NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118.79 |
117.00 |
-1.79 |
-1.5% |
115.81 |
| High |
121.12 |
119.44 |
-1.68 |
-1.4% |
121.12 |
| Low |
114.95 |
115.91 |
0.96 |
0.8% |
113.60 |
| Close |
116.47 |
116.31 |
-0.16 |
-0.1% |
116.31 |
| Range |
6.17 |
3.53 |
-2.64 |
-42.8% |
7.52 |
| ATR |
4.64 |
4.56 |
-0.08 |
-1.7% |
0.00 |
| Volume |
60,824 |
47,063 |
-13,761 |
-22.6% |
220,130 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.81 |
125.59 |
118.25 |
|
| R3 |
124.28 |
122.06 |
117.28 |
|
| R2 |
120.75 |
120.75 |
116.96 |
|
| R1 |
118.53 |
118.53 |
116.63 |
117.88 |
| PP |
117.22 |
117.22 |
117.22 |
116.89 |
| S1 |
115.00 |
115.00 |
115.99 |
114.35 |
| S2 |
113.69 |
113.69 |
115.66 |
|
| S3 |
110.16 |
111.47 |
115.34 |
|
| S4 |
106.63 |
107.94 |
114.37 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.57 |
135.46 |
120.45 |
|
| R3 |
132.05 |
127.94 |
118.38 |
|
| R2 |
124.53 |
124.53 |
117.69 |
|
| R1 |
120.42 |
120.42 |
117.00 |
122.48 |
| PP |
117.01 |
117.01 |
117.01 |
118.04 |
| S1 |
112.90 |
112.90 |
115.62 |
114.96 |
| S2 |
109.49 |
109.49 |
114.93 |
|
| S3 |
101.97 |
105.38 |
114.24 |
|
| S4 |
94.45 |
97.86 |
112.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.12 |
113.60 |
7.52 |
6.5% |
4.18 |
3.6% |
36% |
False |
False |
44,026 |
| 10 |
122.87 |
112.50 |
10.37 |
8.9% |
4.74 |
4.1% |
37% |
False |
False |
42,854 |
| 20 |
127.50 |
112.37 |
15.13 |
13.0% |
4.36 |
3.7% |
26% |
False |
False |
46,368 |
| 40 |
148.60 |
112.37 |
36.23 |
31.1% |
4.75 |
4.1% |
11% |
False |
False |
44,295 |
| 60 |
148.60 |
112.37 |
36.23 |
31.1% |
4.61 |
4.0% |
11% |
False |
False |
42,122 |
| 80 |
148.60 |
112.37 |
36.23 |
31.1% |
4.54 |
3.9% |
11% |
False |
False |
41,955 |
| 100 |
148.60 |
105.18 |
43.42 |
37.3% |
4.21 |
3.6% |
26% |
False |
False |
37,870 |
| 120 |
148.60 |
95.83 |
52.77 |
45.4% |
4.04 |
3.5% |
39% |
False |
False |
35,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.44 |
|
2.618 |
128.68 |
|
1.618 |
125.15 |
|
1.000 |
122.97 |
|
0.618 |
121.62 |
|
HIGH |
119.44 |
|
0.618 |
118.09 |
|
0.500 |
117.68 |
|
0.382 |
117.26 |
|
LOW |
115.91 |
|
0.618 |
113.73 |
|
1.000 |
112.38 |
|
1.618 |
110.20 |
|
2.618 |
106.67 |
|
4.250 |
100.91 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.68 |
118.04 |
| PP |
117.22 |
117.46 |
| S1 |
116.77 |
116.89 |
|