NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.32 |
122.40 |
6.08 |
5.2% |
114.92 |
| High |
122.87 |
122.78 |
-0.09 |
-0.1% |
122.87 |
| Low |
116.30 |
115.30 |
-1.00 |
-0.9% |
112.50 |
| Close |
122.27 |
115.70 |
-6.57 |
-5.4% |
115.70 |
| Range |
6.57 |
7.48 |
0.91 |
13.9% |
10.37 |
| ATR |
4.50 |
4.71 |
0.21 |
4.7% |
0.00 |
| Volume |
48,937 |
58,093 |
9,156 |
18.7% |
208,419 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.37 |
135.51 |
119.81 |
|
| R3 |
132.89 |
128.03 |
117.76 |
|
| R2 |
125.41 |
125.41 |
117.07 |
|
| R1 |
120.55 |
120.55 |
116.39 |
119.24 |
| PP |
117.93 |
117.93 |
117.93 |
117.27 |
| S1 |
113.07 |
113.07 |
115.01 |
111.76 |
| S2 |
110.45 |
110.45 |
114.33 |
|
| S3 |
102.97 |
105.59 |
113.64 |
|
| S4 |
95.49 |
98.11 |
111.59 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.13 |
142.29 |
121.40 |
|
| R3 |
137.76 |
131.92 |
118.55 |
|
| R2 |
127.39 |
127.39 |
117.60 |
|
| R1 |
121.55 |
121.55 |
116.65 |
124.47 |
| PP |
117.02 |
117.02 |
117.02 |
118.49 |
| S1 |
111.18 |
111.18 |
114.75 |
114.10 |
| S2 |
106.65 |
106.65 |
113.80 |
|
| S3 |
96.28 |
100.81 |
112.85 |
|
| S4 |
85.91 |
90.44 |
110.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.87 |
112.50 |
10.37 |
9.0% |
5.30 |
4.6% |
31% |
False |
False |
41,683 |
| 10 |
122.87 |
112.37 |
10.50 |
9.1% |
4.57 |
3.9% |
32% |
False |
False |
44,544 |
| 20 |
129.58 |
112.37 |
17.21 |
14.9% |
4.55 |
3.9% |
19% |
False |
False |
47,451 |
| 40 |
148.60 |
112.37 |
36.23 |
31.3% |
4.60 |
4.0% |
9% |
False |
False |
43,119 |
| 60 |
148.60 |
112.37 |
36.23 |
31.3% |
4.72 |
4.1% |
9% |
False |
False |
41,356 |
| 80 |
148.60 |
108.34 |
40.26 |
34.8% |
4.52 |
3.9% |
18% |
False |
False |
40,906 |
| 100 |
148.60 |
100.02 |
48.58 |
42.0% |
4.14 |
3.6% |
32% |
False |
False |
36,740 |
| 120 |
148.60 |
95.83 |
52.77 |
45.6% |
3.97 |
3.4% |
38% |
False |
False |
35,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.57 |
|
2.618 |
142.36 |
|
1.618 |
134.88 |
|
1.000 |
130.26 |
|
0.618 |
127.40 |
|
HIGH |
122.78 |
|
0.618 |
119.92 |
|
0.500 |
119.04 |
|
0.382 |
118.16 |
|
LOW |
115.30 |
|
0.618 |
110.68 |
|
1.000 |
107.82 |
|
1.618 |
103.20 |
|
2.618 |
95.72 |
|
4.250 |
83.51 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.04 |
118.20 |
| PP |
117.93 |
117.37 |
| S1 |
116.81 |
116.53 |
|