NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.50 |
116.04 |
0.54 |
0.5% |
114.01 |
| High |
117.89 |
119.63 |
1.74 |
1.5% |
122.04 |
| Low |
112.36 |
115.64 |
3.28 |
2.9% |
111.66 |
| Close |
116.27 |
118.15 |
1.88 |
1.6% |
114.59 |
| Range |
5.53 |
3.99 |
-1.54 |
-27.8% |
10.38 |
| ATR |
4.77 |
4.72 |
-0.06 |
-1.2% |
0.00 |
| Volume |
174,446 |
311,866 |
137,420 |
78.8% |
1,116,351 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.78 |
127.95 |
120.34 |
|
| R3 |
125.79 |
123.96 |
119.25 |
|
| R2 |
121.80 |
121.80 |
118.88 |
|
| R1 |
119.97 |
119.97 |
118.52 |
120.89 |
| PP |
117.81 |
117.81 |
117.81 |
118.26 |
| S1 |
115.98 |
115.98 |
117.78 |
116.90 |
| S2 |
113.82 |
113.82 |
117.42 |
|
| S3 |
109.83 |
111.99 |
117.05 |
|
| S4 |
105.84 |
108.00 |
115.96 |
|
|
| 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 |
112.36 |
9.68 |
8.2% |
5.24 |
4.4% |
60% |
False |
False |
269,100 |
| 10 |
122.04 |
111.50 |
10.54 |
8.9% |
4.75 |
4.0% |
63% |
False |
False |
216,348 |
| 20 |
128.95 |
111.50 |
17.45 |
14.8% |
4.66 |
3.9% |
38% |
False |
False |
167,353 |
| 40 |
148.13 |
111.50 |
36.63 |
31.0% |
4.80 |
4.1% |
18% |
False |
False |
104,441 |
| 60 |
148.13 |
111.50 |
36.63 |
31.0% |
4.90 |
4.1% |
18% |
False |
False |
78,650 |
| 80 |
148.13 |
111.50 |
36.63 |
31.0% |
4.58 |
3.9% |
18% |
False |
False |
63,292 |
| 100 |
148.13 |
105.17 |
42.96 |
36.4% |
4.19 |
3.5% |
30% |
False |
False |
51,750 |
| 120 |
148.13 |
96.67 |
51.46 |
43.6% |
3.86 |
3.3% |
42% |
False |
False |
43,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.59 |
|
2.618 |
130.08 |
|
1.618 |
126.09 |
|
1.000 |
123.62 |
|
0.618 |
122.10 |
|
HIGH |
119.63 |
|
0.618 |
118.11 |
|
0.500 |
117.64 |
|
0.382 |
117.16 |
|
LOW |
115.64 |
|
0.618 |
113.17 |
|
1.000 |
111.65 |
|
1.618 |
109.18 |
|
2.618 |
105.19 |
|
4.250 |
98.68 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.98 |
117.43 |
| PP |
117.81 |
116.71 |
| S1 |
117.64 |
116.00 |
|