NYMEX Light Sweet Crude Oil Future October 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 |
113.20 |
115.24 |
2.04 |
1.8% |
115.40 |
| High |
116.70 |
117.00 |
0.30 |
0.3% |
117.40 |
| Low |
111.66 |
112.60 |
0.94 |
0.8% |
111.50 |
| Close |
114.54 |
115.56 |
1.02 |
0.9% |
113.94 |
| Range |
5.04 |
4.40 |
-0.64 |
-12.7% |
5.90 |
| ATR |
4.54 |
4.53 |
-0.01 |
-0.2% |
0.00 |
| Volume |
155,055 |
240,865 |
85,810 |
55.3% |
686,082 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.25 |
126.31 |
117.98 |
|
| R3 |
123.85 |
121.91 |
116.77 |
|
| R2 |
119.45 |
119.45 |
116.37 |
|
| R1 |
117.51 |
117.51 |
115.96 |
118.48 |
| PP |
115.05 |
115.05 |
115.05 |
115.54 |
| S1 |
113.11 |
113.11 |
115.16 |
114.08 |
| S2 |
110.65 |
110.65 |
114.75 |
|
| S3 |
106.25 |
108.71 |
114.35 |
|
| S4 |
101.85 |
104.31 |
113.14 |
|
|
| 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 |
5.1% |
4.26 |
3.7% |
69% |
False |
False |
163,595 |
| 10 |
121.38 |
111.50 |
9.88 |
8.5% |
4.22 |
3.7% |
41% |
False |
False |
150,498 |
| 20 |
128.95 |
111.50 |
17.45 |
15.1% |
4.40 |
3.8% |
23% |
False |
False |
113,997 |
| 40 |
148.13 |
111.50 |
36.63 |
31.7% |
4.70 |
4.1% |
11% |
False |
False |
74,337 |
| 60 |
148.13 |
111.50 |
36.63 |
31.7% |
4.79 |
4.1% |
11% |
False |
False |
58,130 |
| 80 |
148.13 |
108.00 |
40.13 |
34.7% |
4.50 |
3.9% |
19% |
False |
False |
46,923 |
| 100 |
148.13 |
97.64 |
50.49 |
43.7% |
4.03 |
3.5% |
35% |
False |
False |
38,571 |
| 120 |
148.13 |
96.67 |
51.46 |
44.5% |
3.74 |
3.2% |
37% |
False |
False |
32,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.70 |
|
2.618 |
128.52 |
|
1.618 |
124.12 |
|
1.000 |
121.40 |
|
0.618 |
119.72 |
|
HIGH |
117.00 |
|
0.618 |
115.32 |
|
0.500 |
114.80 |
|
0.382 |
114.28 |
|
LOW |
112.60 |
|
0.618 |
109.88 |
|
1.000 |
108.20 |
|
1.618 |
105.48 |
|
2.618 |
101.08 |
|
4.250 |
93.90 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.31 |
115.15 |
| PP |
115.05 |
114.74 |
| S1 |
114.80 |
114.33 |
|