NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117.52 |
115.28 |
-2.24 |
-1.9% |
116.06 |
| High |
117.82 |
120.08 |
2.26 |
1.9% |
123.30 |
| Low |
116.56 |
115.28 |
-1.28 |
-1.1% |
113.90 |
| Close |
117.54 |
118.08 |
0.54 |
0.5% |
116.83 |
| Range |
1.26 |
4.80 |
3.54 |
281.0% |
9.40 |
| ATR |
3.10 |
3.22 |
0.12 |
3.9% |
0.00 |
| Volume |
2,596 |
1,187 |
-1,409 |
-54.3% |
9,817 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.21 |
129.95 |
120.72 |
|
| R3 |
127.41 |
125.15 |
119.40 |
|
| R2 |
122.61 |
122.61 |
118.96 |
|
| R1 |
120.35 |
120.35 |
118.52 |
121.48 |
| PP |
117.81 |
117.81 |
117.81 |
118.38 |
| S1 |
115.55 |
115.55 |
117.64 |
116.68 |
| S2 |
113.01 |
113.01 |
117.20 |
|
| S3 |
108.21 |
110.75 |
116.76 |
|
| S4 |
103.41 |
105.95 |
115.44 |
|
|
| 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 |
114.65 |
8.65 |
7.3% |
2.86 |
2.4% |
40% |
False |
False |
2,062 |
| 10 |
123.30 |
113.01 |
10.29 |
8.7% |
2.82 |
2.4% |
49% |
False |
False |
2,015 |
| 20 |
128.22 |
113.01 |
15.21 |
12.9% |
2.67 |
2.3% |
33% |
False |
False |
2,087 |
| 40 |
148.35 |
113.01 |
35.34 |
29.9% |
2.35 |
2.0% |
14% |
False |
False |
1,972 |
| 60 |
148.35 |
113.01 |
35.34 |
29.9% |
1.67 |
1.4% |
14% |
False |
False |
1,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.48 |
|
2.618 |
132.65 |
|
1.618 |
127.85 |
|
1.000 |
124.88 |
|
0.618 |
123.05 |
|
HIGH |
120.08 |
|
0.618 |
118.25 |
|
0.500 |
117.68 |
|
0.382 |
117.11 |
|
LOW |
115.28 |
|
0.618 |
112.31 |
|
1.000 |
110.48 |
|
1.618 |
107.51 |
|
2.618 |
102.71 |
|
4.250 |
94.88 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.95 |
118.59 |
| PP |
117.81 |
118.42 |
| S1 |
117.68 |
118.25 |
|