NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
119.27 |
117.39 |
-1.88 |
-1.6% |
115.70 |
| High |
121.09 |
120.82 |
-0.27 |
-0.2% |
121.09 |
| Low |
115.50 |
116.62 |
1.12 |
1.0% |
114.25 |
| Close |
116.86 |
116.68 |
-0.18 |
-0.2% |
116.68 |
| Range |
5.59 |
4.20 |
-1.39 |
-24.9% |
6.84 |
| ATR |
4.17 |
4.18 |
0.00 |
0.0% |
0.00 |
| Volume |
12,627 |
10,971 |
-1,656 |
-13.1% |
44,112 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.64 |
127.86 |
118.99 |
|
| R3 |
126.44 |
123.66 |
117.84 |
|
| R2 |
122.24 |
122.24 |
117.45 |
|
| R1 |
119.46 |
119.46 |
117.07 |
118.75 |
| PP |
118.04 |
118.04 |
118.04 |
117.69 |
| S1 |
115.26 |
115.26 |
116.30 |
114.55 |
| S2 |
113.84 |
113.84 |
115.91 |
|
| S3 |
109.64 |
111.06 |
115.53 |
|
| S4 |
105.44 |
106.86 |
114.37 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.86 |
134.11 |
120.44 |
|
| R3 |
131.02 |
127.27 |
118.56 |
|
| R2 |
124.18 |
124.18 |
117.93 |
|
| R1 |
120.43 |
120.43 |
117.31 |
122.31 |
| PP |
117.34 |
117.34 |
117.34 |
118.28 |
| S1 |
113.59 |
113.59 |
116.05 |
115.47 |
| S2 |
110.50 |
110.50 |
115.43 |
|
| S3 |
103.66 |
106.75 |
114.80 |
|
| S4 |
96.82 |
99.91 |
112.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.09 |
114.25 |
6.84 |
5.9% |
3.84 |
3.3% |
36% |
False |
False |
8,822 |
| 10 |
123.22 |
112.92 |
10.30 |
8.8% |
4.41 |
3.8% |
37% |
False |
False |
7,392 |
| 20 |
127.84 |
112.78 |
15.06 |
12.9% |
3.98 |
3.4% |
26% |
False |
False |
8,470 |
| 40 |
148.35 |
112.78 |
35.57 |
30.5% |
4.13 |
3.5% |
11% |
False |
False |
6,838 |
| 60 |
148.35 |
112.78 |
35.57 |
30.5% |
3.59 |
3.1% |
11% |
False |
False |
5,591 |
| 80 |
148.35 |
112.78 |
35.57 |
30.5% |
3.32 |
2.8% |
11% |
False |
False |
4,756 |
| 100 |
148.35 |
105.06 |
43.29 |
37.1% |
2.84 |
2.4% |
27% |
False |
False |
3,929 |
| 120 |
148.35 |
96.69 |
51.66 |
44.3% |
2.60 |
2.2% |
39% |
False |
False |
3,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.67 |
|
2.618 |
131.82 |
|
1.618 |
127.62 |
|
1.000 |
125.02 |
|
0.618 |
123.42 |
|
HIGH |
120.82 |
|
0.618 |
119.22 |
|
0.500 |
118.72 |
|
0.382 |
118.22 |
|
LOW |
116.62 |
|
0.618 |
114.02 |
|
1.000 |
112.42 |
|
1.618 |
109.82 |
|
2.618 |
105.62 |
|
4.250 |
98.77 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.72 |
118.30 |
| PP |
118.04 |
117.76 |
| S1 |
117.36 |
117.22 |
|