NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.15 |
114.45 |
-1.70 |
-1.5% |
127.25 |
| High |
116.85 |
117.65 |
0.80 |
0.7% |
127.89 |
| Low |
114.27 |
114.15 |
-0.12 |
-0.1% |
116.13 |
| Close |
114.21 |
116.89 |
2.68 |
2.3% |
116.42 |
| Range |
2.58 |
3.50 |
0.92 |
35.7% |
11.76 |
| ATR |
3.25 |
3.26 |
0.02 |
0.6% |
0.00 |
| Volume |
2,504 |
4,119 |
1,615 |
64.5% |
20,402 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.73 |
125.31 |
118.82 |
|
| R3 |
123.23 |
121.81 |
117.85 |
|
| R2 |
119.73 |
119.73 |
117.53 |
|
| R1 |
118.31 |
118.31 |
117.21 |
119.02 |
| PP |
116.23 |
116.23 |
116.23 |
116.59 |
| S1 |
114.81 |
114.81 |
116.57 |
115.52 |
| S2 |
112.73 |
112.73 |
116.25 |
|
| S3 |
109.23 |
111.31 |
115.93 |
|
| S4 |
105.73 |
107.81 |
114.97 |
|
|
| 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 |
114.15 |
6.65 |
5.7% |
3.07 |
2.6% |
41% |
False |
True |
3,776 |
| 10 |
129.51 |
114.15 |
15.36 |
13.1% |
3.38 |
2.9% |
18% |
False |
True |
3,716 |
| 20 |
138.64 |
114.15 |
24.49 |
21.0% |
3.07 |
2.6% |
11% |
False |
True |
2,966 |
| 40 |
148.17 |
114.15 |
34.02 |
29.1% |
2.32 |
2.0% |
8% |
False |
True |
2,120 |
| 60 |
148.17 |
114.15 |
34.02 |
29.1% |
1.89 |
1.6% |
8% |
False |
True |
1,732 |
| 80 |
148.17 |
108.15 |
40.02 |
34.2% |
1.62 |
1.4% |
22% |
False |
False |
1,437 |
| 100 |
148.17 |
95.99 |
52.18 |
44.6% |
1.30 |
1.1% |
40% |
False |
False |
1,211 |
| 120 |
148.17 |
95.99 |
52.18 |
44.6% |
1.11 |
1.0% |
40% |
False |
False |
1,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.53 |
|
2.618 |
126.81 |
|
1.618 |
123.31 |
|
1.000 |
121.15 |
|
0.618 |
119.81 |
|
HIGH |
117.65 |
|
0.618 |
116.31 |
|
0.500 |
115.90 |
|
0.382 |
115.49 |
|
LOW |
114.15 |
|
0.618 |
111.99 |
|
1.000 |
110.65 |
|
1.618 |
108.49 |
|
2.618 |
104.99 |
|
4.250 |
99.28 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.56 |
116.59 |
| PP |
116.23 |
116.28 |
| S1 |
115.90 |
115.98 |
|