NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.01 |
113.20 |
-0.81 |
-0.7% |
115.40 |
| High |
115.49 |
116.70 |
1.21 |
1.0% |
117.40 |
| Low |
112.03 |
111.66 |
-0.37 |
-0.3% |
111.50 |
| Close |
112.89 |
114.54 |
1.65 |
1.5% |
113.94 |
| Range |
3.46 |
5.04 |
1.58 |
45.7% |
5.90 |
| ATR |
4.50 |
4.54 |
0.04 |
0.9% |
0.00 |
| Volume |
137,458 |
155,055 |
17,597 |
12.8% |
686,082 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.42 |
127.02 |
117.31 |
|
| R3 |
124.38 |
121.98 |
115.93 |
|
| R2 |
119.34 |
119.34 |
115.46 |
|
| R1 |
116.94 |
116.94 |
115.00 |
118.14 |
| PP |
114.30 |
114.30 |
114.30 |
114.90 |
| S1 |
111.90 |
111.90 |
114.08 |
113.10 |
| S2 |
109.26 |
109.26 |
113.62 |
|
| S3 |
104.22 |
106.86 |
113.15 |
|
| S4 |
99.18 |
101.82 |
111.77 |
|
|
| 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% |
4.26 |
3.7% |
52% |
False |
False |
143,119 |
| 10 |
121.38 |
111.50 |
9.88 |
8.6% |
4.10 |
3.6% |
31% |
False |
False |
140,990 |
| 20 |
129.21 |
111.50 |
17.71 |
15.5% |
4.40 |
3.8% |
17% |
False |
False |
104,394 |
| 40 |
148.13 |
111.50 |
36.63 |
32.0% |
4.72 |
4.1% |
8% |
False |
False |
68,812 |
| 60 |
148.13 |
111.50 |
36.63 |
32.0% |
4.79 |
4.2% |
8% |
False |
False |
54,417 |
| 80 |
148.13 |
108.00 |
40.13 |
35.0% |
4.48 |
3.9% |
16% |
False |
False |
43,971 |
| 100 |
148.13 |
97.48 |
50.65 |
44.2% |
4.00 |
3.5% |
34% |
False |
False |
36,198 |
| 120 |
148.13 |
96.67 |
51.46 |
44.9% |
3.72 |
3.2% |
35% |
False |
False |
30,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.12 |
|
2.618 |
129.89 |
|
1.618 |
124.85 |
|
1.000 |
121.74 |
|
0.618 |
119.81 |
|
HIGH |
116.70 |
|
0.618 |
114.77 |
|
0.500 |
114.18 |
|
0.382 |
113.59 |
|
LOW |
111.66 |
|
0.618 |
108.55 |
|
1.000 |
106.62 |
|
1.618 |
103.51 |
|
2.618 |
98.47 |
|
4.250 |
90.24 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.42 |
114.39 |
| PP |
114.30 |
114.25 |
| S1 |
114.18 |
114.10 |
|