NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118.08 |
123.00 |
4.92 |
4.2% |
115.72 |
| High |
123.42 |
123.65 |
0.23 |
0.2% |
123.65 |
| Low |
117.75 |
116.55 |
-1.20 |
-1.0% |
113.16 |
| Close |
123.13 |
116.55 |
-6.58 |
-5.3% |
116.55 |
| Range |
5.67 |
7.10 |
1.43 |
25.2% |
10.49 |
| ATR |
3.49 |
3.75 |
0.26 |
7.4% |
0.00 |
| Volume |
3,267 |
3,002 |
-265 |
-8.1% |
11,451 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.22 |
135.48 |
120.46 |
|
| R3 |
133.12 |
128.38 |
118.50 |
|
| R2 |
126.02 |
126.02 |
117.85 |
|
| R1 |
121.28 |
121.28 |
117.20 |
120.10 |
| PP |
118.92 |
118.92 |
118.92 |
118.33 |
| S1 |
114.18 |
114.18 |
115.90 |
113.00 |
| S2 |
111.82 |
111.82 |
115.25 |
|
| S3 |
104.72 |
107.08 |
114.60 |
|
| S4 |
97.62 |
99.98 |
112.65 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.26 |
143.39 |
122.32 |
|
| R3 |
138.77 |
132.90 |
119.43 |
|
| R2 |
128.28 |
128.28 |
118.47 |
|
| R1 |
122.41 |
122.41 |
117.51 |
125.35 |
| PP |
117.79 |
117.79 |
117.79 |
119.25 |
| S1 |
111.92 |
111.92 |
115.59 |
114.86 |
| S2 |
107.30 |
107.30 |
114.63 |
|
| S3 |
96.81 |
101.43 |
113.67 |
|
| S4 |
86.32 |
90.94 |
110.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.65 |
113.16 |
10.49 |
9.0% |
4.48 |
3.8% |
32% |
True |
False |
2,290 |
| 10 |
123.65 |
112.91 |
10.74 |
9.2% |
3.82 |
3.3% |
34% |
True |
False |
2,541 |
| 20 |
129.51 |
112.91 |
16.60 |
14.2% |
3.66 |
3.1% |
22% |
False |
False |
2,892 |
| 40 |
148.17 |
112.91 |
35.26 |
30.3% |
2.76 |
2.4% |
10% |
False |
False |
2,408 |
| 60 |
148.17 |
112.91 |
35.26 |
30.3% |
2.18 |
1.9% |
10% |
False |
False |
1,866 |
| 80 |
148.17 |
111.50 |
36.67 |
31.5% |
1.96 |
1.7% |
14% |
False |
False |
1,593 |
| 100 |
148.17 |
101.15 |
47.02 |
40.3% |
1.59 |
1.4% |
33% |
False |
False |
1,347 |
| 120 |
148.17 |
95.99 |
52.18 |
44.8% |
1.34 |
1.1% |
39% |
False |
False |
1,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.83 |
|
2.618 |
142.24 |
|
1.618 |
135.14 |
|
1.000 |
130.75 |
|
0.618 |
128.04 |
|
HIGH |
123.65 |
|
0.618 |
120.94 |
|
0.500 |
120.10 |
|
0.382 |
119.26 |
|
LOW |
116.55 |
|
0.618 |
112.16 |
|
1.000 |
109.45 |
|
1.618 |
105.06 |
|
2.618 |
97.96 |
|
4.250 |
86.38 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.10 |
119.19 |
| PP |
118.92 |
118.31 |
| S1 |
117.73 |
117.43 |
|