NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118.16 |
115.75 |
-2.41 |
-2.0% |
114.69 |
| High |
120.50 |
118.76 |
-1.74 |
-1.4% |
120.50 |
| Low |
114.08 |
115.00 |
0.92 |
0.8% |
112.36 |
| Close |
115.59 |
115.46 |
-0.13 |
-0.1% |
115.46 |
| Range |
6.42 |
3.76 |
-2.66 |
-41.4% |
8.14 |
| ATR |
4.84 |
4.76 |
-0.08 |
-1.6% |
0.00 |
| Volume |
265,812 |
272,322 |
6,510 |
2.4% |
1,300,662 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.69 |
125.33 |
117.53 |
|
| R3 |
123.93 |
121.57 |
116.49 |
|
| R2 |
120.17 |
120.17 |
116.15 |
|
| R1 |
117.81 |
117.81 |
115.80 |
117.11 |
| PP |
116.41 |
116.41 |
116.41 |
116.06 |
| S1 |
114.05 |
114.05 |
115.12 |
113.35 |
| S2 |
112.65 |
112.65 |
114.77 |
|
| S3 |
108.89 |
110.29 |
114.43 |
|
| S4 |
105.13 |
106.53 |
113.39 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.53 |
136.13 |
119.94 |
|
| R3 |
132.39 |
127.99 |
117.70 |
|
| R2 |
124.25 |
124.25 |
116.95 |
|
| R1 |
119.85 |
119.85 |
116.21 |
122.05 |
| PP |
116.11 |
116.11 |
116.11 |
117.21 |
| S1 |
111.71 |
111.71 |
114.71 |
113.91 |
| S2 |
107.97 |
107.97 |
113.97 |
|
| S3 |
99.83 |
103.57 |
113.22 |
|
| S4 |
91.69 |
95.43 |
110.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.50 |
112.36 |
8.14 |
7.1% |
4.42 |
3.8% |
38% |
False |
False |
260,132 |
| 10 |
122.04 |
111.66 |
10.38 |
9.0% |
4.93 |
4.3% |
37% |
False |
False |
241,701 |
| 20 |
126.68 |
111.50 |
15.18 |
13.1% |
4.59 |
4.0% |
26% |
False |
False |
185,656 |
| 40 |
148.13 |
111.50 |
36.63 |
31.7% |
4.95 |
4.3% |
11% |
False |
False |
116,552 |
| 60 |
148.13 |
111.50 |
36.63 |
31.7% |
4.79 |
4.1% |
11% |
False |
False |
86,916 |
| 80 |
148.13 |
111.50 |
36.63 |
31.7% |
4.63 |
4.0% |
11% |
False |
False |
69,800 |
| 100 |
148.13 |
106.72 |
41.41 |
35.9% |
4.25 |
3.7% |
21% |
False |
False |
56,955 |
| 120 |
148.13 |
96.67 |
51.46 |
44.6% |
3.92 |
3.4% |
37% |
False |
False |
48,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.74 |
|
2.618 |
128.60 |
|
1.618 |
124.84 |
|
1.000 |
122.52 |
|
0.618 |
121.08 |
|
HIGH |
118.76 |
|
0.618 |
117.32 |
|
0.500 |
116.88 |
|
0.382 |
116.44 |
|
LOW |
115.00 |
|
0.618 |
112.68 |
|
1.000 |
111.24 |
|
1.618 |
108.92 |
|
2.618 |
105.16 |
|
4.250 |
99.02 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.88 |
117.29 |
| PP |
116.41 |
116.68 |
| S1 |
115.93 |
116.07 |
|