NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.60 |
117.05 |
0.45 |
0.4% |
114.92 |
| High |
118.90 |
120.23 |
1.33 |
1.1% |
122.87 |
| Low |
113.60 |
116.70 |
3.10 |
2.7% |
112.50 |
| Close |
117.14 |
118.79 |
1.65 |
1.4% |
115.70 |
| Range |
5.30 |
3.53 |
-1.77 |
-33.4% |
10.37 |
| ATR |
4.60 |
4.52 |
-0.08 |
-1.7% |
0.00 |
| Volume |
16,446 |
51,359 |
34,913 |
212.3% |
208,419 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.16 |
127.51 |
120.73 |
|
| R3 |
125.63 |
123.98 |
119.76 |
|
| R2 |
122.10 |
122.10 |
119.44 |
|
| R1 |
120.45 |
120.45 |
119.11 |
121.28 |
| PP |
118.57 |
118.57 |
118.57 |
118.99 |
| S1 |
116.92 |
116.92 |
118.47 |
117.75 |
| S2 |
115.04 |
115.04 |
118.14 |
|
| S3 |
111.51 |
113.39 |
117.82 |
|
| S4 |
107.98 |
109.86 |
116.85 |
|
|
| 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 |
113.60 |
9.27 |
7.8% |
5.05 |
4.3% |
56% |
False |
False |
43,854 |
| 10 |
122.87 |
112.37 |
10.50 |
8.8% |
4.52 |
3.8% |
61% |
False |
False |
41,533 |
| 20 |
129.58 |
112.37 |
17.21 |
14.5% |
4.43 |
3.7% |
37% |
False |
False |
46,434 |
| 40 |
148.60 |
112.37 |
36.23 |
30.5% |
4.60 |
3.9% |
18% |
False |
False |
43,253 |
| 60 |
148.60 |
112.37 |
36.23 |
30.5% |
4.72 |
4.0% |
18% |
False |
False |
41,682 |
| 80 |
148.60 |
112.37 |
36.23 |
30.5% |
4.50 |
3.8% |
18% |
False |
False |
41,434 |
| 100 |
148.60 |
103.76 |
44.84 |
37.7% |
4.18 |
3.5% |
34% |
False |
False |
37,261 |
| 120 |
148.60 |
95.83 |
52.77 |
44.4% |
4.00 |
3.4% |
44% |
False |
False |
35,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.23 |
|
2.618 |
129.47 |
|
1.618 |
125.94 |
|
1.000 |
123.76 |
|
0.618 |
122.41 |
|
HIGH |
120.23 |
|
0.618 |
118.88 |
|
0.500 |
118.47 |
|
0.382 |
118.05 |
|
LOW |
116.70 |
|
0.618 |
114.52 |
|
1.000 |
113.17 |
|
1.618 |
110.99 |
|
2.618 |
107.46 |
|
4.250 |
101.70 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.68 |
118.17 |
| PP |
118.57 |
117.54 |
| S1 |
118.47 |
116.92 |
|