NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.81 |
116.62 |
0.81 |
0.7% |
114.28 |
| High |
118.39 |
119.89 |
1.50 |
1.3% |
122.43 |
| Low |
112.95 |
116.30 |
3.35 |
3.0% |
112.17 |
| Close |
116.70 |
118.44 |
1.74 |
1.5% |
115.14 |
| Range |
5.44 |
3.59 |
-1.85 |
-34.0% |
10.26 |
| ATR |
4.58 |
4.51 |
-0.07 |
-1.5% |
0.00 |
| Volume |
28,632 |
82,107 |
53,475 |
186.8% |
233,432 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.98 |
127.30 |
120.41 |
|
| R3 |
125.39 |
123.71 |
119.43 |
|
| R2 |
121.80 |
121.80 |
119.10 |
|
| R1 |
120.12 |
120.12 |
118.77 |
120.96 |
| PP |
118.21 |
118.21 |
118.21 |
118.63 |
| S1 |
116.53 |
116.53 |
118.11 |
117.37 |
| S2 |
114.62 |
114.62 |
117.78 |
|
| S3 |
111.03 |
112.94 |
117.45 |
|
| S4 |
107.44 |
109.35 |
116.47 |
|
|
| 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 |
112.95 |
9.48 |
8.0% |
5.05 |
4.3% |
58% |
False |
False |
55,932 |
| 10 |
122.43 |
111.98 |
10.45 |
8.8% |
4.53 |
3.8% |
62% |
False |
False |
49,504 |
| 20 |
129.16 |
111.98 |
17.18 |
14.5% |
4.43 |
3.7% |
38% |
False |
False |
46,638 |
| 40 |
148.47 |
111.98 |
36.49 |
30.8% |
4.59 |
3.9% |
18% |
False |
False |
33,068 |
| 60 |
148.47 |
111.98 |
36.49 |
30.8% |
4.58 |
3.9% |
18% |
False |
False |
27,033 |
| 80 |
148.47 |
111.98 |
36.49 |
30.8% |
4.24 |
3.6% |
18% |
False |
False |
22,622 |
| 100 |
148.47 |
104.74 |
43.73 |
36.9% |
3.73 |
3.2% |
31% |
False |
False |
18,655 |
| 120 |
148.47 |
96.27 |
52.20 |
44.1% |
3.34 |
2.8% |
42% |
False |
False |
15,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.15 |
|
2.618 |
129.29 |
|
1.618 |
125.70 |
|
1.000 |
123.48 |
|
0.618 |
122.11 |
|
HIGH |
119.89 |
|
0.618 |
118.52 |
|
0.500 |
118.10 |
|
0.382 |
117.67 |
|
LOW |
116.30 |
|
0.618 |
114.08 |
|
1.000 |
112.71 |
|
1.618 |
110.49 |
|
2.618 |
106.90 |
|
4.250 |
101.04 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.33 |
117.77 |
| PP |
118.21 |
117.09 |
| S1 |
118.10 |
116.42 |
|