NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.04 |
118.16 |
2.12 |
1.8% |
114.01 |
| High |
119.63 |
120.50 |
0.87 |
0.7% |
122.04 |
| Low |
115.64 |
114.08 |
-1.56 |
-1.3% |
111.66 |
| Close |
118.15 |
115.59 |
-2.56 |
-2.2% |
114.59 |
| Range |
3.99 |
6.42 |
2.43 |
60.9% |
10.38 |
| ATR |
4.72 |
4.84 |
0.12 |
2.6% |
0.00 |
| Volume |
311,866 |
265,812 |
-46,054 |
-14.8% |
1,116,351 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.98 |
132.21 |
119.12 |
|
| R3 |
129.56 |
125.79 |
117.36 |
|
| R2 |
123.14 |
123.14 |
116.77 |
|
| R1 |
119.37 |
119.37 |
116.18 |
118.05 |
| PP |
116.72 |
116.72 |
116.72 |
116.06 |
| S1 |
112.95 |
112.95 |
115.00 |
111.63 |
| S2 |
110.30 |
110.30 |
114.41 |
|
| S3 |
103.88 |
106.53 |
113.82 |
|
| S4 |
97.46 |
100.11 |
112.06 |
|
|
| 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 |
121.86 |
112.36 |
9.50 |
8.2% |
5.20 |
4.5% |
34% |
False |
False |
267,290 |
| 10 |
122.04 |
111.50 |
10.54 |
9.1% |
4.92 |
4.3% |
39% |
False |
False |
227,131 |
| 20 |
128.95 |
111.50 |
17.45 |
15.1% |
4.72 |
4.1% |
23% |
False |
False |
176,020 |
| 40 |
148.13 |
111.50 |
36.63 |
31.7% |
4.90 |
4.2% |
11% |
False |
False |
110,415 |
| 60 |
148.13 |
111.50 |
36.63 |
31.7% |
4.89 |
4.2% |
11% |
False |
False |
82,708 |
| 80 |
148.13 |
111.50 |
36.63 |
31.7% |
4.62 |
4.0% |
11% |
False |
False |
66,519 |
| 100 |
148.13 |
106.12 |
42.01 |
36.3% |
4.23 |
3.7% |
23% |
False |
False |
54,322 |
| 120 |
148.13 |
96.67 |
51.46 |
44.5% |
3.91 |
3.4% |
37% |
False |
False |
45,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.79 |
|
2.618 |
137.31 |
|
1.618 |
130.89 |
|
1.000 |
126.92 |
|
0.618 |
124.47 |
|
HIGH |
120.50 |
|
0.618 |
118.05 |
|
0.500 |
117.29 |
|
0.382 |
116.53 |
|
LOW |
114.08 |
|
0.618 |
110.11 |
|
1.000 |
107.66 |
|
1.618 |
103.69 |
|
2.618 |
97.27 |
|
4.250 |
86.80 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.29 |
116.43 |
| PP |
116.72 |
116.15 |
| S1 |
116.16 |
115.87 |
|