NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.26 |
118.08 |
1.82 |
1.6% |
116.55 |
| High |
117.80 |
123.42 |
5.62 |
4.8% |
117.80 |
| Low |
114.72 |
117.75 |
3.03 |
2.6% |
112.91 |
| Close |
117.19 |
123.13 |
5.94 |
5.1% |
115.40 |
| Range |
3.08 |
5.67 |
2.59 |
84.1% |
4.89 |
| ATR |
3.28 |
3.49 |
0.21 |
6.4% |
0.00 |
| Volume |
1,768 |
3,267 |
1,499 |
84.8% |
13,966 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.44 |
136.46 |
126.25 |
|
| R3 |
132.77 |
130.79 |
124.69 |
|
| R2 |
127.10 |
127.10 |
124.17 |
|
| R1 |
125.12 |
125.12 |
123.65 |
126.11 |
| PP |
121.43 |
121.43 |
121.43 |
121.93 |
| S1 |
119.45 |
119.45 |
122.61 |
120.44 |
| S2 |
115.76 |
115.76 |
122.09 |
|
| S3 |
110.09 |
113.78 |
121.57 |
|
| S4 |
104.42 |
108.11 |
120.01 |
|
|
| 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 |
123.42 |
112.91 |
10.51 |
8.5% |
3.56 |
2.9% |
97% |
True |
False |
2,129 |
| 10 |
123.42 |
112.91 |
10.51 |
8.5% |
3.46 |
2.8% |
97% |
True |
False |
2,737 |
| 20 |
129.51 |
112.91 |
16.60 |
13.5% |
3.31 |
2.7% |
62% |
False |
False |
2,931 |
| 40 |
148.17 |
112.91 |
35.26 |
28.6% |
2.66 |
2.2% |
29% |
False |
False |
2,350 |
| 60 |
148.17 |
112.91 |
35.26 |
28.6% |
2.07 |
1.7% |
29% |
False |
False |
1,829 |
| 80 |
148.17 |
108.15 |
40.02 |
32.5% |
1.88 |
1.5% |
37% |
False |
False |
1,563 |
| 100 |
148.17 |
98.97 |
49.20 |
40.0% |
1.52 |
1.2% |
49% |
False |
False |
1,321 |
| 120 |
148.17 |
95.99 |
52.18 |
42.4% |
1.28 |
1.0% |
52% |
False |
False |
1,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.52 |
|
2.618 |
138.26 |
|
1.618 |
132.59 |
|
1.000 |
129.09 |
|
0.618 |
126.92 |
|
HIGH |
123.42 |
|
0.618 |
121.25 |
|
0.500 |
120.59 |
|
0.382 |
119.92 |
|
LOW |
117.75 |
|
0.618 |
114.25 |
|
1.000 |
112.08 |
|
1.618 |
108.58 |
|
2.618 |
102.91 |
|
4.250 |
93.65 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122.28 |
121.52 |
| PP |
121.43 |
119.90 |
| S1 |
120.59 |
118.29 |
|