NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.50 |
118.14 |
0.64 |
0.5% |
115.72 |
| High |
119.65 |
120.20 |
0.55 |
0.5% |
123.65 |
| Low |
114.68 |
117.94 |
3.26 |
2.8% |
113.16 |
| Close |
117.83 |
119.32 |
1.49 |
1.3% |
116.55 |
| Range |
4.97 |
2.26 |
-2.71 |
-54.5% |
10.49 |
| ATR |
3.68 |
3.59 |
-0.09 |
-2.5% |
0.00 |
| Volume |
1,441 |
3,290 |
1,849 |
128.3% |
11,451 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.93 |
124.89 |
120.56 |
|
| R3 |
123.67 |
122.63 |
119.94 |
|
| R2 |
121.41 |
121.41 |
119.73 |
|
| R1 |
120.37 |
120.37 |
119.53 |
120.89 |
| PP |
119.15 |
119.15 |
119.15 |
119.42 |
| S1 |
118.11 |
118.11 |
119.11 |
118.63 |
| S2 |
116.89 |
116.89 |
118.91 |
|
| S3 |
114.63 |
115.85 |
118.70 |
|
| S4 |
112.37 |
113.59 |
118.08 |
|
|
| 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 |
7.5% |
4.28 |
3.6% |
52% |
False |
False |
2,902 |
| 10 |
123.65 |
112.91 |
10.74 |
9.0% |
3.73 |
3.1% |
60% |
False |
False |
2,318 |
| 20 |
129.51 |
112.91 |
16.60 |
13.9% |
3.56 |
3.0% |
39% |
False |
False |
3,017 |
| 40 |
148.17 |
112.91 |
35.26 |
29.6% |
2.93 |
2.5% |
18% |
False |
False |
2,518 |
| 60 |
148.17 |
112.91 |
35.26 |
29.6% |
2.31 |
1.9% |
18% |
False |
False |
1,964 |
| 80 |
148.17 |
112.91 |
35.26 |
29.6% |
2.06 |
1.7% |
18% |
False |
False |
1,686 |
| 100 |
148.17 |
104.84 |
43.33 |
36.3% |
1.67 |
1.4% |
33% |
False |
False |
1,422 |
| 120 |
148.17 |
95.99 |
52.18 |
43.7% |
1.41 |
1.2% |
45% |
False |
False |
1,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129.81 |
|
2.618 |
126.12 |
|
1.618 |
123.86 |
|
1.000 |
122.46 |
|
0.618 |
121.60 |
|
HIGH |
120.20 |
|
0.618 |
119.34 |
|
0.500 |
119.07 |
|
0.382 |
118.80 |
|
LOW |
117.94 |
|
0.618 |
116.54 |
|
1.000 |
115.68 |
|
1.618 |
114.28 |
|
2.618 |
112.02 |
|
4.250 |
108.34 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.24 |
118.69 |
| PP |
119.15 |
118.07 |
| S1 |
119.07 |
117.44 |
|