NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.45 |
114.85 |
-1.60 |
-1.4% |
115.40 |
| High |
117.40 |
115.20 |
-2.20 |
-1.9% |
117.40 |
| Low |
112.70 |
111.50 |
-1.20 |
-1.1% |
111.50 |
| Close |
115.03 |
113.94 |
-1.09 |
-0.9% |
113.94 |
| Range |
4.70 |
3.70 |
-1.00 |
-21.3% |
5.90 |
| ATR |
4.65 |
4.58 |
-0.07 |
-1.5% |
0.00 |
| Volume |
157,976 |
126,625 |
-31,351 |
-19.8% |
686,082 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.65 |
122.99 |
115.98 |
|
| R3 |
120.95 |
119.29 |
114.96 |
|
| R2 |
117.25 |
117.25 |
114.62 |
|
| R1 |
115.59 |
115.59 |
114.28 |
114.57 |
| PP |
113.55 |
113.55 |
113.55 |
113.04 |
| S1 |
111.89 |
111.89 |
113.60 |
110.87 |
| S2 |
109.85 |
109.85 |
113.26 |
|
| S3 |
106.15 |
108.19 |
112.92 |
|
| S4 |
102.45 |
104.49 |
111.91 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.98 |
128.86 |
117.19 |
|
| R3 |
126.08 |
122.96 |
115.56 |
|
| R2 |
120.18 |
120.18 |
115.02 |
|
| R1 |
117.06 |
117.06 |
114.48 |
115.67 |
| PP |
114.28 |
114.28 |
114.28 |
113.59 |
| S1 |
111.16 |
111.16 |
113.40 |
109.77 |
| S2 |
108.38 |
108.38 |
112.86 |
|
| S3 |
102.48 |
105.26 |
112.32 |
|
| S4 |
96.58 |
99.36 |
110.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.40 |
111.50 |
5.90 |
5.2% |
4.12 |
3.6% |
41% |
False |
True |
137,216 |
| 10 |
126.68 |
111.50 |
15.18 |
13.3% |
4.25 |
3.7% |
16% |
False |
True |
129,611 |
| 20 |
133.35 |
111.50 |
21.85 |
19.2% |
4.47 |
3.9% |
11% |
False |
True |
93,620 |
| 40 |
148.13 |
111.50 |
36.63 |
32.1% |
4.67 |
4.1% |
7% |
False |
True |
62,525 |
| 60 |
148.13 |
111.50 |
36.63 |
32.1% |
4.78 |
4.2% |
7% |
False |
True |
50,682 |
| 80 |
148.13 |
108.00 |
40.13 |
35.2% |
4.43 |
3.9% |
15% |
False |
False |
40,504 |
| 100 |
148.13 |
97.48 |
50.65 |
44.5% |
3.99 |
3.5% |
32% |
False |
False |
33,330 |
| 120 |
148.13 |
96.67 |
51.46 |
45.2% |
3.67 |
3.2% |
34% |
False |
False |
28,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.93 |
|
2.618 |
124.89 |
|
1.618 |
121.19 |
|
1.000 |
118.90 |
|
0.618 |
117.49 |
|
HIGH |
115.20 |
|
0.618 |
113.79 |
|
0.500 |
113.35 |
|
0.382 |
112.91 |
|
LOW |
111.50 |
|
0.618 |
109.21 |
|
1.000 |
107.80 |
|
1.618 |
105.51 |
|
2.618 |
101.81 |
|
4.250 |
95.78 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.74 |
114.45 |
| PP |
113.55 |
114.28 |
| S1 |
113.35 |
114.11 |
|