NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
121.90 |
117.52 |
-4.38 |
-3.6% |
116.06 |
| High |
121.90 |
117.82 |
-4.08 |
-3.3% |
123.30 |
| Low |
118.73 |
116.56 |
-2.17 |
-1.8% |
113.90 |
| Close |
116.83 |
117.54 |
0.71 |
0.6% |
116.83 |
| Range |
3.17 |
1.26 |
-1.91 |
-60.3% |
9.40 |
| ATR |
3.24 |
3.10 |
-0.14 |
-4.4% |
0.00 |
| Volume |
2,339 |
2,596 |
257 |
11.0% |
9,817 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121.09 |
120.57 |
118.23 |
|
| R3 |
119.83 |
119.31 |
117.89 |
|
| R2 |
118.57 |
118.57 |
117.77 |
|
| R1 |
118.05 |
118.05 |
117.66 |
118.31 |
| PP |
117.31 |
117.31 |
117.31 |
117.44 |
| S1 |
116.79 |
116.79 |
117.42 |
117.05 |
| S2 |
116.05 |
116.05 |
117.31 |
|
| S3 |
114.79 |
115.53 |
117.19 |
|
| S4 |
113.53 |
114.27 |
116.85 |
|
|
| 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 |
114.17 |
9.13 |
7.8% |
2.51 |
2.1% |
37% |
False |
False |
2,092 |
| 10 |
123.30 |
113.01 |
10.29 |
8.8% |
2.55 |
2.2% |
44% |
False |
False |
1,988 |
| 20 |
128.22 |
113.01 |
15.21 |
12.9% |
2.48 |
2.1% |
30% |
False |
False |
2,087 |
| 40 |
148.35 |
113.01 |
35.34 |
30.1% |
2.23 |
1.9% |
13% |
False |
False |
1,960 |
| 60 |
148.35 |
113.01 |
35.34 |
30.1% |
1.61 |
1.4% |
13% |
False |
False |
1,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123.18 |
|
2.618 |
121.12 |
|
1.618 |
119.86 |
|
1.000 |
119.08 |
|
0.618 |
118.60 |
|
HIGH |
117.82 |
|
0.618 |
117.34 |
|
0.500 |
117.19 |
|
0.382 |
117.04 |
|
LOW |
116.56 |
|
0.618 |
115.78 |
|
1.000 |
115.30 |
|
1.618 |
114.52 |
|
2.618 |
113.26 |
|
4.250 |
111.21 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.42 |
119.93 |
| PP |
117.31 |
119.13 |
| S1 |
117.19 |
118.34 |
|