NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.70 |
113.09 |
-1.61 |
-1.4% |
125.97 |
| High |
116.05 |
117.37 |
1.32 |
1.1% |
126.68 |
| Low |
112.45 |
112.98 |
0.53 |
0.5% |
114.85 |
| Close |
113.13 |
115.99 |
2.86 |
2.5% |
115.40 |
| Range |
3.60 |
4.39 |
0.79 |
21.9% |
11.83 |
| ATR |
4.66 |
4.64 |
-0.02 |
-0.4% |
0.00 |
| Volume |
126,754 |
138,484 |
11,730 |
9.3% |
610,035 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.62 |
126.69 |
118.40 |
|
| R3 |
124.23 |
122.30 |
117.20 |
|
| R2 |
119.84 |
119.84 |
116.79 |
|
| R1 |
117.91 |
117.91 |
116.39 |
118.88 |
| PP |
115.45 |
115.45 |
115.45 |
115.93 |
| S1 |
113.52 |
113.52 |
115.59 |
114.49 |
| S2 |
111.06 |
111.06 |
115.19 |
|
| S3 |
106.67 |
109.13 |
114.78 |
|
| S4 |
102.28 |
104.74 |
113.58 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.47 |
146.76 |
121.91 |
|
| R3 |
142.64 |
134.93 |
118.65 |
|
| R2 |
130.81 |
130.81 |
117.57 |
|
| R1 |
123.10 |
123.10 |
116.48 |
121.04 |
| PP |
118.98 |
118.98 |
118.98 |
117.95 |
| S1 |
111.27 |
111.27 |
114.32 |
109.21 |
| S2 |
107.15 |
107.15 |
113.23 |
|
| S3 |
95.32 |
99.44 |
112.15 |
|
| S4 |
83.49 |
87.61 |
108.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.38 |
112.45 |
8.93 |
7.7% |
4.18 |
3.6% |
40% |
False |
False |
137,401 |
| 10 |
128.95 |
112.45 |
16.50 |
14.2% |
4.56 |
3.9% |
21% |
False |
False |
118,358 |
| 20 |
137.83 |
112.45 |
25.38 |
21.9% |
4.62 |
4.0% |
14% |
False |
False |
84,216 |
| 40 |
148.13 |
112.45 |
35.68 |
30.8% |
4.74 |
4.1% |
10% |
False |
False |
56,746 |
| 60 |
148.13 |
112.45 |
35.68 |
30.8% |
4.82 |
4.2% |
10% |
False |
False |
46,815 |
| 80 |
148.13 |
108.00 |
40.13 |
34.6% |
4.39 |
3.8% |
20% |
False |
False |
37,071 |
| 100 |
148.13 |
97.48 |
50.65 |
43.7% |
3.95 |
3.4% |
37% |
False |
False |
30,579 |
| 120 |
148.13 |
96.67 |
51.46 |
44.4% |
3.61 |
3.1% |
38% |
False |
False |
25,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.03 |
|
2.618 |
128.86 |
|
1.618 |
124.47 |
|
1.000 |
121.76 |
|
0.618 |
120.08 |
|
HIGH |
117.37 |
|
0.618 |
115.69 |
|
0.500 |
115.18 |
|
0.382 |
114.66 |
|
LOW |
112.98 |
|
0.618 |
110.27 |
|
1.000 |
108.59 |
|
1.618 |
105.88 |
|
2.618 |
101.49 |
|
4.250 |
94.32 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.72 |
115.63 |
| PP |
115.45 |
115.27 |
| S1 |
115.18 |
114.91 |
|