NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.51 |
116.55 |
-2.96 |
-2.5% |
127.25 |
| High |
119.60 |
117.80 |
-1.80 |
-1.5% |
127.89 |
| Low |
116.13 |
114.36 |
-1.77 |
-1.5% |
116.13 |
| Close |
116.42 |
115.73 |
-0.69 |
-0.6% |
116.42 |
| Range |
3.47 |
3.44 |
-0.03 |
-0.9% |
11.76 |
| ATR |
3.29 |
3.30 |
0.01 |
0.3% |
0.00 |
| Volume |
4,955 |
3,855 |
-1,100 |
-22.2% |
20,402 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.28 |
124.45 |
117.62 |
|
| R3 |
122.84 |
121.01 |
116.68 |
|
| R2 |
119.40 |
119.40 |
116.36 |
|
| R1 |
117.57 |
117.57 |
116.05 |
116.77 |
| PP |
115.96 |
115.96 |
115.96 |
115.56 |
| S1 |
114.13 |
114.13 |
115.41 |
113.33 |
| S2 |
112.52 |
112.52 |
115.10 |
|
| S3 |
109.08 |
110.69 |
114.78 |
|
| S4 |
105.64 |
107.25 |
113.84 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.43 |
147.68 |
122.89 |
|
| R3 |
143.67 |
135.92 |
119.65 |
|
| R2 |
131.91 |
131.91 |
118.58 |
|
| R1 |
124.16 |
124.16 |
117.50 |
122.16 |
| PP |
120.15 |
120.15 |
120.15 |
119.14 |
| S1 |
112.40 |
112.40 |
115.34 |
110.40 |
| S2 |
108.39 |
108.39 |
114.26 |
|
| S3 |
96.63 |
100.64 |
113.19 |
|
| S4 |
84.87 |
88.88 |
109.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.27 |
114.36 |
7.91 |
6.8% |
2.78 |
2.4% |
17% |
False |
True |
4,157 |
| 10 |
129.51 |
114.36 |
15.15 |
13.1% |
3.73 |
3.2% |
9% |
False |
True |
3,408 |
| 20 |
145.82 |
114.36 |
31.46 |
27.2% |
3.09 |
2.7% |
4% |
False |
True |
2,836 |
| 40 |
148.17 |
114.36 |
33.81 |
29.2% |
2.25 |
1.9% |
4% |
False |
True |
1,982 |
| 60 |
148.17 |
114.36 |
33.81 |
29.2% |
1.85 |
1.6% |
4% |
False |
True |
1,633 |
| 80 |
148.17 |
108.15 |
40.02 |
34.6% |
1.55 |
1.3% |
19% |
False |
False |
1,355 |
| 100 |
148.17 |
95.99 |
52.18 |
45.1% |
1.24 |
1.1% |
38% |
False |
False |
1,151 |
| 120 |
148.17 |
95.56 |
52.61 |
45.5% |
1.06 |
0.9% |
38% |
False |
False |
1,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.42 |
|
2.618 |
126.81 |
|
1.618 |
123.37 |
|
1.000 |
121.24 |
|
0.618 |
119.93 |
|
HIGH |
117.80 |
|
0.618 |
116.49 |
|
0.500 |
116.08 |
|
0.382 |
115.67 |
|
LOW |
114.36 |
|
0.618 |
112.23 |
|
1.000 |
110.92 |
|
1.618 |
108.79 |
|
2.618 |
105.35 |
|
4.250 |
99.74 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.08 |
117.58 |
| PP |
115.96 |
116.96 |
| S1 |
115.85 |
116.35 |
|