NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
117.09 |
117.82 |
0.73 |
0.6% |
115.55 |
| High |
118.95 |
120.38 |
1.43 |
1.2% |
123.22 |
| Low |
114.25 |
117.68 |
3.43 |
3.0% |
112.92 |
| Close |
117.52 |
119.08 |
1.56 |
1.3% |
116.16 |
| Range |
4.70 |
2.70 |
-2.00 |
-42.6% |
10.30 |
| ATR |
4.16 |
4.06 |
-0.09 |
-2.2% |
0.00 |
| Volume |
2,258 |
9,856 |
7,598 |
336.5% |
29,811 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.15 |
125.81 |
120.57 |
|
| R3 |
124.45 |
123.11 |
119.82 |
|
| R2 |
121.75 |
121.75 |
119.58 |
|
| R1 |
120.41 |
120.41 |
119.33 |
121.08 |
| PP |
119.05 |
119.05 |
119.05 |
119.38 |
| S1 |
117.71 |
117.71 |
118.83 |
118.38 |
| S2 |
116.35 |
116.35 |
118.59 |
|
| S3 |
113.65 |
115.01 |
118.34 |
|
| S4 |
110.95 |
112.31 |
117.60 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.33 |
142.55 |
121.83 |
|
| R3 |
138.03 |
132.25 |
118.99 |
|
| R2 |
127.73 |
127.73 |
118.05 |
|
| R1 |
121.95 |
121.95 |
117.10 |
124.84 |
| PP |
117.43 |
117.43 |
117.43 |
118.88 |
| S1 |
111.65 |
111.65 |
115.22 |
114.54 |
| S2 |
107.13 |
107.13 |
114.27 |
|
| S3 |
96.83 |
101.35 |
113.33 |
|
| S4 |
86.53 |
91.05 |
110.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.22 |
114.25 |
8.97 |
7.5% |
4.48 |
3.8% |
54% |
False |
False |
6,858 |
| 10 |
123.22 |
112.78 |
10.44 |
8.8% |
4.11 |
3.4% |
60% |
False |
False |
6,299 |
| 20 |
129.52 |
112.78 |
16.74 |
14.1% |
3.99 |
3.4% |
38% |
False |
False |
7,964 |
| 40 |
148.35 |
112.78 |
35.57 |
29.9% |
3.93 |
3.3% |
18% |
False |
False |
6,600 |
| 60 |
148.35 |
112.78 |
35.57 |
29.9% |
3.63 |
3.1% |
18% |
False |
False |
5,243 |
| 80 |
148.35 |
112.78 |
35.57 |
29.9% |
3.24 |
2.7% |
18% |
False |
False |
4,505 |
| 100 |
148.35 |
101.30 |
47.05 |
39.5% |
2.81 |
2.4% |
38% |
False |
False |
3,712 |
| 120 |
148.35 |
96.69 |
51.66 |
43.4% |
2.52 |
2.1% |
43% |
False |
False |
3,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.86 |
|
2.618 |
127.45 |
|
1.618 |
124.75 |
|
1.000 |
123.08 |
|
0.618 |
122.05 |
|
HIGH |
120.38 |
|
0.618 |
119.35 |
|
0.500 |
119.03 |
|
0.382 |
118.71 |
|
LOW |
117.68 |
|
0.618 |
116.01 |
|
1.000 |
114.98 |
|
1.618 |
113.31 |
|
2.618 |
110.61 |
|
4.250 |
106.21 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.06 |
118.49 |
| PP |
119.05 |
117.90 |
| S1 |
119.03 |
117.32 |
|