NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
123.00 |
116.29 |
-6.71 |
-5.5% |
115.72 |
| High |
123.65 |
117.45 |
-6.20 |
-5.0% |
123.65 |
| Low |
116.55 |
116.05 |
-0.50 |
-0.4% |
113.16 |
| Close |
116.55 |
117.22 |
0.67 |
0.6% |
116.55 |
| Range |
7.10 |
1.40 |
-5.70 |
-80.3% |
10.49 |
| ATR |
3.75 |
3.58 |
-0.17 |
-4.5% |
0.00 |
| Volume |
3,002 |
3,511 |
509 |
17.0% |
11,451 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.11 |
120.56 |
117.99 |
|
| R3 |
119.71 |
119.16 |
117.61 |
|
| R2 |
118.31 |
118.31 |
117.48 |
|
| R1 |
117.76 |
117.76 |
117.35 |
118.04 |
| PP |
116.91 |
116.91 |
116.91 |
117.04 |
| S1 |
116.36 |
116.36 |
117.09 |
116.64 |
| S2 |
115.51 |
115.51 |
116.96 |
|
| S3 |
114.11 |
114.96 |
116.84 |
|
| S4 |
112.71 |
113.56 |
116.45 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.26 |
143.39 |
122.32 |
|
| R3 |
138.77 |
132.90 |
119.43 |
|
| R2 |
128.28 |
128.28 |
118.47 |
|
| R1 |
122.41 |
122.41 |
117.51 |
125.35 |
| PP |
117.79 |
117.79 |
117.79 |
119.25 |
| S1 |
111.92 |
111.92 |
115.59 |
114.86 |
| S2 |
107.30 |
107.30 |
114.63 |
|
| S3 |
96.81 |
101.43 |
113.67 |
|
| S4 |
86.32 |
90.94 |
110.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.65 |
113.16 |
10.49 |
8.9% |
4.12 |
3.5% |
39% |
False |
False |
2,654 |
| 10 |
123.65 |
112.91 |
10.74 |
9.2% |
3.62 |
3.1% |
40% |
False |
False |
2,507 |
| 20 |
129.51 |
112.91 |
16.60 |
14.2% |
3.67 |
3.1% |
26% |
False |
False |
2,958 |
| 40 |
148.17 |
112.91 |
35.26 |
30.1% |
2.79 |
2.4% |
12% |
False |
False |
2,474 |
| 60 |
148.17 |
112.91 |
35.26 |
30.1% |
2.20 |
1.9% |
12% |
False |
False |
1,912 |
| 80 |
148.17 |
112.91 |
35.26 |
30.1% |
1.98 |
1.7% |
12% |
False |
False |
1,635 |
| 100 |
148.17 |
103.52 |
44.65 |
38.1% |
1.60 |
1.4% |
31% |
False |
False |
1,376 |
| 120 |
148.17 |
95.99 |
52.18 |
44.5% |
1.35 |
1.1% |
41% |
False |
False |
1,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.40 |
|
2.618 |
121.12 |
|
1.618 |
119.72 |
|
1.000 |
118.85 |
|
0.618 |
118.32 |
|
HIGH |
117.45 |
|
0.618 |
116.92 |
|
0.500 |
116.75 |
|
0.382 |
116.58 |
|
LOW |
116.05 |
|
0.618 |
115.18 |
|
1.000 |
114.65 |
|
1.618 |
113.78 |
|
2.618 |
112.38 |
|
4.250 |
110.10 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.06 |
119.85 |
| PP |
116.91 |
118.97 |
| S1 |
116.75 |
118.10 |
|