NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
122.78 |
115.70 |
-7.08 |
-5.8% |
115.55 |
| High |
123.22 |
117.31 |
-5.91 |
-4.8% |
123.22 |
| Low |
116.00 |
115.30 |
-0.70 |
-0.6% |
112.92 |
| Close |
116.16 |
116.81 |
0.65 |
0.6% |
116.16 |
| Range |
7.22 |
2.01 |
-5.21 |
-72.2% |
10.30 |
| ATR |
4.28 |
4.12 |
-0.16 |
-3.8% |
0.00 |
| Volume |
7,487 |
8,400 |
913 |
12.2% |
29,811 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.50 |
121.67 |
117.92 |
|
| R3 |
120.49 |
119.66 |
117.36 |
|
| R2 |
118.48 |
118.48 |
117.18 |
|
| R1 |
117.65 |
117.65 |
116.99 |
118.07 |
| PP |
116.47 |
116.47 |
116.47 |
116.68 |
| S1 |
115.64 |
115.64 |
116.63 |
116.06 |
| S2 |
114.46 |
114.46 |
116.44 |
|
| S3 |
112.45 |
113.63 |
116.26 |
|
| S4 |
110.44 |
111.62 |
115.70 |
|
|
| 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 |
8.8% |
4.76 |
4.1% |
38% |
False |
False |
6,535 |
| 10 |
123.22 |
112.78 |
10.44 |
8.9% |
4.07 |
3.5% |
39% |
False |
False |
7,184 |
| 20 |
129.52 |
112.78 |
16.74 |
14.3% |
4.15 |
3.6% |
24% |
False |
False |
7,885 |
| 40 |
148.35 |
112.78 |
35.57 |
30.5% |
3.90 |
3.3% |
11% |
False |
False |
6,454 |
| 60 |
148.35 |
112.78 |
35.57 |
30.5% |
3.59 |
3.1% |
11% |
False |
False |
5,106 |
| 80 |
148.35 |
112.78 |
35.57 |
30.5% |
3.20 |
2.7% |
11% |
False |
False |
4,368 |
| 100 |
148.35 |
101.30 |
47.05 |
40.3% |
2.77 |
2.4% |
33% |
False |
False |
3,596 |
| 120 |
148.35 |
96.69 |
51.66 |
44.2% |
2.46 |
2.1% |
39% |
False |
False |
3,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.85 |
|
2.618 |
122.57 |
|
1.618 |
120.56 |
|
1.000 |
119.32 |
|
0.618 |
118.55 |
|
HIGH |
117.31 |
|
0.618 |
116.54 |
|
0.500 |
116.31 |
|
0.382 |
116.07 |
|
LOW |
115.30 |
|
0.618 |
114.06 |
|
1.000 |
113.29 |
|
1.618 |
112.05 |
|
2.618 |
110.04 |
|
4.250 |
106.76 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.64 |
119.26 |
| PP |
116.47 |
118.44 |
| S1 |
116.31 |
117.63 |
|