NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.05 |
115.65 |
1.60 |
1.4% |
116.10 |
| High |
117.32 |
117.68 |
0.36 |
0.3% |
117.92 |
| Low |
112.50 |
113.53 |
1.03 |
0.9% |
112.37 |
| Close |
115.30 |
116.51 |
1.21 |
1.0% |
114.86 |
| Range |
4.82 |
4.15 |
-0.67 |
-13.9% |
5.55 |
| ATR |
4.36 |
4.34 |
-0.01 |
-0.3% |
0.00 |
| Volume |
35,754 |
36,131 |
377 |
1.1% |
237,029 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.36 |
126.58 |
118.79 |
|
| R3 |
124.21 |
122.43 |
117.65 |
|
| R2 |
120.06 |
120.06 |
117.27 |
|
| R1 |
118.28 |
118.28 |
116.89 |
119.17 |
| PP |
115.91 |
115.91 |
115.91 |
116.35 |
| S1 |
114.13 |
114.13 |
116.13 |
115.02 |
| S2 |
111.76 |
111.76 |
115.75 |
|
| S3 |
107.61 |
109.98 |
115.37 |
|
| S4 |
103.46 |
105.83 |
114.23 |
|
|
| 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 |
117.90 |
112.37 |
5.53 |
4.7% |
3.99 |
3.4% |
75% |
False |
False |
39,211 |
| 10 |
121.05 |
112.37 |
8.68 |
7.5% |
3.92 |
3.4% |
48% |
False |
False |
45,731 |
| 20 |
129.58 |
112.37 |
17.21 |
14.8% |
4.17 |
3.6% |
24% |
False |
False |
47,682 |
| 40 |
148.60 |
112.37 |
36.23 |
31.1% |
4.51 |
3.9% |
11% |
False |
False |
42,420 |
| 60 |
148.60 |
112.37 |
36.23 |
31.1% |
4.64 |
4.0% |
11% |
False |
False |
41,097 |
| 80 |
148.60 |
107.00 |
41.60 |
35.7% |
4.44 |
3.8% |
23% |
False |
False |
40,191 |
| 100 |
148.60 |
96.76 |
51.84 |
44.5% |
4.07 |
3.5% |
38% |
False |
False |
36,114 |
| 120 |
148.60 |
95.83 |
52.77 |
45.3% |
3.92 |
3.4% |
39% |
False |
False |
34,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.32 |
|
2.618 |
128.54 |
|
1.618 |
124.39 |
|
1.000 |
121.83 |
|
0.618 |
120.24 |
|
HIGH |
117.68 |
|
0.618 |
116.09 |
|
0.500 |
115.61 |
|
0.382 |
115.12 |
|
LOW |
113.53 |
|
0.618 |
110.97 |
|
1.000 |
109.38 |
|
1.618 |
106.82 |
|
2.618 |
102.67 |
|
4.250 |
95.89 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.21 |
116.04 |
| PP |
115.91 |
115.56 |
| S1 |
115.61 |
115.09 |
|