NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.82 |
119.27 |
1.45 |
1.2% |
115.55 |
| High |
120.38 |
121.09 |
0.71 |
0.6% |
123.22 |
| Low |
117.68 |
115.50 |
-2.18 |
-1.9% |
112.92 |
| Close |
119.08 |
116.86 |
-2.22 |
-1.9% |
116.16 |
| Range |
2.70 |
5.59 |
2.89 |
107.0% |
10.30 |
| ATR |
4.06 |
4.17 |
0.11 |
2.7% |
0.00 |
| Volume |
9,856 |
12,627 |
2,771 |
28.1% |
29,811 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.59 |
131.31 |
119.93 |
|
| R3 |
129.00 |
125.72 |
118.40 |
|
| R2 |
123.41 |
123.41 |
117.88 |
|
| R1 |
120.13 |
120.13 |
117.37 |
118.98 |
| PP |
117.82 |
117.82 |
117.82 |
117.24 |
| S1 |
114.54 |
114.54 |
116.35 |
113.39 |
| S2 |
112.23 |
112.23 |
115.84 |
|
| S3 |
106.64 |
108.95 |
115.32 |
|
| S4 |
101.05 |
103.36 |
113.79 |
|
|
| 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 |
7.7% |
4.44 |
3.8% |
29% |
False |
False |
8,125 |
| 10 |
123.22 |
112.78 |
10.44 |
8.9% |
4.27 |
3.7% |
39% |
False |
False |
6,840 |
| 20 |
129.52 |
112.78 |
16.74 |
14.3% |
4.05 |
3.5% |
24% |
False |
False |
8,288 |
| 40 |
148.35 |
112.78 |
35.57 |
30.4% |
4.03 |
3.5% |
11% |
False |
False |
6,740 |
| 60 |
148.35 |
112.78 |
35.57 |
30.4% |
3.65 |
3.1% |
11% |
False |
False |
5,431 |
| 80 |
148.35 |
112.78 |
35.57 |
30.4% |
3.29 |
2.8% |
11% |
False |
False |
4,645 |
| 100 |
148.35 |
104.00 |
44.35 |
38.0% |
2.82 |
2.4% |
29% |
False |
False |
3,824 |
| 120 |
148.35 |
96.69 |
51.66 |
44.2% |
2.56 |
2.2% |
39% |
False |
False |
3,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.85 |
|
2.618 |
135.72 |
|
1.618 |
130.13 |
|
1.000 |
126.68 |
|
0.618 |
124.54 |
|
HIGH |
121.09 |
|
0.618 |
118.95 |
|
0.500 |
118.30 |
|
0.382 |
117.64 |
|
LOW |
115.50 |
|
0.618 |
112.05 |
|
1.000 |
109.91 |
|
1.618 |
106.46 |
|
2.618 |
100.87 |
|
4.250 |
91.74 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.30 |
117.67 |
| PP |
117.82 |
117.40 |
| S1 |
117.34 |
117.13 |
|