NYMEX Light Sweet Crude Oil Future February 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 |
114.45 |
117.80 |
3.35 |
2.9% |
127.25 |
| High |
117.65 |
117.80 |
0.15 |
0.1% |
127.89 |
| Low |
114.15 |
113.97 |
-0.18 |
-0.2% |
116.13 |
| Close |
116.89 |
116.11 |
-0.78 |
-0.7% |
116.42 |
| Range |
3.50 |
3.83 |
0.33 |
9.4% |
11.76 |
| ATR |
3.26 |
3.30 |
0.04 |
1.2% |
0.00 |
| Volume |
4,119 |
1,289 |
-2,830 |
-68.7% |
20,402 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.45 |
125.61 |
118.22 |
|
| R3 |
123.62 |
121.78 |
117.16 |
|
| R2 |
119.79 |
119.79 |
116.81 |
|
| R1 |
117.95 |
117.95 |
116.46 |
116.96 |
| PP |
115.96 |
115.96 |
115.96 |
115.46 |
| S1 |
114.12 |
114.12 |
115.76 |
113.13 |
| S2 |
112.13 |
112.13 |
115.41 |
|
| S3 |
108.30 |
110.29 |
115.06 |
|
| S4 |
104.47 |
106.46 |
114.00 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.43 |
147.68 |
122.89 |
|
| R3 |
143.67 |
135.92 |
119.65 |
|
| R2 |
131.91 |
131.91 |
118.58 |
|
| R1 |
124.16 |
124.16 |
117.50 |
122.16 |
| PP |
120.15 |
120.15 |
120.15 |
119.14 |
| S1 |
112.40 |
112.40 |
115.34 |
110.40 |
| S2 |
108.39 |
108.39 |
114.26 |
|
| S3 |
96.63 |
100.64 |
113.19 |
|
| S4 |
84.87 |
88.88 |
109.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119.60 |
113.97 |
5.63 |
4.8% |
3.36 |
2.9% |
38% |
False |
True |
3,344 |
| 10 |
129.51 |
113.97 |
15.54 |
13.4% |
3.48 |
3.0% |
14% |
False |
True |
3,516 |
| 20 |
133.55 |
113.97 |
19.58 |
16.9% |
3.03 |
2.6% |
11% |
False |
True |
2,919 |
| 40 |
148.17 |
113.97 |
34.20 |
29.5% |
2.38 |
2.1% |
6% |
False |
True |
2,141 |
| 60 |
148.17 |
113.97 |
34.20 |
29.5% |
1.90 |
1.6% |
6% |
False |
True |
1,740 |
| 80 |
148.17 |
108.15 |
40.02 |
34.5% |
1.67 |
1.4% |
20% |
False |
False |
1,448 |
| 100 |
148.17 |
95.99 |
52.18 |
44.9% |
1.34 |
1.2% |
39% |
False |
False |
1,221 |
| 120 |
148.17 |
95.99 |
52.18 |
44.9% |
1.14 |
1.0% |
39% |
False |
False |
1,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.08 |
|
2.618 |
127.83 |
|
1.618 |
124.00 |
|
1.000 |
121.63 |
|
0.618 |
120.17 |
|
HIGH |
117.80 |
|
0.618 |
116.34 |
|
0.500 |
115.89 |
|
0.382 |
115.43 |
|
LOW |
113.97 |
|
0.618 |
111.60 |
|
1.000 |
110.14 |
|
1.618 |
107.77 |
|
2.618 |
103.94 |
|
4.250 |
97.69 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116.04 |
116.04 |
| PP |
115.96 |
115.96 |
| S1 |
115.89 |
115.89 |
|