NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.29 |
117.50 |
1.21 |
1.0% |
115.72 |
| High |
117.45 |
119.65 |
2.20 |
1.9% |
123.65 |
| Low |
116.05 |
114.68 |
-1.37 |
-1.2% |
113.16 |
| Close |
117.22 |
117.83 |
0.61 |
0.5% |
116.55 |
| Range |
1.40 |
4.97 |
3.57 |
255.0% |
10.49 |
| ATR |
3.58 |
3.68 |
0.10 |
2.8% |
0.00 |
| Volume |
3,511 |
1,441 |
-2,070 |
-59.0% |
11,451 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.30 |
130.03 |
120.56 |
|
| R3 |
127.33 |
125.06 |
119.20 |
|
| R2 |
122.36 |
122.36 |
118.74 |
|
| R1 |
120.09 |
120.09 |
118.29 |
121.23 |
| PP |
117.39 |
117.39 |
117.39 |
117.95 |
| S1 |
115.12 |
115.12 |
117.37 |
116.26 |
| S2 |
112.42 |
112.42 |
116.92 |
|
| S3 |
107.45 |
110.15 |
116.46 |
|
| S4 |
102.48 |
105.18 |
115.10 |
|
|
| 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 |
114.68 |
8.97 |
7.6% |
4.44 |
3.8% |
35% |
False |
True |
2,597 |
| 10 |
123.65 |
112.91 |
10.74 |
9.1% |
3.86 |
3.3% |
46% |
False |
False |
2,401 |
| 20 |
129.51 |
112.91 |
16.60 |
14.1% |
3.71 |
3.1% |
30% |
False |
False |
2,938 |
| 40 |
148.17 |
112.91 |
35.26 |
29.9% |
2.91 |
2.5% |
14% |
False |
False |
2,492 |
| 60 |
148.17 |
112.91 |
35.26 |
29.9% |
2.27 |
1.9% |
14% |
False |
False |
1,922 |
| 80 |
148.17 |
112.91 |
35.26 |
29.9% |
2.04 |
1.7% |
14% |
False |
False |
1,646 |
| 100 |
148.17 |
103.52 |
44.65 |
37.9% |
1.65 |
1.4% |
32% |
False |
False |
1,390 |
| 120 |
148.17 |
95.99 |
52.18 |
44.3% |
1.39 |
1.2% |
42% |
False |
False |
1,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.77 |
|
2.618 |
132.66 |
|
1.618 |
127.69 |
|
1.000 |
124.62 |
|
0.618 |
122.72 |
|
HIGH |
119.65 |
|
0.618 |
117.75 |
|
0.500 |
117.17 |
|
0.382 |
116.58 |
|
LOW |
114.68 |
|
0.618 |
111.61 |
|
1.000 |
109.71 |
|
1.618 |
106.64 |
|
2.618 |
101.67 |
|
4.250 |
93.56 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.61 |
119.17 |
| PP |
117.39 |
118.72 |
| S1 |
117.17 |
118.28 |
|