NYMEX Light Sweet Crude Oil Future March 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 |
121.10 |
121.90 |
0.80 |
0.7% |
116.06 |
| High |
123.30 |
121.90 |
-1.40 |
-1.1% |
123.30 |
| Low |
121.10 |
118.73 |
-2.37 |
-2.0% |
113.90 |
| Close |
123.40 |
116.83 |
-6.57 |
-5.3% |
116.83 |
| Range |
2.20 |
3.17 |
0.97 |
44.1% |
9.40 |
| ATR |
3.14 |
3.24 |
0.11 |
3.5% |
0.00 |
| Volume |
2,633 |
2,339 |
-294 |
-11.2% |
9,817 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.66 |
125.92 |
118.57 |
|
| R3 |
125.49 |
122.75 |
117.70 |
|
| R2 |
122.32 |
122.32 |
117.41 |
|
| R1 |
119.58 |
119.58 |
117.12 |
119.37 |
| PP |
119.15 |
119.15 |
119.15 |
119.05 |
| S1 |
116.41 |
116.41 |
116.54 |
116.20 |
| S2 |
115.98 |
115.98 |
116.25 |
|
| S3 |
112.81 |
113.24 |
115.96 |
|
| S4 |
109.64 |
110.07 |
115.09 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.21 |
140.92 |
122.00 |
|
| R3 |
136.81 |
131.52 |
119.42 |
|
| R2 |
127.41 |
127.41 |
118.55 |
|
| R1 |
122.12 |
122.12 |
117.69 |
124.77 |
| PP |
118.01 |
118.01 |
118.01 |
119.33 |
| S1 |
112.72 |
112.72 |
115.97 |
115.37 |
| S2 |
108.61 |
108.61 |
115.11 |
|
| S3 |
99.21 |
103.32 |
114.25 |
|
| S4 |
89.81 |
93.92 |
111.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123.30 |
113.90 |
9.40 |
8.0% |
2.77 |
2.4% |
31% |
False |
False |
1,963 |
| 10 |
123.30 |
113.01 |
10.29 |
8.8% |
2.62 |
2.2% |
37% |
False |
False |
1,947 |
| 20 |
128.22 |
113.01 |
15.21 |
13.0% |
2.50 |
2.1% |
25% |
False |
False |
2,120 |
| 40 |
148.35 |
113.01 |
35.34 |
30.2% |
2.20 |
1.9% |
11% |
False |
False |
1,912 |
| 60 |
148.35 |
113.01 |
35.34 |
30.2% |
1.59 |
1.4% |
11% |
False |
False |
1,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.37 |
|
2.618 |
130.20 |
|
1.618 |
127.03 |
|
1.000 |
125.07 |
|
0.618 |
123.86 |
|
HIGH |
121.90 |
|
0.618 |
120.69 |
|
0.500 |
120.32 |
|
0.382 |
119.94 |
|
LOW |
118.73 |
|
0.618 |
116.77 |
|
1.000 |
115.56 |
|
1.618 |
113.60 |
|
2.618 |
110.43 |
|
4.250 |
105.26 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.32 |
118.98 |
| PP |
119.15 |
118.26 |
| S1 |
117.99 |
117.55 |
|