NYMEX Light Sweet Crude Oil Future September 2008
| 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 |
113.11 |
115.11 |
2.00 |
1.8% |
115.20 |
| High |
116.65 |
117.03 |
0.38 |
0.3% |
117.46 |
| Low |
111.64 |
112.61 |
0.97 |
0.9% |
111.34 |
| Close |
114.53 |
114.98 |
0.45 |
0.4% |
113.77 |
| Range |
5.01 |
4.42 |
-0.59 |
-11.8% |
6.12 |
| ATR |
4.67 |
4.65 |
-0.02 |
-0.4% |
0.00 |
| Volume |
178,631 |
149,293 |
-29,338 |
-16.4% |
1,487,619 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.13 |
125.98 |
117.41 |
|
| R3 |
123.71 |
121.56 |
116.20 |
|
| R2 |
119.29 |
119.29 |
115.79 |
|
| R1 |
117.14 |
117.14 |
115.39 |
116.01 |
| PP |
114.87 |
114.87 |
114.87 |
114.31 |
| S1 |
112.72 |
112.72 |
114.57 |
111.59 |
| S2 |
110.45 |
110.45 |
114.17 |
|
| S3 |
106.03 |
108.30 |
113.76 |
|
| S4 |
101.61 |
103.88 |
112.55 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.55 |
129.28 |
117.14 |
|
| R3 |
126.43 |
123.16 |
115.45 |
|
| R2 |
120.31 |
120.31 |
114.89 |
|
| R1 |
117.04 |
117.04 |
114.33 |
115.62 |
| PP |
114.19 |
114.19 |
114.19 |
113.48 |
| S1 |
110.92 |
110.92 |
113.21 |
109.50 |
| S2 |
108.07 |
108.07 |
112.65 |
|
| S3 |
101.95 |
104.80 |
112.09 |
|
| S4 |
95.83 |
98.68 |
110.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.42 |
111.34 |
6.08 |
5.3% |
4.29 |
3.7% |
60% |
False |
False |
239,178 |
| 10 |
121.78 |
111.34 |
10.44 |
9.1% |
4.32 |
3.8% |
35% |
False |
False |
270,454 |
| 20 |
128.60 |
111.34 |
17.26 |
15.0% |
4.50 |
3.9% |
21% |
False |
False |
271,094 |
| 40 |
147.90 |
111.34 |
36.56 |
31.8% |
4.91 |
4.3% |
10% |
False |
False |
198,030 |
| 60 |
147.90 |
111.34 |
36.56 |
31.8% |
5.00 |
4.4% |
10% |
False |
False |
151,425 |
| 80 |
147.90 |
108.40 |
39.50 |
34.4% |
4.64 |
4.0% |
17% |
False |
False |
121,206 |
| 100 |
147.90 |
98.00 |
49.90 |
43.4% |
4.24 |
3.7% |
34% |
False |
False |
99,008 |
| 120 |
147.90 |
96.72 |
51.18 |
44.5% |
4.05 |
3.5% |
36% |
False |
False |
83,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.82 |
|
2.618 |
128.60 |
|
1.618 |
124.18 |
|
1.000 |
121.45 |
|
0.618 |
119.76 |
|
HIGH |
117.03 |
|
0.618 |
115.34 |
|
0.500 |
114.82 |
|
0.382 |
114.30 |
|
LOW |
112.61 |
|
0.618 |
109.88 |
|
1.000 |
108.19 |
|
1.618 |
105.46 |
|
2.618 |
101.04 |
|
4.250 |
93.83 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.93 |
114.77 |
| PP |
114.87 |
114.55 |
| S1 |
114.82 |
114.34 |
|