NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.70 |
117.09 |
1.39 |
1.2% |
115.55 |
| High |
117.31 |
118.95 |
1.64 |
1.4% |
123.22 |
| Low |
115.30 |
114.25 |
-1.05 |
-0.9% |
112.92 |
| Close |
116.81 |
117.52 |
0.71 |
0.6% |
116.16 |
| Range |
2.01 |
4.70 |
2.69 |
133.8% |
10.30 |
| ATR |
4.12 |
4.16 |
0.04 |
1.0% |
0.00 |
| Volume |
8,400 |
2,258 |
-6,142 |
-73.1% |
29,811 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.01 |
128.96 |
120.11 |
|
| R3 |
126.31 |
124.26 |
118.81 |
|
| R2 |
121.61 |
121.61 |
118.38 |
|
| R1 |
119.56 |
119.56 |
117.95 |
120.59 |
| PP |
116.91 |
116.91 |
116.91 |
117.42 |
| S1 |
114.86 |
114.86 |
117.09 |
115.89 |
| S2 |
112.21 |
112.21 |
116.66 |
|
| S3 |
107.51 |
110.16 |
116.23 |
|
| S4 |
102.81 |
105.46 |
114.94 |
|
|
| 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 |
113.88 |
9.34 |
7.9% |
4.76 |
4.1% |
39% |
False |
False |
5,991 |
| 10 |
123.22 |
112.78 |
10.44 |
8.9% |
4.22 |
3.6% |
45% |
False |
False |
6,163 |
| 20 |
129.52 |
112.78 |
16.74 |
14.2% |
4.15 |
3.5% |
28% |
False |
False |
7,764 |
| 40 |
148.35 |
112.78 |
35.57 |
30.3% |
3.96 |
3.4% |
13% |
False |
False |
6,447 |
| 60 |
148.35 |
112.78 |
35.57 |
30.3% |
3.62 |
3.1% |
13% |
False |
False |
5,106 |
| 80 |
148.35 |
112.78 |
35.57 |
30.3% |
3.24 |
2.8% |
13% |
False |
False |
4,387 |
| 100 |
148.35 |
101.30 |
47.05 |
40.0% |
2.81 |
2.4% |
34% |
False |
False |
3,614 |
| 120 |
148.35 |
96.69 |
51.66 |
44.0% |
2.50 |
2.1% |
40% |
False |
False |
3,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.93 |
|
2.618 |
131.25 |
|
1.618 |
126.55 |
|
1.000 |
123.65 |
|
0.618 |
121.85 |
|
HIGH |
118.95 |
|
0.618 |
117.15 |
|
0.500 |
116.60 |
|
0.382 |
116.05 |
|
LOW |
114.25 |
|
0.618 |
111.35 |
|
1.000 |
109.55 |
|
1.618 |
106.65 |
|
2.618 |
101.95 |
|
4.250 |
94.28 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.21 |
118.74 |
| PP |
116.91 |
118.33 |
| S1 |
116.60 |
117.93 |
|