NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
121.55 |
114.69 |
-6.86 |
-5.6% |
114.01 |
| High |
121.86 |
116.06 |
-5.80 |
-4.8% |
122.04 |
| Low |
114.18 |
113.68 |
-0.50 |
-0.4% |
111.66 |
| Close |
114.59 |
115.11 |
0.52 |
0.5% |
114.59 |
| Range |
7.68 |
2.38 |
-5.30 |
-69.0% |
10.38 |
| ATR |
4.89 |
4.71 |
-0.18 |
-3.7% |
0.00 |
| Volume |
308,114 |
276,216 |
-31,898 |
-10.4% |
1,116,351 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.09 |
120.98 |
116.42 |
|
| R3 |
119.71 |
118.60 |
115.76 |
|
| R2 |
117.33 |
117.33 |
115.55 |
|
| R1 |
116.22 |
116.22 |
115.33 |
116.78 |
| PP |
114.95 |
114.95 |
114.95 |
115.23 |
| S1 |
113.84 |
113.84 |
114.89 |
114.40 |
| S2 |
112.57 |
112.57 |
114.67 |
|
| S3 |
110.19 |
111.46 |
114.46 |
|
| S4 |
107.81 |
109.08 |
113.80 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.24 |
141.29 |
120.30 |
|
| R3 |
136.86 |
130.91 |
117.44 |
|
| R2 |
126.48 |
126.48 |
116.49 |
|
| R1 |
120.53 |
120.53 |
115.54 |
123.51 |
| PP |
116.10 |
116.10 |
116.10 |
117.58 |
| S1 |
110.15 |
110.15 |
113.64 |
113.13 |
| S2 |
105.72 |
105.72 |
112.69 |
|
| S3 |
95.34 |
99.77 |
111.74 |
|
| S4 |
84.96 |
89.39 |
108.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.04 |
111.66 |
10.38 |
9.0% |
5.23 |
4.5% |
33% |
False |
False |
251,021 |
| 10 |
122.04 |
111.50 |
10.54 |
9.2% |
4.60 |
4.0% |
34% |
False |
False |
194,240 |
| 20 |
128.95 |
111.50 |
17.45 |
15.2% |
4.77 |
4.1% |
21% |
False |
False |
147,861 |
| 40 |
148.13 |
111.50 |
36.63 |
31.8% |
4.74 |
4.1% |
10% |
False |
False |
93,598 |
| 60 |
148.13 |
111.50 |
36.63 |
31.8% |
4.85 |
4.2% |
10% |
False |
False |
71,162 |
| 80 |
148.13 |
111.50 |
36.63 |
31.8% |
4.54 |
3.9% |
10% |
False |
False |
57,339 |
| 100 |
148.13 |
104.51 |
43.62 |
37.9% |
4.12 |
3.6% |
24% |
False |
False |
46,970 |
| 120 |
148.13 |
96.67 |
51.46 |
44.7% |
3.82 |
3.3% |
36% |
False |
False |
39,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.18 |
|
2.618 |
122.29 |
|
1.618 |
119.91 |
|
1.000 |
118.44 |
|
0.618 |
117.53 |
|
HIGH |
116.06 |
|
0.618 |
115.15 |
|
0.500 |
114.87 |
|
0.382 |
114.59 |
|
LOW |
113.68 |
|
0.618 |
112.21 |
|
1.000 |
111.30 |
|
1.618 |
109.83 |
|
2.618 |
107.45 |
|
4.250 |
103.57 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.03 |
117.86 |
| PP |
114.95 |
116.94 |
| S1 |
114.87 |
116.03 |
|