NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.50 |
115.38 |
1.88 |
1.7% |
115.32 |
| High |
117.01 |
117.34 |
0.33 |
0.3% |
117.66 |
| Low |
112.17 |
113.07 |
0.90 |
0.8% |
111.98 |
| Close |
114.93 |
116.03 |
1.10 |
1.0% |
114.41 |
| Range |
4.84 |
4.27 |
-0.57 |
-11.8% |
5.68 |
| ATR |
4.32 |
4.32 |
0.00 |
-0.1% |
0.00 |
| Volume |
37,868 |
39,302 |
1,434 |
3.8% |
235,444 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.29 |
126.43 |
118.38 |
|
| R3 |
124.02 |
122.16 |
117.20 |
|
| R2 |
119.75 |
119.75 |
116.81 |
|
| R1 |
117.89 |
117.89 |
116.42 |
118.82 |
| PP |
115.48 |
115.48 |
115.48 |
115.95 |
| S1 |
113.62 |
113.62 |
115.64 |
114.55 |
| S2 |
111.21 |
111.21 |
115.25 |
|
| S3 |
106.94 |
109.35 |
114.86 |
|
| S4 |
102.67 |
105.08 |
113.68 |
|
|
| 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 |
117.62 |
111.98 |
5.64 |
4.9% |
4.02 |
3.5% |
72% |
False |
False |
43,076 |
| 10 |
121.26 |
111.98 |
9.28 |
8.0% |
3.98 |
3.4% |
44% |
False |
False |
46,022 |
| 20 |
129.16 |
111.98 |
17.18 |
14.8% |
4.17 |
3.6% |
24% |
False |
False |
38,427 |
| 40 |
148.47 |
111.98 |
36.49 |
31.4% |
4.45 |
3.8% |
11% |
False |
False |
27,867 |
| 60 |
148.47 |
111.98 |
36.49 |
31.4% |
4.46 |
3.8% |
11% |
False |
False |
23,365 |
| 80 |
148.47 |
107.60 |
40.87 |
35.2% |
4.11 |
3.5% |
21% |
False |
False |
19,372 |
| 100 |
148.47 |
98.15 |
50.32 |
43.4% |
3.52 |
3.0% |
36% |
False |
False |
15,982 |
| 120 |
148.47 |
96.27 |
52.20 |
45.0% |
3.21 |
2.8% |
38% |
False |
False |
13,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.49 |
|
2.618 |
128.52 |
|
1.618 |
124.25 |
|
1.000 |
121.61 |
|
0.618 |
119.98 |
|
HIGH |
117.34 |
|
0.618 |
115.71 |
|
0.500 |
115.21 |
|
0.382 |
114.70 |
|
LOW |
113.07 |
|
0.618 |
110.43 |
|
1.000 |
108.80 |
|
1.618 |
106.16 |
|
2.618 |
101.89 |
|
4.250 |
94.92 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.76 |
115.61 |
| PP |
115.48 |
115.18 |
| S1 |
115.21 |
114.76 |
|