NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
118.14 |
119.40 |
1.26 |
1.1% |
115.72 |
| High |
120.20 |
121.18 |
0.98 |
0.8% |
123.65 |
| Low |
117.94 |
116.57 |
-1.37 |
-1.2% |
113.16 |
| Close |
119.32 |
117.15 |
-2.17 |
-1.8% |
116.55 |
| Range |
2.26 |
4.61 |
2.35 |
104.0% |
10.49 |
| ATR |
3.59 |
3.66 |
0.07 |
2.0% |
0.00 |
| Volume |
3,290 |
3,151 |
-139 |
-4.2% |
11,451 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.13 |
129.25 |
119.69 |
|
| R3 |
127.52 |
124.64 |
118.42 |
|
| R2 |
122.91 |
122.91 |
118.00 |
|
| R1 |
120.03 |
120.03 |
117.57 |
119.17 |
| PP |
118.30 |
118.30 |
118.30 |
117.87 |
| S1 |
115.42 |
115.42 |
116.73 |
114.56 |
| S2 |
113.69 |
113.69 |
116.30 |
|
| S3 |
109.08 |
110.81 |
115.88 |
|
| S4 |
104.47 |
106.20 |
114.61 |
|
|
| 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 |
7.7% |
4.07 |
3.5% |
28% |
False |
False |
2,879 |
| 10 |
123.65 |
112.91 |
10.74 |
9.2% |
3.81 |
3.3% |
39% |
False |
False |
2,504 |
| 20 |
129.51 |
112.91 |
16.60 |
14.2% |
3.65 |
3.1% |
26% |
False |
False |
3,010 |
| 40 |
148.17 |
112.91 |
35.26 |
30.1% |
3.04 |
2.6% |
12% |
False |
False |
2,552 |
| 60 |
148.17 |
112.91 |
35.26 |
30.1% |
2.39 |
2.0% |
12% |
False |
False |
2,007 |
| 80 |
148.17 |
112.91 |
35.26 |
30.1% |
2.09 |
1.8% |
12% |
False |
False |
1,720 |
| 100 |
148.17 |
104.84 |
43.33 |
37.0% |
1.72 |
1.5% |
28% |
False |
False |
1,450 |
| 120 |
148.17 |
95.99 |
52.18 |
44.5% |
1.45 |
1.2% |
41% |
False |
False |
1,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.77 |
|
2.618 |
133.25 |
|
1.618 |
128.64 |
|
1.000 |
125.79 |
|
0.618 |
124.03 |
|
HIGH |
121.18 |
|
0.618 |
119.42 |
|
0.500 |
118.88 |
|
0.382 |
118.33 |
|
LOW |
116.57 |
|
0.618 |
113.72 |
|
1.000 |
111.96 |
|
1.618 |
109.11 |
|
2.618 |
104.50 |
|
4.250 |
96.98 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.88 |
117.93 |
| PP |
118.30 |
117.67 |
| S1 |
117.73 |
117.41 |
|