NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.31 |
116.10 |
1.79 |
1.6% |
117.25 |
| High |
117.64 |
117.96 |
0.32 |
0.3% |
118.00 |
| Low |
112.92 |
113.88 |
0.96 |
0.9% |
112.78 |
| Close |
115.58 |
116.90 |
1.32 |
1.1% |
115.17 |
| Range |
4.72 |
4.08 |
-0.64 |
-13.6% |
5.22 |
| ATR |
3.87 |
3.88 |
0.02 |
0.4% |
0.00 |
| Volume |
4,977 |
5,522 |
545 |
11.0% |
47,450 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.49 |
126.77 |
119.14 |
|
| R3 |
124.41 |
122.69 |
118.02 |
|
| R2 |
120.33 |
120.33 |
117.65 |
|
| R1 |
118.61 |
118.61 |
117.27 |
119.47 |
| PP |
116.25 |
116.25 |
116.25 |
116.68 |
| S1 |
114.53 |
114.53 |
116.53 |
115.39 |
| S2 |
112.17 |
112.17 |
116.15 |
|
| S3 |
108.09 |
110.45 |
115.78 |
|
| S4 |
104.01 |
106.37 |
114.66 |
|
|
| 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 |
117.98 |
112.78 |
5.20 |
4.4% |
3.73 |
3.2% |
79% |
False |
False |
5,741 |
| 10 |
120.76 |
112.78 |
7.98 |
6.8% |
3.60 |
3.1% |
52% |
False |
False |
8,716 |
| 20 |
129.52 |
112.78 |
16.74 |
14.3% |
3.79 |
3.2% |
25% |
False |
False |
7,901 |
| 40 |
148.35 |
112.78 |
35.57 |
30.4% |
3.71 |
3.2% |
12% |
False |
False |
6,094 |
| 60 |
148.35 |
112.78 |
35.57 |
30.4% |
3.43 |
2.9% |
12% |
False |
False |
4,867 |
| 80 |
148.35 |
108.57 |
39.78 |
34.0% |
3.03 |
2.6% |
21% |
False |
False |
4,103 |
| 100 |
148.35 |
97.38 |
50.97 |
43.6% |
2.70 |
2.3% |
38% |
False |
False |
3,392 |
| 120 |
148.35 |
96.69 |
51.66 |
44.2% |
2.34 |
2.0% |
39% |
False |
False |
2,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.30 |
|
2.618 |
128.64 |
|
1.618 |
124.56 |
|
1.000 |
122.04 |
|
0.618 |
120.48 |
|
HIGH |
117.96 |
|
0.618 |
116.40 |
|
0.500 |
115.92 |
|
0.382 |
115.44 |
|
LOW |
113.88 |
|
0.618 |
111.36 |
|
1.000 |
109.80 |
|
1.618 |
107.28 |
|
2.618 |
103.20 |
|
4.250 |
96.54 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.57 |
116.41 |
| PP |
116.25 |
115.93 |
| S1 |
115.92 |
115.44 |
|