NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.72 |
114.46 |
-1.26 |
-1.1% |
116.55 |
| High |
116.86 |
116.50 |
-0.36 |
-0.3% |
117.80 |
| Low |
113.66 |
113.16 |
-0.50 |
-0.4% |
112.91 |
| Close |
114.21 |
115.78 |
1.57 |
1.4% |
115.40 |
| Range |
3.20 |
3.34 |
0.14 |
4.4% |
4.89 |
| ATR |
3.29 |
3.29 |
0.00 |
0.1% |
0.00 |
| Volume |
1,691 |
1,723 |
32 |
1.9% |
13,966 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.17 |
123.81 |
117.62 |
|
| R3 |
121.83 |
120.47 |
116.70 |
|
| R2 |
118.49 |
118.49 |
116.39 |
|
| R1 |
117.13 |
117.13 |
116.09 |
117.81 |
| PP |
115.15 |
115.15 |
115.15 |
115.49 |
| S1 |
113.79 |
113.79 |
115.47 |
114.47 |
| S2 |
111.81 |
111.81 |
115.17 |
|
| S3 |
108.47 |
110.45 |
114.86 |
|
| S4 |
105.13 |
107.11 |
113.94 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.04 |
127.61 |
118.09 |
|
| R3 |
125.15 |
122.72 |
116.74 |
|
| R2 |
120.26 |
120.26 |
116.30 |
|
| R1 |
117.83 |
117.83 |
115.85 |
116.60 |
| PP |
115.37 |
115.37 |
115.37 |
114.76 |
| S1 |
112.94 |
112.94 |
114.95 |
111.71 |
| S2 |
110.48 |
110.48 |
114.50 |
|
| S3 |
105.59 |
108.05 |
114.06 |
|
| S4 |
100.70 |
103.16 |
112.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.80 |
112.91 |
4.89 |
4.2% |
3.27 |
2.8% |
59% |
False |
False |
2,204 |
| 10 |
120.80 |
112.91 |
7.89 |
6.8% |
3.00 |
2.6% |
36% |
False |
False |
3,153 |
| 20 |
130.15 |
112.91 |
17.24 |
14.9% |
3.14 |
2.7% |
17% |
False |
False |
2,890 |
| 40 |
148.17 |
112.91 |
35.26 |
30.5% |
2.55 |
2.2% |
8% |
False |
False |
2,246 |
| 60 |
148.17 |
112.91 |
35.26 |
30.5% |
1.97 |
1.7% |
8% |
False |
False |
1,780 |
| 80 |
148.17 |
108.15 |
40.02 |
34.6% |
1.77 |
1.5% |
19% |
False |
False |
1,509 |
| 100 |
148.17 |
95.99 |
52.18 |
45.1% |
1.43 |
1.2% |
38% |
False |
False |
1,273 |
| 120 |
148.17 |
95.99 |
52.18 |
45.1% |
1.21 |
1.0% |
38% |
False |
False |
1,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.70 |
|
2.618 |
125.24 |
|
1.618 |
121.90 |
|
1.000 |
119.84 |
|
0.618 |
118.56 |
|
HIGH |
116.50 |
|
0.618 |
115.22 |
|
0.500 |
114.83 |
|
0.382 |
114.44 |
|
LOW |
113.16 |
|
0.618 |
111.10 |
|
1.000 |
109.82 |
|
1.618 |
107.76 |
|
2.618 |
104.42 |
|
4.250 |
98.97 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.46 |
115.48 |
| PP |
115.15 |
115.18 |
| S1 |
114.83 |
114.89 |
|