NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.55 |
116.15 |
-0.40 |
-0.3% |
127.25 |
| High |
117.80 |
116.85 |
-0.95 |
-0.8% |
127.89 |
| Low |
114.36 |
114.27 |
-0.09 |
-0.1% |
116.13 |
| Close |
115.73 |
114.21 |
-1.52 |
-1.3% |
116.42 |
| Range |
3.44 |
2.58 |
-0.86 |
-25.0% |
11.76 |
| ATR |
3.30 |
3.25 |
-0.05 |
-1.6% |
0.00 |
| Volume |
3,855 |
2,504 |
-1,351 |
-35.0% |
20,402 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.85 |
121.11 |
115.63 |
|
| R3 |
120.27 |
118.53 |
114.92 |
|
| R2 |
117.69 |
117.69 |
114.68 |
|
| R1 |
115.95 |
115.95 |
114.45 |
115.53 |
| PP |
115.11 |
115.11 |
115.11 |
114.90 |
| S1 |
113.37 |
113.37 |
113.97 |
112.95 |
| S2 |
112.53 |
112.53 |
113.74 |
|
| S3 |
109.95 |
110.79 |
113.50 |
|
| S4 |
107.37 |
108.21 |
112.79 |
|
|
| 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 |
120.80 |
114.27 |
6.53 |
5.7% |
2.74 |
2.4% |
-1% |
False |
True |
4,102 |
| 10 |
129.51 |
114.27 |
15.24 |
13.3% |
3.56 |
3.1% |
0% |
False |
True |
3,476 |
| 20 |
138.64 |
114.27 |
24.37 |
21.3% |
2.91 |
2.6% |
0% |
False |
True |
2,893 |
| 40 |
148.17 |
114.27 |
33.90 |
29.7% |
2.29 |
2.0% |
0% |
False |
True |
2,033 |
| 60 |
148.17 |
114.27 |
33.90 |
29.7% |
1.90 |
1.7% |
0% |
False |
True |
1,669 |
| 80 |
148.17 |
108.15 |
40.02 |
35.0% |
1.58 |
1.4% |
15% |
False |
False |
1,386 |
| 100 |
148.17 |
95.99 |
52.18 |
45.7% |
1.27 |
1.1% |
35% |
False |
False |
1,170 |
| 120 |
148.17 |
95.99 |
52.18 |
45.7% |
1.08 |
0.9% |
35% |
False |
False |
1,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.82 |
|
2.618 |
123.60 |
|
1.618 |
121.02 |
|
1.000 |
119.43 |
|
0.618 |
118.44 |
|
HIGH |
116.85 |
|
0.618 |
115.86 |
|
0.500 |
115.56 |
|
0.382 |
115.26 |
|
LOW |
114.27 |
|
0.618 |
112.68 |
|
1.000 |
111.69 |
|
1.618 |
110.10 |
|
2.618 |
107.52 |
|
4.250 |
103.31 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.56 |
116.94 |
| PP |
115.11 |
116.03 |
| S1 |
114.66 |
115.12 |
|