NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.74 |
114.98 |
-1.76 |
-1.5% |
115.32 |
| High |
117.62 |
114.98 |
-2.64 |
-2.2% |
117.66 |
| Low |
113.09 |
111.98 |
-1.11 |
-1.0% |
111.98 |
| Close |
115.37 |
114.41 |
-0.96 |
-0.8% |
114.41 |
| Range |
4.53 |
3.00 |
-1.53 |
-33.8% |
5.68 |
| ATR |
4.42 |
4.34 |
-0.07 |
-1.7% |
0.00 |
| Volume |
57,151 |
39,985 |
-17,166 |
-30.0% |
235,444 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.79 |
121.60 |
116.06 |
|
| R3 |
119.79 |
118.60 |
115.24 |
|
| R2 |
116.79 |
116.79 |
114.96 |
|
| R1 |
115.60 |
115.60 |
114.69 |
114.70 |
| PP |
113.79 |
113.79 |
113.79 |
113.34 |
| S1 |
112.60 |
112.60 |
114.14 |
111.70 |
| S2 |
110.79 |
110.79 |
113.86 |
|
| S3 |
107.79 |
109.60 |
113.59 |
|
| S4 |
104.79 |
106.60 |
112.76 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.72 |
128.75 |
117.53 |
|
| R3 |
126.04 |
123.07 |
115.97 |
|
| R2 |
120.36 |
120.36 |
115.45 |
|
| R1 |
117.39 |
117.39 |
114.93 |
116.04 |
| PP |
114.68 |
114.68 |
114.68 |
114.01 |
| S1 |
111.71 |
111.71 |
113.89 |
110.36 |
| S2 |
109.00 |
109.00 |
113.37 |
|
| S3 |
103.32 |
106.03 |
112.85 |
|
| S4 |
97.64 |
100.35 |
111.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.66 |
111.98 |
5.68 |
5.0% |
3.83 |
3.3% |
43% |
False |
True |
47,088 |
| 10 |
127.11 |
111.98 |
15.13 |
13.2% |
3.98 |
3.5% |
16% |
False |
True |
47,131 |
| 20 |
133.79 |
111.98 |
21.81 |
19.1% |
4.24 |
3.7% |
11% |
False |
True |
34,820 |
| 40 |
148.47 |
111.98 |
36.49 |
31.9% |
4.39 |
3.8% |
7% |
False |
True |
25,745 |
| 60 |
148.47 |
111.98 |
36.49 |
31.9% |
4.44 |
3.9% |
7% |
False |
True |
22,158 |
| 80 |
148.47 |
107.60 |
40.87 |
35.7% |
4.01 |
3.5% |
17% |
False |
False |
18,017 |
| 100 |
148.47 |
98.15 |
50.32 |
44.0% |
3.45 |
3.0% |
32% |
False |
False |
14,859 |
| 120 |
148.47 |
96.27 |
52.20 |
45.6% |
3.13 |
2.7% |
35% |
False |
False |
12,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.73 |
|
2.618 |
122.83 |
|
1.618 |
119.83 |
|
1.000 |
117.98 |
|
0.618 |
116.83 |
|
HIGH |
114.98 |
|
0.618 |
113.83 |
|
0.500 |
113.48 |
|
0.382 |
113.13 |
|
LOW |
111.98 |
|
0.618 |
110.13 |
|
1.000 |
108.98 |
|
1.618 |
107.13 |
|
2.618 |
104.13 |
|
4.250 |
99.23 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.10 |
114.82 |
| PP |
113.79 |
114.68 |
| S1 |
113.48 |
114.55 |
|