |
False |
False |
9,408 |
| 20 |
134.05 |
112.78 |
21.27 |
18.7% |
3.82 |
3.4% |
6% |
False |
False |
7,763 |
| 40 |
148.35 |
112.78 |
35.57 |
31.2% |
3.61 |
3.2% |
3% |
False |
False |
5,917 |
| 60 |
148.35 |
112.78 |
35.57 |
31.2% |
3.32 |
2.9% |
3% |
False |
False |
4,773 |
| 80 |
148.35 |
108.57 |
39.78 |
34.9% |
2.93 |
2.6% |
14% |
False |
False |
3,987 |
| 100 |
148.35 |
97.38 |
50.97 |
44.7% |
2.64 |
2.3% |
33% |
False |
False |
3,292 |
| 120 |
148.35 |
96.69 |
51.66 |
45.3% |
2.27 |
2.0% |
34% |
False |
False |
2,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.87 |
|
2.618 |
124.78 |
|
1.618 |
121.66 |
|
1.000 |
119.73 |
|
0.618 |
118.54 |
|
HIGH |
116.61 |
|
0.618 |
115.42 |
|
0.500 |
115.05 |
|
0.382 |
114.68 |
|
LOW |
113.49 |
|
0.618 |
111.56 |
|
1.000 |
110.37 |
|
1.618 |
108.44 |
|
2.618 |
105.32 |
|
4.250 |
100.23 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.05 |
115.38 |
| PP |
114.70 |
114.92 |
| S1 |
114.35 |
114.46 |
|