NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.10 |
117.80 |
1.70 |
1.5% |
117.25 |
| High |
117.96 |
123.16 |
5.20 |
4.4% |
118.00 |
| Low |
113.88 |
117.37 |
3.49 |
3.1% |
112.78 |
| Close |
116.90 |
122.75 |
5.85 |
5.0% |
115.17 |
| Range |
4.08 |
5.79 |
1.71 |
41.9% |
5.22 |
| ATR |
3.88 |
4.05 |
0.17 |
4.4% |
0.00 |
| Volume |
5,522 |
6,289 |
767 |
13.9% |
47,450 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.46 |
136.40 |
125.93 |
|
| R3 |
132.67 |
130.61 |
124.34 |
|
| R2 |
126.88 |
126.88 |
123.81 |
|
| R1 |
124.82 |
124.82 |
123.28 |
125.85 |
| PP |
121.09 |
121.09 |
121.09 |
121.61 |
| S1 |
119.03 |
119.03 |
122.22 |
120.06 |
| S2 |
115.30 |
115.30 |
121.69 |
|
| S3 |
109.51 |
113.24 |
121.16 |
|
| S4 |
103.72 |
107.45 |
119.57 |
|
|
| 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 |
123.16 |
112.78 |
10.38 |
8.5% |
4.10 |
3.3% |
96% |
True |
False |
5,556 |
| 10 |
123.16 |
112.78 |
10.38 |
8.5% |
3.91 |
3.2% |
96% |
True |
False |
8,084 |
| 20 |
129.52 |
112.78 |
16.74 |
13.6% |
3.96 |
3.2% |
60% |
False |
False |
7,906 |
| 40 |
148.35 |
112.78 |
35.57 |
29.0% |
3.79 |
3.1% |
28% |
False |
False |
6,180 |
| 60 |
148.35 |
112.78 |
35.57 |
29.0% |
3.53 |
2.9% |
28% |
False |
False |
4,918 |
| 80 |
148.35 |
108.57 |
39.78 |
32.4% |
3.08 |
2.5% |
36% |
False |
False |
4,179 |
| 100 |
148.35 |
99.24 |
49.11 |
40.0% |
2.70 |
2.2% |
48% |
False |
False |
3,453 |
| 120 |
148.35 |
96.69 |
51.66 |
42.1% |
2.39 |
1.9% |
50% |
False |
False |
2,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.77 |
|
2.618 |
138.32 |
|
1.618 |
132.53 |
|
1.000 |
128.95 |
|
0.618 |
126.74 |
|
HIGH |
123.16 |
|
0.618 |
120.95 |
|
0.500 |
120.27 |
|
0.382 |
119.58 |
|
LOW |
117.37 |
|
0.618 |
113.79 |
|
1.000 |
111.58 |
|
1.618 |
108.00 |
|
2.618 |
102.21 |
|
4.250 |
92.76 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.92 |
121.18 |
| PP |
121.09 |
119.61 |
| S1 |
120.27 |
118.04 |
|