NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.55 |
114.31 |
-1.24 |
-1.1% |
117.25 |
| High |
116.61 |
117.64 |
1.03 |
0.9% |
118.00 |
| Low |
113.49 |
112.92 |
-0.57 |
-0.5% |
112.78 |
| Close |
114.00 |
115.58 |
1.58 |
1.4% |
115.17 |
| Range |
3.12 |
4.72 |
1.60 |
51.3% |
5.22 |
| ATR |
3.80 |
3.87 |
0.07 |
1.7% |
0.00 |
| Volume |
5,536 |
4,977 |
-559 |
-10.1% |
47,450 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.54 |
127.28 |
118.18 |
|
| R3 |
124.82 |
122.56 |
116.88 |
|
| R2 |
120.10 |
120.10 |
116.45 |
|
| R1 |
117.84 |
117.84 |
116.01 |
118.97 |
| PP |
115.38 |
115.38 |
115.38 |
115.95 |
| S1 |
113.12 |
113.12 |
115.15 |
114.25 |
| S2 |
110.66 |
110.66 |
114.71 |
|
| S3 |
105.94 |
108.40 |
114.28 |
|
| S4 |
101.22 |
103.68 |
112.98 |
|
|
| 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% |
3.68 |
3.2% |
54% |
False |
False |
6,336 |
| 10 |
120.76 |
112.78 |
7.98 |
6.9% |
3.44 |
3.0% |
35% |
False |
False |
9,326 |
| 20 |
130.29 |
112.78 |
17.51 |
15.1% |
3.78 |
3.3% |
16% |
False |
False |
7,850 |
| 40 |
148.35 |
112.78 |
35.57 |
30.8% |
3.70 |
3.2% |
8% |
False |
False |
6,018 |
| 60 |
148.35 |
112.78 |
35.57 |
30.8% |
3.38 |
2.9% |
8% |
False |
False |
4,804 |
| 80 |
148.35 |
108.57 |
39.78 |
34.4% |
2.98 |
2.6% |
18% |
False |
False |
4,038 |
| 100 |
148.35 |
97.38 |
50.97 |
44.1% |
2.66 |
2.3% |
36% |
False |
False |
3,338 |
| 120 |
148.35 |
96.69 |
51.66 |
44.7% |
2.31 |
2.0% |
37% |
False |
False |
2,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.70 |
|
2.618 |
130.00 |
|
1.618 |
125.28 |
|
1.000 |
122.36 |
|
0.618 |
120.56 |
|
HIGH |
117.64 |
|
0.618 |
115.84 |
|
0.500 |
115.28 |
|
0.382 |
114.72 |
|
LOW |
112.92 |
|
0.618 |
110.00 |
|
1.000 |
108.20 |
|
1.618 |
105.28 |
|
2.618 |
100.56 |
|
4.250 |
92.86 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.48 |
115.46 |
| PP |
115.38 |
115.33 |
| S1 |
115.28 |
115.21 |
|