NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.28 |
119.20 |
3.92 |
3.4% |
116.06 |
| High |
120.08 |
120.60 |
0.52 |
0.4% |
123.30 |
| Low |
115.28 |
118.49 |
3.21 |
2.8% |
113.90 |
| Close |
118.08 |
119.52 |
1.44 |
1.2% |
116.83 |
| Range |
4.80 |
2.11 |
-2.69 |
-56.0% |
9.40 |
| ATR |
3.22 |
3.17 |
-0.05 |
-1.6% |
0.00 |
| Volume |
1,187 |
2,787 |
1,600 |
134.8% |
9,817 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.87 |
124.80 |
120.68 |
|
| R3 |
123.76 |
122.69 |
120.10 |
|
| R2 |
121.65 |
121.65 |
119.91 |
|
| R1 |
120.58 |
120.58 |
119.71 |
121.12 |
| PP |
119.54 |
119.54 |
119.54 |
119.80 |
| S1 |
118.47 |
118.47 |
119.33 |
119.01 |
| S2 |
117.43 |
117.43 |
119.13 |
|
| S3 |
115.32 |
116.36 |
118.94 |
|
| S4 |
113.21 |
114.25 |
118.36 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.21 |
140.92 |
122.00 |
|
| R3 |
136.81 |
131.52 |
119.42 |
|
| R2 |
127.41 |
127.41 |
118.55 |
|
| R1 |
122.12 |
122.12 |
117.69 |
124.77 |
| PP |
118.01 |
118.01 |
118.01 |
119.33 |
| S1 |
112.72 |
112.72 |
115.97 |
115.37 |
| S2 |
108.61 |
108.61 |
115.11 |
|
| S3 |
99.21 |
103.32 |
114.25 |
|
| S4 |
89.81 |
93.92 |
111.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.30 |
115.28 |
8.02 |
6.7% |
2.71 |
2.3% |
53% |
False |
False |
2,308 |
| 10 |
123.30 |
113.01 |
10.29 |
8.6% |
2.69 |
2.2% |
63% |
False |
False |
2,086 |
| 20 |
128.00 |
113.01 |
14.99 |
12.5% |
2.50 |
2.1% |
43% |
False |
False |
2,155 |
| 40 |
148.35 |
113.01 |
35.34 |
29.6% |
2.37 |
2.0% |
18% |
False |
False |
1,993 |
| 60 |
148.35 |
113.01 |
35.34 |
29.6% |
1.70 |
1.4% |
18% |
False |
False |
1,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.57 |
|
2.618 |
126.12 |
|
1.618 |
124.01 |
|
1.000 |
122.71 |
|
0.618 |
121.90 |
|
HIGH |
120.60 |
|
0.618 |
119.79 |
|
0.500 |
119.55 |
|
0.382 |
119.30 |
|
LOW |
118.49 |
|
0.618 |
117.19 |
|
1.000 |
116.38 |
|
1.618 |
115.08 |
|
2.618 |
112.97 |
|
4.250 |
109.52 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.55 |
118.99 |
| PP |
119.54 |
118.47 |
| S1 |
119.53 |
117.94 |
|