NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.20 |
120.80 |
1.60 |
1.3% |
116.06 |
| High |
120.60 |
121.38 |
0.78 |
0.6% |
123.30 |
| Low |
118.49 |
116.68 |
-1.81 |
-1.5% |
113.90 |
| Close |
119.52 |
117.38 |
-2.14 |
-1.8% |
116.83 |
| Range |
2.11 |
4.70 |
2.59 |
122.7% |
9.40 |
| ATR |
3.17 |
3.28 |
0.11 |
3.4% |
0.00 |
| Volume |
2,787 |
4,449 |
1,662 |
59.6% |
9,817 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.58 |
129.68 |
119.97 |
|
| R3 |
127.88 |
124.98 |
118.67 |
|
| R2 |
123.18 |
123.18 |
118.24 |
|
| R1 |
120.28 |
120.28 |
117.81 |
119.38 |
| PP |
118.48 |
118.48 |
118.48 |
118.03 |
| S1 |
115.58 |
115.58 |
116.95 |
114.68 |
| S2 |
113.78 |
113.78 |
116.52 |
|
| S3 |
109.08 |
110.88 |
116.09 |
|
| S4 |
104.38 |
106.18 |
114.80 |
|
|
| 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 |
121.90 |
115.28 |
6.62 |
5.6% |
3.21 |
2.7% |
32% |
False |
False |
2,671 |
| 10 |
123.30 |
113.01 |
10.29 |
8.8% |
2.93 |
2.5% |
42% |
False |
False |
2,398 |
| 20 |
127.94 |
113.01 |
14.93 |
12.7% |
2.60 |
2.2% |
29% |
False |
False |
2,272 |
| 40 |
148.35 |
113.01 |
35.34 |
30.1% |
2.48 |
2.1% |
12% |
False |
False |
2,085 |
| 60 |
148.35 |
113.01 |
35.34 |
30.1% |
1.76 |
1.5% |
12% |
False |
False |
1,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.36 |
|
2.618 |
133.68 |
|
1.618 |
128.98 |
|
1.000 |
126.08 |
|
0.618 |
124.28 |
|
HIGH |
121.38 |
|
0.618 |
119.58 |
|
0.500 |
119.03 |
|
0.382 |
118.48 |
|
LOW |
116.68 |
|
0.618 |
113.78 |
|
1.000 |
111.98 |
|
1.618 |
109.08 |
|
2.618 |
104.38 |
|
4.250 |
96.71 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.03 |
118.33 |
| PP |
118.48 |
118.01 |
| S1 |
117.93 |
117.70 |
|