NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.40 |
117.70 |
-1.70 |
-1.4% |
116.29 |
| High |
121.18 |
119.70 |
-1.48 |
-1.2% |
121.18 |
| Low |
116.57 |
116.94 |
0.37 |
0.3% |
114.68 |
| Close |
117.15 |
116.94 |
-0.21 |
-0.2% |
116.94 |
| Range |
4.61 |
2.76 |
-1.85 |
-40.1% |
6.50 |
| ATR |
3.66 |
3.59 |
-0.06 |
-1.8% |
0.00 |
| Volume |
3,151 |
4,864 |
1,713 |
54.4% |
16,257 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.14 |
124.30 |
118.46 |
|
| R3 |
123.38 |
121.54 |
117.70 |
|
| R2 |
120.62 |
120.62 |
117.45 |
|
| R1 |
118.78 |
118.78 |
117.19 |
118.32 |
| PP |
117.86 |
117.86 |
117.86 |
117.63 |
| S1 |
116.02 |
116.02 |
116.69 |
115.56 |
| S2 |
115.10 |
115.10 |
116.43 |
|
| S3 |
112.34 |
113.26 |
116.18 |
|
| S4 |
109.58 |
110.50 |
115.42 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.10 |
133.52 |
120.52 |
|
| R3 |
130.60 |
127.02 |
118.73 |
|
| R2 |
124.10 |
124.10 |
118.13 |
|
| R1 |
120.52 |
120.52 |
117.54 |
122.31 |
| PP |
117.60 |
117.60 |
117.60 |
118.50 |
| S1 |
114.02 |
114.02 |
116.34 |
115.81 |
| S2 |
111.10 |
111.10 |
115.75 |
|
| S3 |
104.60 |
107.52 |
115.15 |
|
| S4 |
98.10 |
101.02 |
113.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.18 |
114.68 |
6.50 |
5.6% |
3.20 |
2.7% |
35% |
False |
False |
3,251 |
| 10 |
123.65 |
113.16 |
10.49 |
9.0% |
3.84 |
3.3% |
36% |
False |
False |
2,770 |
| 20 |
127.89 |
112.91 |
14.98 |
12.8% |
3.51 |
3.0% |
27% |
False |
False |
3,103 |
| 40 |
148.17 |
112.91 |
35.26 |
30.2% |
3.11 |
2.7% |
11% |
False |
False |
2,628 |
| 60 |
148.17 |
112.91 |
35.26 |
30.2% |
2.40 |
2.1% |
11% |
False |
False |
2,082 |
| 80 |
148.17 |
112.91 |
35.26 |
30.2% |
2.10 |
1.8% |
11% |
False |
False |
1,763 |
| 100 |
148.17 |
105.34 |
42.83 |
36.6% |
1.75 |
1.5% |
27% |
False |
False |
1,496 |
| 120 |
148.17 |
95.99 |
52.18 |
44.6% |
1.47 |
1.3% |
40% |
False |
False |
1,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.43 |
|
2.618 |
126.93 |
|
1.618 |
124.17 |
|
1.000 |
122.46 |
|
0.618 |
121.41 |
|
HIGH |
119.70 |
|
0.618 |
118.65 |
|
0.500 |
118.32 |
|
0.382 |
117.99 |
|
LOW |
116.94 |
|
0.618 |
115.23 |
|
1.000 |
114.18 |
|
1.618 |
112.47 |
|
2.618 |
109.71 |
|
4.250 |
105.21 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.32 |
118.88 |
| PP |
117.86 |
118.23 |
| S1 |
117.40 |
117.59 |
|