NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.30 |
117.69 |
3.39 |
3.0% |
127.45 |
| High |
118.00 |
117.98 |
-0.02 |
0.0% |
127.84 |
| Low |
114.19 |
114.04 |
-0.15 |
-0.1% |
115.86 |
| Close |
116.79 |
115.96 |
-0.83 |
-0.7% |
116.32 |
| Range |
3.81 |
3.94 |
0.13 |
3.4% |
11.98 |
| ATR |
3.90 |
3.90 |
0.00 |
0.1% |
0.00 |
| Volume |
8,496 |
7,217 |
-1,279 |
-15.1% |
48,044 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.81 |
125.83 |
118.13 |
|
| R3 |
123.87 |
121.89 |
117.04 |
|
| R2 |
119.93 |
119.93 |
116.68 |
|
| R1 |
117.95 |
117.95 |
116.32 |
116.97 |
| PP |
115.99 |
115.99 |
115.99 |
115.51 |
| S1 |
114.01 |
114.01 |
115.60 |
113.03 |
| S2 |
112.05 |
112.05 |
115.24 |
|
| S3 |
108.11 |
110.07 |
114.88 |
|
| S4 |
104.17 |
106.13 |
113.79 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.95 |
148.11 |
122.91 |
|
| R3 |
143.97 |
136.13 |
119.61 |
|
| R2 |
131.99 |
131.99 |
118.52 |
|
| R1 |
124.15 |
124.15 |
117.42 |
122.08 |
| PP |
120.01 |
120.01 |
120.01 |
118.97 |
| S1 |
112.17 |
112.17 |
115.22 |
110.10 |
| S2 |
108.03 |
108.03 |
114.12 |
|
| S3 |
96.05 |
100.19 |
113.03 |
|
| S4 |
84.07 |
88.21 |
109.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.70 |
113.56 |
6.14 |
5.3% |
3.71 |
3.2% |
39% |
False |
False |
10,612 |
| 10 |
129.52 |
113.56 |
15.96 |
13.8% |
3.83 |
3.3% |
15% |
False |
False |
9,736 |
| 20 |
134.20 |
113.56 |
20.64 |
17.8% |
3.85 |
3.3% |
12% |
False |
False |
7,755 |
| 40 |
148.35 |
113.56 |
34.79 |
30.0% |
3.53 |
3.0% |
7% |
False |
False |
5,765 |
| 60 |
148.35 |
113.56 |
34.79 |
30.0% |
3.36 |
2.9% |
7% |
False |
False |
4,742 |
| 80 |
148.35 |
108.57 |
39.78 |
34.3% |
2.88 |
2.5% |
19% |
False |
False |
3,861 |
| 100 |
148.35 |
97.38 |
50.97 |
44.0% |
2.59 |
2.2% |
36% |
False |
False |
3,192 |
| 120 |
148.35 |
96.69 |
51.66 |
44.5% |
2.23 |
1.9% |
37% |
False |
False |
2,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.73 |
|
2.618 |
128.29 |
|
1.618 |
124.35 |
|
1.000 |
121.92 |
|
0.618 |
120.41 |
|
HIGH |
117.98 |
|
0.618 |
116.47 |
|
0.500 |
116.01 |
|
0.382 |
115.55 |
|
LOW |
114.04 |
|
0.618 |
111.61 |
|
1.000 |
110.10 |
|
1.618 |
107.67 |
|
2.618 |
103.73 |
|
4.250 |
97.30 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.01 |
115.90 |
| PP |
115.99 |
115.84 |
| S1 |
115.98 |
115.78 |
|