NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.62 |
118.41 |
1.79 |
1.5% |
114.28 |
| High |
119.89 |
120.72 |
0.83 |
0.7% |
122.43 |
| Low |
116.30 |
114.46 |
-1.84 |
-1.6% |
112.17 |
| Close |
118.44 |
115.99 |
-2.45 |
-2.1% |
115.14 |
| Range |
3.59 |
6.26 |
2.67 |
74.4% |
10.26 |
| ATR |
4.51 |
4.63 |
0.13 |
2.8% |
0.00 |
| Volume |
82,107 |
88,823 |
6,716 |
8.2% |
233,432 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.84 |
132.17 |
119.43 |
|
| R3 |
129.58 |
125.91 |
117.71 |
|
| R2 |
123.32 |
123.32 |
117.14 |
|
| R1 |
119.65 |
119.65 |
116.56 |
118.36 |
| PP |
117.06 |
117.06 |
117.06 |
116.41 |
| S1 |
113.39 |
113.39 |
115.42 |
112.10 |
| S2 |
110.80 |
110.80 |
114.84 |
|
| S3 |
104.54 |
107.13 |
114.27 |
|
| S4 |
98.28 |
100.87 |
112.55 |
|
|
| 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 |
122.22 |
112.95 |
9.27 |
8.0% |
5.02 |
4.3% |
33% |
False |
False |
63,315 |
| 10 |
122.43 |
111.98 |
10.45 |
9.0% |
4.71 |
4.1% |
38% |
False |
False |
52,671 |
| 20 |
129.16 |
111.98 |
17.18 |
14.8% |
4.50 |
3.9% |
23% |
False |
False |
49,487 |
| 40 |
148.47 |
111.98 |
36.49 |
31.5% |
4.68 |
4.0% |
11% |
False |
False |
34,931 |
| 60 |
148.47 |
111.98 |
36.49 |
31.5% |
4.58 |
4.0% |
11% |
False |
False |
28,343 |
| 80 |
148.47 |
111.98 |
36.49 |
31.5% |
4.28 |
3.7% |
11% |
False |
False |
23,693 |
| 100 |
148.47 |
105.93 |
42.54 |
36.7% |
3.77 |
3.2% |
24% |
False |
False |
19,509 |
| 120 |
148.47 |
96.27 |
52.20 |
45.0% |
3.39 |
2.9% |
38% |
False |
False |
16,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.33 |
|
2.618 |
137.11 |
|
1.618 |
130.85 |
|
1.000 |
126.98 |
|
0.618 |
124.59 |
|
HIGH |
120.72 |
|
0.618 |
118.33 |
|
0.500 |
117.59 |
|
0.382 |
116.85 |
|
LOW |
114.46 |
|
0.618 |
110.59 |
|
1.000 |
108.20 |
|
1.618 |
104.33 |
|
2.618 |
98.07 |
|
4.250 |
87.86 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.59 |
116.84 |
| PP |
117.06 |
116.55 |
| S1 |
116.52 |
116.27 |
|