NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.28 |
113.50 |
-0.78 |
-0.7% |
115.32 |
| High |
115.89 |
117.01 |
1.12 |
1.0% |
117.66 |
| Low |
112.44 |
112.17 |
-0.27 |
-0.2% |
111.98 |
| Close |
113.32 |
114.93 |
1.61 |
1.4% |
114.41 |
| Range |
3.45 |
4.84 |
1.39 |
40.3% |
5.68 |
| ATR |
4.28 |
4.32 |
0.04 |
0.9% |
0.00 |
| Volume |
41,074 |
37,868 |
-3,206 |
-7.8% |
235,444 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.22 |
126.92 |
117.59 |
|
| R3 |
124.38 |
122.08 |
116.26 |
|
| R2 |
119.54 |
119.54 |
115.82 |
|
| R1 |
117.24 |
117.24 |
115.37 |
118.39 |
| PP |
114.70 |
114.70 |
114.70 |
115.28 |
| S1 |
112.40 |
112.40 |
114.49 |
113.55 |
| S2 |
109.86 |
109.86 |
114.04 |
|
| S3 |
105.02 |
107.56 |
113.60 |
|
| S4 |
100.18 |
102.72 |
112.27 |
|
|
| 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 |
4.9% |
4.00 |
3.5% |
52% |
False |
False |
43,584 |
| 10 |
121.26 |
111.98 |
9.28 |
8.1% |
3.83 |
3.3% |
32% |
False |
False |
48,968 |
| 20 |
129.66 |
111.98 |
17.68 |
15.4% |
4.18 |
3.6% |
17% |
False |
False |
37,305 |
| 40 |
148.47 |
111.98 |
36.49 |
31.7% |
4.47 |
3.9% |
8% |
False |
False |
27,161 |
| 60 |
148.47 |
111.98 |
36.49 |
31.7% |
4.46 |
3.9% |
8% |
False |
False |
22,857 |
| 80 |
148.47 |
107.60 |
40.87 |
35.6% |
4.10 |
3.6% |
18% |
False |
False |
18,905 |
| 100 |
148.47 |
98.15 |
50.32 |
43.8% |
3.48 |
3.0% |
33% |
False |
False |
15,608 |
| 120 |
148.47 |
96.27 |
52.20 |
45.4% |
3.19 |
2.8% |
36% |
False |
False |
13,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.58 |
|
2.618 |
129.68 |
|
1.618 |
124.84 |
|
1.000 |
121.85 |
|
0.618 |
120.00 |
|
HIGH |
117.01 |
|
0.618 |
115.16 |
|
0.500 |
114.59 |
|
0.382 |
114.02 |
|
LOW |
112.17 |
|
0.618 |
109.18 |
|
1.000 |
107.33 |
|
1.618 |
104.34 |
|
2.618 |
99.50 |
|
4.250 |
91.60 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.82 |
114.79 |
| PP |
114.70 |
114.64 |
| S1 |
114.59 |
114.50 |
|