NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.46 |
116.26 |
1.80 |
1.6% |
116.55 |
| High |
116.50 |
117.80 |
1.30 |
1.1% |
117.80 |
| Low |
113.16 |
114.72 |
1.56 |
1.4% |
112.91 |
| Close |
115.78 |
117.19 |
1.41 |
1.2% |
115.40 |
| Range |
3.34 |
3.08 |
-0.26 |
-7.8% |
4.89 |
| ATR |
3.29 |
3.28 |
-0.02 |
-0.5% |
0.00 |
| Volume |
1,723 |
1,768 |
45 |
2.6% |
13,966 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.81 |
124.58 |
118.88 |
|
| R3 |
122.73 |
121.50 |
118.04 |
|
| R2 |
119.65 |
119.65 |
117.75 |
|
| R1 |
118.42 |
118.42 |
117.47 |
119.04 |
| PP |
116.57 |
116.57 |
116.57 |
116.88 |
| S1 |
115.34 |
115.34 |
116.91 |
115.96 |
| S2 |
113.49 |
113.49 |
116.63 |
|
| S3 |
110.41 |
112.26 |
116.34 |
|
| S4 |
107.33 |
109.18 |
115.50 |
|
|
| 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% |
3.19 |
2.7% |
88% |
True |
False |
1,734 |
| 10 |
120.80 |
112.91 |
7.89 |
6.7% |
3.13 |
2.7% |
54% |
False |
False |
2,755 |
| 20 |
129.51 |
112.91 |
16.60 |
14.2% |
3.10 |
2.6% |
26% |
False |
False |
2,894 |
| 40 |
148.17 |
112.91 |
35.26 |
30.1% |
2.57 |
2.2% |
12% |
False |
False |
2,287 |
| 60 |
148.17 |
112.91 |
35.26 |
30.1% |
2.01 |
1.7% |
12% |
False |
False |
1,797 |
| 80 |
148.17 |
108.15 |
40.02 |
34.1% |
1.81 |
1.5% |
23% |
False |
False |
1,523 |
| 100 |
148.17 |
98.25 |
49.92 |
42.6% |
1.46 |
1.2% |
38% |
False |
False |
1,290 |
| 120 |
148.17 |
95.99 |
52.18 |
44.5% |
1.23 |
1.0% |
41% |
False |
False |
1,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.89 |
|
2.618 |
125.86 |
|
1.618 |
122.78 |
|
1.000 |
120.88 |
|
0.618 |
119.70 |
|
HIGH |
117.80 |
|
0.618 |
116.62 |
|
0.500 |
116.26 |
|
0.382 |
115.90 |
|
LOW |
114.72 |
|
0.618 |
112.82 |
|
1.000 |
111.64 |
|
1.618 |
109.74 |
|
2.618 |
106.66 |
|
4.250 |
101.63 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.88 |
116.62 |
| PP |
116.57 |
116.05 |
| S1 |
116.26 |
115.48 |
|