NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.92 |
114.05 |
-0.87 |
-0.8% |
116.10 |
| High |
116.30 |
117.32 |
1.02 |
0.9% |
117.92 |
| Low |
112.80 |
112.50 |
-0.30 |
-0.3% |
112.37 |
| Close |
113.72 |
115.30 |
1.58 |
1.4% |
114.86 |
| Range |
3.50 |
4.82 |
1.32 |
37.7% |
5.55 |
| ATR |
4.32 |
4.36 |
0.04 |
0.8% |
0.00 |
| Volume |
29,504 |
35,754 |
6,250 |
21.2% |
237,029 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.50 |
127.22 |
117.95 |
|
| R3 |
124.68 |
122.40 |
116.63 |
|
| R2 |
119.86 |
119.86 |
116.18 |
|
| R1 |
117.58 |
117.58 |
115.74 |
118.72 |
| PP |
115.04 |
115.04 |
115.04 |
115.61 |
| S1 |
112.76 |
112.76 |
114.86 |
113.90 |
| S2 |
110.22 |
110.22 |
114.42 |
|
| S3 |
105.40 |
107.94 |
113.97 |
|
| S4 |
100.58 |
103.12 |
112.65 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.70 |
128.83 |
117.91 |
|
| R3 |
126.15 |
123.28 |
116.39 |
|
| R2 |
120.60 |
120.60 |
115.88 |
|
| R1 |
117.73 |
117.73 |
115.37 |
116.39 |
| PP |
115.05 |
115.05 |
115.05 |
114.38 |
| S1 |
112.18 |
112.18 |
114.35 |
110.84 |
| S2 |
109.50 |
109.50 |
113.84 |
|
| S3 |
103.95 |
106.63 |
113.33 |
|
| S4 |
98.40 |
101.08 |
111.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.92 |
112.37 |
5.55 |
4.8% |
4.00 |
3.5% |
53% |
False |
False |
39,618 |
| 10 |
121.05 |
112.37 |
8.68 |
7.5% |
3.81 |
3.3% |
34% |
False |
False |
48,931 |
| 20 |
130.07 |
112.37 |
17.70 |
15.4% |
4.18 |
3.6% |
17% |
False |
False |
47,402 |
| 40 |
148.60 |
112.37 |
36.23 |
31.4% |
4.54 |
3.9% |
8% |
False |
False |
42,124 |
| 60 |
148.60 |
112.37 |
36.23 |
31.4% |
4.64 |
4.0% |
8% |
False |
False |
41,101 |
| 80 |
148.60 |
107.00 |
41.60 |
36.1% |
4.42 |
3.8% |
20% |
False |
False |
39,940 |
| 100 |
148.60 |
96.62 |
51.98 |
45.1% |
4.05 |
3.5% |
36% |
False |
False |
35,945 |
| 120 |
148.60 |
95.83 |
52.77 |
45.8% |
3.90 |
3.4% |
37% |
False |
False |
34,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.81 |
|
2.618 |
129.94 |
|
1.618 |
125.12 |
|
1.000 |
122.14 |
|
0.618 |
120.30 |
|
HIGH |
117.32 |
|
0.618 |
115.48 |
|
0.500 |
114.91 |
|
0.382 |
114.34 |
|
LOW |
112.50 |
|
0.618 |
109.52 |
|
1.000 |
107.68 |
|
1.618 |
104.70 |
|
2.618 |
99.88 |
|
4.250 |
92.02 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.17 |
115.15 |
| PP |
115.04 |
115.00 |
| S1 |
114.91 |
114.85 |
|