NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.99 |
115.72 |
0.73 |
0.6% |
116.55 |
| High |
115.40 |
116.86 |
1.46 |
1.3% |
117.80 |
| Low |
112.91 |
113.66 |
0.75 |
0.7% |
112.91 |
| Close |
115.40 |
114.21 |
-1.19 |
-1.0% |
115.40 |
| Range |
2.49 |
3.20 |
0.71 |
28.5% |
4.89 |
| ATR |
3.30 |
3.29 |
-0.01 |
-0.2% |
0.00 |
| Volume |
2,199 |
1,691 |
-508 |
-23.1% |
13,966 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.51 |
122.56 |
115.97 |
|
| R3 |
121.31 |
119.36 |
115.09 |
|
| R2 |
118.11 |
118.11 |
114.80 |
|
| R1 |
116.16 |
116.16 |
114.50 |
115.54 |
| PP |
114.91 |
114.91 |
114.91 |
114.60 |
| S1 |
112.96 |
112.96 |
113.92 |
112.34 |
| S2 |
111.71 |
111.71 |
113.62 |
|
| S3 |
108.51 |
109.76 |
113.33 |
|
| S4 |
105.31 |
106.56 |
112.45 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.04 |
127.61 |
118.09 |
|
| R3 |
125.15 |
122.72 |
116.74 |
|
| R2 |
120.26 |
120.26 |
116.30 |
|
| R1 |
117.83 |
117.83 |
115.85 |
116.60 |
| PP |
115.37 |
115.37 |
115.37 |
114.76 |
| S1 |
112.94 |
112.94 |
114.95 |
111.71 |
| S2 |
110.48 |
110.48 |
114.50 |
|
| S3 |
105.59 |
108.05 |
114.06 |
|
| S4 |
100.70 |
103.16 |
112.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.80 |
112.91 |
4.89 |
4.3% |
3.12 |
2.7% |
27% |
False |
False |
2,360 |
| 10 |
122.27 |
112.91 |
9.36 |
8.2% |
2.95 |
2.6% |
14% |
False |
False |
3,259 |
| 20 |
133.55 |
112.91 |
20.64 |
18.1% |
3.21 |
2.8% |
6% |
False |
False |
2,842 |
| 40 |
148.17 |
112.91 |
35.26 |
30.9% |
2.50 |
2.2% |
4% |
False |
False |
2,205 |
| 60 |
148.17 |
112.91 |
35.26 |
30.9% |
1.92 |
1.7% |
4% |
False |
False |
1,766 |
| 80 |
148.17 |
108.15 |
40.02 |
35.0% |
1.73 |
1.5% |
15% |
False |
False |
1,492 |
| 100 |
148.17 |
95.99 |
52.18 |
45.7% |
1.40 |
1.2% |
35% |
False |
False |
1,257 |
| 120 |
148.17 |
95.99 |
52.18 |
45.7% |
1.19 |
1.0% |
35% |
False |
False |
1,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.46 |
|
2.618 |
125.24 |
|
1.618 |
122.04 |
|
1.000 |
120.06 |
|
0.618 |
118.84 |
|
HIGH |
116.86 |
|
0.618 |
115.64 |
|
0.500 |
115.26 |
|
0.382 |
114.88 |
|
LOW |
113.66 |
|
0.618 |
111.68 |
|
1.000 |
110.46 |
|
1.618 |
108.48 |
|
2.618 |
105.28 |
|
4.250 |
100.06 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.26 |
115.36 |
| PP |
114.91 |
114.97 |
| S1 |
114.56 |
114.59 |
|