NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.65 |
116.32 |
0.67 |
0.6% |
116.10 |
| High |
117.68 |
122.87 |
5.19 |
4.4% |
117.92 |
| Low |
113.53 |
116.30 |
2.77 |
2.4% |
112.37 |
| Close |
116.51 |
122.27 |
5.76 |
4.9% |
114.86 |
| Range |
4.15 |
6.57 |
2.42 |
58.3% |
5.55 |
| ATR |
4.34 |
4.50 |
0.16 |
3.7% |
0.00 |
| Volume |
36,131 |
48,937 |
12,806 |
35.4% |
237,029 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.19 |
137.80 |
125.88 |
|
| R3 |
133.62 |
131.23 |
124.08 |
|
| R2 |
127.05 |
127.05 |
123.47 |
|
| R1 |
124.66 |
124.66 |
122.87 |
125.86 |
| PP |
120.48 |
120.48 |
120.48 |
121.08 |
| S1 |
118.09 |
118.09 |
121.67 |
119.29 |
| S2 |
113.91 |
113.91 |
121.07 |
|
| S3 |
107.34 |
111.52 |
120.46 |
|
| S4 |
100.77 |
104.95 |
118.66 |
|
|
| 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 |
122.87 |
112.37 |
10.50 |
8.6% |
4.41 |
3.6% |
94% |
True |
False |
37,711 |
| 10 |
122.87 |
112.37 |
10.50 |
8.6% |
4.25 |
3.5% |
94% |
True |
False |
45,014 |
| 20 |
129.58 |
112.37 |
17.21 |
14.1% |
4.37 |
3.6% |
58% |
False |
False |
48,035 |
| 40 |
148.60 |
112.37 |
36.23 |
29.6% |
4.52 |
3.7% |
27% |
False |
False |
42,531 |
| 60 |
148.60 |
112.37 |
36.23 |
29.6% |
4.65 |
3.8% |
27% |
False |
False |
41,124 |
| 80 |
148.60 |
107.00 |
41.60 |
34.0% |
4.48 |
3.7% |
37% |
False |
False |
40,509 |
| 100 |
148.60 |
99.58 |
49.02 |
40.1% |
4.08 |
3.3% |
46% |
False |
False |
36,367 |
| 120 |
148.60 |
95.83 |
52.77 |
43.2% |
3.94 |
3.2% |
50% |
False |
False |
34,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.79 |
|
2.618 |
140.07 |
|
1.618 |
133.50 |
|
1.000 |
129.44 |
|
0.618 |
126.93 |
|
HIGH |
122.87 |
|
0.618 |
120.36 |
|
0.500 |
119.59 |
|
0.382 |
118.81 |
|
LOW |
116.30 |
|
0.618 |
112.24 |
|
1.000 |
109.73 |
|
1.618 |
105.67 |
|
2.618 |
99.10 |
|
4.250 |
88.38 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121.38 |
120.74 |
| PP |
120.48 |
119.21 |
| S1 |
119.59 |
117.69 |
|