NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.80 |
122.78 |
4.98 |
4.2% |
115.55 |
| High |
123.16 |
123.22 |
0.06 |
0.0% |
123.22 |
| Low |
117.37 |
116.00 |
-1.37 |
-1.2% |
112.92 |
| Close |
122.75 |
116.16 |
-6.59 |
-5.4% |
116.16 |
| Range |
5.79 |
7.22 |
1.43 |
24.7% |
10.30 |
| ATR |
4.05 |
4.28 |
0.23 |
5.6% |
0.00 |
| Volume |
6,289 |
7,487 |
1,198 |
19.0% |
29,811 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.12 |
135.36 |
120.13 |
|
| R3 |
132.90 |
128.14 |
118.15 |
|
| R2 |
125.68 |
125.68 |
117.48 |
|
| R1 |
120.92 |
120.92 |
116.82 |
119.69 |
| PP |
118.46 |
118.46 |
118.46 |
117.85 |
| S1 |
113.70 |
113.70 |
115.50 |
112.47 |
| S2 |
111.24 |
111.24 |
114.84 |
|
| S3 |
104.02 |
106.48 |
114.17 |
|
| S4 |
96.80 |
99.26 |
112.19 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.33 |
142.55 |
121.83 |
|
| R3 |
138.03 |
132.25 |
118.99 |
|
| R2 |
127.73 |
127.73 |
118.05 |
|
| R1 |
121.95 |
121.95 |
117.10 |
124.84 |
| PP |
117.43 |
117.43 |
117.43 |
118.88 |
| S1 |
111.65 |
111.65 |
115.22 |
114.54 |
| S2 |
107.13 |
107.13 |
114.27 |
|
| S3 |
96.83 |
101.35 |
113.33 |
|
| S4 |
86.53 |
91.05 |
110.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.22 |
112.92 |
10.30 |
8.9% |
4.99 |
4.3% |
31% |
True |
False |
5,962 |
| 10 |
123.22 |
112.78 |
10.44 |
9.0% |
4.25 |
3.7% |
32% |
True |
False |
7,726 |
| 20 |
129.52 |
112.78 |
16.74 |
14.4% |
4.15 |
3.6% |
20% |
False |
False |
7,722 |
| 40 |
148.35 |
112.78 |
35.57 |
30.6% |
3.91 |
3.4% |
10% |
False |
False |
6,310 |
| 60 |
148.35 |
112.78 |
35.57 |
30.6% |
3.60 |
3.1% |
10% |
False |
False |
5,003 |
| 80 |
148.35 |
112.00 |
36.35 |
31.3% |
3.17 |
2.7% |
11% |
False |
False |
4,265 |
| 100 |
148.35 |
100.96 |
47.39 |
40.8% |
2.76 |
2.4% |
32% |
False |
False |
3,520 |
| 120 |
148.35 |
96.69 |
51.66 |
44.5% |
2.45 |
2.1% |
38% |
False |
False |
3,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.91 |
|
2.618 |
142.12 |
|
1.618 |
134.90 |
|
1.000 |
130.44 |
|
0.618 |
127.68 |
|
HIGH |
123.22 |
|
0.618 |
120.46 |
|
0.500 |
119.61 |
|
0.382 |
118.76 |
|
LOW |
116.00 |
|
0.618 |
111.54 |
|
1.000 |
108.78 |
|
1.618 |
104.32 |
|
2.618 |
97.10 |
|
4.250 |
85.32 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.61 |
118.55 |
| PP |
118.46 |
117.75 |
| S1 |
117.31 |
116.96 |
|