NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.98 |
114.28 |
-0.70 |
-0.6% |
115.32 |
| High |
114.98 |
115.89 |
0.91 |
0.8% |
117.66 |
| Low |
111.98 |
112.44 |
0.46 |
0.4% |
111.98 |
| Close |
114.41 |
113.32 |
-1.09 |
-1.0% |
114.41 |
| Range |
3.00 |
3.45 |
0.45 |
15.0% |
5.68 |
| ATR |
4.34 |
4.28 |
-0.06 |
-1.5% |
0.00 |
| Volume |
39,985 |
41,074 |
1,089 |
2.7% |
235,444 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.23 |
122.23 |
115.22 |
|
| R3 |
120.78 |
118.78 |
114.27 |
|
| R2 |
117.33 |
117.33 |
113.95 |
|
| R1 |
115.33 |
115.33 |
113.64 |
114.61 |
| PP |
113.88 |
113.88 |
113.88 |
113.52 |
| S1 |
111.88 |
111.88 |
113.00 |
111.16 |
| S2 |
110.43 |
110.43 |
112.69 |
|
| S3 |
106.98 |
108.43 |
112.37 |
|
| S4 |
103.53 |
104.98 |
111.42 |
|
|
| 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% |
3.73 |
3.3% |
24% |
False |
False |
44,941 |
| 10 |
121.68 |
111.98 |
9.70 |
8.6% |
3.65 |
3.2% |
14% |
False |
False |
48,777 |
| 20 |
133.79 |
111.98 |
21.81 |
19.2% |
4.25 |
3.7% |
6% |
False |
False |
36,020 |
| 40 |
148.47 |
111.98 |
36.49 |
32.2% |
4.40 |
3.9% |
4% |
False |
False |
26,422 |
| 60 |
148.47 |
111.98 |
36.49 |
32.2% |
4.45 |
3.9% |
4% |
False |
False |
22,472 |
| 80 |
148.47 |
107.60 |
40.87 |
36.1% |
4.04 |
3.6% |
14% |
False |
False |
18,470 |
| 100 |
148.47 |
98.15 |
50.32 |
44.4% |
3.48 |
3.1% |
30% |
False |
False |
15,244 |
| 120 |
148.47 |
96.27 |
52.20 |
46.1% |
3.16 |
2.8% |
33% |
False |
False |
13,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.55 |
|
2.618 |
124.92 |
|
1.618 |
121.47 |
|
1.000 |
119.34 |
|
0.618 |
118.02 |
|
HIGH |
115.89 |
|
0.618 |
114.57 |
|
0.500 |
114.17 |
|
0.382 |
113.76 |
|
LOW |
112.44 |
|
0.618 |
110.31 |
|
1.000 |
108.99 |
|
1.618 |
106.86 |
|
2.618 |
103.41 |
|
4.250 |
97.78 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.17 |
114.80 |
| PP |
113.88 |
114.31 |
| S1 |
113.60 |
113.81 |
|