NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118.41 |
116.10 |
-2.31 |
-2.0% |
114.81 |
| High |
120.72 |
119.03 |
-1.69 |
-1.4% |
120.72 |
| Low |
114.46 |
115.40 |
0.94 |
0.8% |
112.95 |
| Close |
115.99 |
115.85 |
-0.14 |
-0.1% |
115.85 |
| Range |
6.26 |
3.63 |
-2.63 |
-42.0% |
7.77 |
| ATR |
4.63 |
4.56 |
-0.07 |
-1.5% |
0.00 |
| Volume |
88,823 |
69,935 |
-18,888 |
-21.3% |
323,230 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.65 |
125.38 |
117.85 |
|
| R3 |
124.02 |
121.75 |
116.85 |
|
| R2 |
120.39 |
120.39 |
116.52 |
|
| R1 |
118.12 |
118.12 |
116.18 |
117.44 |
| PP |
116.76 |
116.76 |
116.76 |
116.42 |
| S1 |
114.49 |
114.49 |
115.52 |
113.81 |
| S2 |
113.13 |
113.13 |
115.18 |
|
| S3 |
109.50 |
110.86 |
114.85 |
|
| S4 |
105.87 |
107.23 |
113.85 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.82 |
135.60 |
120.12 |
|
| R3 |
132.05 |
127.83 |
117.99 |
|
| R2 |
124.28 |
124.28 |
117.27 |
|
| R1 |
120.06 |
120.06 |
116.56 |
122.17 |
| PP |
116.51 |
116.51 |
116.51 |
117.56 |
| S1 |
112.29 |
112.29 |
115.14 |
114.40 |
| S2 |
108.74 |
108.74 |
114.43 |
|
| S3 |
100.97 |
104.52 |
113.71 |
|
| S4 |
93.20 |
96.75 |
111.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120.72 |
112.95 |
7.77 |
6.7% |
4.25 |
3.7% |
37% |
False |
False |
64,646 |
| 10 |
122.43 |
112.17 |
10.26 |
8.9% |
4.77 |
4.1% |
36% |
False |
False |
55,666 |
| 20 |
127.11 |
111.98 |
15.13 |
13.1% |
4.37 |
3.8% |
26% |
False |
False |
51,398 |
| 40 |
148.47 |
111.98 |
36.49 |
31.5% |
4.74 |
4.1% |
11% |
False |
False |
36,323 |
| 60 |
148.47 |
111.98 |
36.49 |
31.5% |
4.48 |
3.9% |
11% |
False |
False |
29,268 |
| 80 |
148.47 |
111.98 |
36.49 |
31.5% |
4.29 |
3.7% |
11% |
False |
False |
24,514 |
| 100 |
148.47 |
105.95 |
42.52 |
36.7% |
3.80 |
3.3% |
23% |
False |
False |
20,174 |
| 120 |
148.47 |
96.27 |
52.20 |
45.1% |
3.42 |
3.0% |
38% |
False |
False |
17,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.46 |
|
2.618 |
128.53 |
|
1.618 |
124.90 |
|
1.000 |
122.66 |
|
0.618 |
121.27 |
|
HIGH |
119.03 |
|
0.618 |
117.64 |
|
0.500 |
117.22 |
|
0.382 |
116.79 |
|
LOW |
115.40 |
|
0.618 |
113.16 |
|
1.000 |
111.77 |
|
1.618 |
109.53 |
|
2.618 |
105.90 |
|
4.250 |
99.97 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.22 |
117.59 |
| PP |
116.76 |
117.01 |
| S1 |
116.31 |
116.43 |
|