NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
121.85 |
114.81 |
-7.04 |
-5.8% |
114.28 |
| High |
122.22 |
116.62 |
-5.60 |
-4.6% |
122.43 |
| Low |
114.74 |
114.28 |
-0.46 |
-0.4% |
112.17 |
| Close |
115.14 |
115.71 |
0.57 |
0.5% |
115.14 |
| Range |
7.48 |
2.34 |
-5.14 |
-68.7% |
10.26 |
| ATR |
4.68 |
4.51 |
-0.17 |
-3.6% |
0.00 |
| Volume |
63,282 |
53,733 |
-9,549 |
-15.1% |
233,432 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122.56 |
121.47 |
117.00 |
|
| R3 |
120.22 |
119.13 |
116.35 |
|
| R2 |
117.88 |
117.88 |
116.14 |
|
| R1 |
116.79 |
116.79 |
115.92 |
117.34 |
| PP |
115.54 |
115.54 |
115.54 |
115.81 |
| S1 |
114.45 |
114.45 |
115.50 |
115.00 |
| S2 |
113.20 |
113.20 |
115.28 |
|
| S3 |
110.86 |
112.11 |
115.07 |
|
| S4 |
108.52 |
109.77 |
114.42 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.36 |
141.51 |
120.78 |
|
| R3 |
137.10 |
131.25 |
117.96 |
|
| R2 |
126.84 |
126.84 |
117.02 |
|
| R1 |
120.99 |
120.99 |
116.08 |
123.92 |
| PP |
116.58 |
116.58 |
116.58 |
118.04 |
| S1 |
110.73 |
110.73 |
114.20 |
113.66 |
| S2 |
106.32 |
106.32 |
113.26 |
|
| S3 |
96.06 |
100.47 |
112.32 |
|
| S4 |
85.80 |
90.21 |
109.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.43 |
112.17 |
10.26 |
8.9% |
5.06 |
4.4% |
35% |
False |
False |
49,218 |
| 10 |
122.43 |
111.98 |
10.45 |
9.0% |
4.40 |
3.8% |
36% |
False |
False |
47,079 |
| 20 |
129.16 |
111.98 |
17.18 |
14.8% |
4.53 |
3.9% |
22% |
False |
False |
43,128 |
| 40 |
148.47 |
111.98 |
36.49 |
31.5% |
4.53 |
3.9% |
10% |
False |
False |
30,939 |
| 60 |
148.47 |
111.98 |
36.49 |
31.5% |
4.53 |
3.9% |
10% |
False |
False |
25,572 |
| 80 |
148.47 |
111.98 |
36.49 |
31.5% |
4.20 |
3.6% |
10% |
False |
False |
21,312 |
| 100 |
148.47 |
104.51 |
43.96 |
38.0% |
3.65 |
3.2% |
25% |
False |
False |
17,574 |
| 120 |
148.47 |
96.27 |
52.20 |
45.1% |
3.29 |
2.8% |
37% |
False |
False |
15,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.57 |
|
2.618 |
122.75 |
|
1.618 |
120.41 |
|
1.000 |
118.96 |
|
0.618 |
118.07 |
|
HIGH |
116.62 |
|
0.618 |
115.73 |
|
0.500 |
115.45 |
|
0.382 |
115.17 |
|
LOW |
114.28 |
|
0.618 |
112.83 |
|
1.000 |
111.94 |
|
1.618 |
110.49 |
|
2.618 |
108.15 |
|
4.250 |
104.34 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.62 |
118.36 |
| PP |
115.54 |
117.47 |
| S1 |
115.45 |
116.59 |
|