NYMEX Light Sweet Crude Oil Future March 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 |
120.80 |
119.00 |
-1.80 |
-1.5% |
117.52 |
High |
121.38 |
119.70 |
-1.68 |
-1.4% |
121.38 |
Low |
116.68 |
117.11 |
0.43 |
0.4% |
115.28 |
Close |
117.38 |
117.13 |
-0.25 |
-0.2% |
117.13 |
Range |
4.70 |
2.59 |
-2.11 |
-44.9% |
6.10 |
ATR |
3.28 |
3.23 |
-0.05 |
-1.5% |
0.00 |
Volume |
4,449 |
4,090 |
-359 |
-8.1% |
15,109 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125.75 |
124.03 |
118.55 |
|
R3 |
123.16 |
121.44 |
117.84 |
|
R2 |
120.57 |
120.57 |
117.60 |
|
R1 |
118.85 |
118.85 |
117.37 |
118.42 |
PP |
117.98 |
117.98 |
117.98 |
117.76 |
S1 |
116.26 |
116.26 |
116.89 |
115.83 |
S2 |
115.39 |
115.39 |
116.66 |
|
S3 |
112.80 |
113.67 |
116.42 |
|
S4 |
110.21 |
111.08 |
115.71 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.23 |
132.78 |
120.49 |
|
R3 |
130.13 |
126.68 |
118.81 |
|
R2 |
124.03 |
124.03 |
118.25 |
|
R1 |
120.58 |
120.58 |
117.69 |
119.26 |
PP |
117.93 |
117.93 |
117.93 |
117.27 |
S1 |
114.48 |
114.48 |
116.57 |
113.16 |
S2 |
111.83 |
111.83 |
116.01 |
|
S3 |
105.73 |
108.38 |
115.45 |
|
S4 |
99.63 |
102.28 |
113.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121.38 |
115.28 |
6.10 |
5.2% |
3.09 |
2.6% |
30% |
False |
False |
3,021 |
10 |
123.30 |
113.90 |
9.40 |
8.0% |
2.93 |
2.5% |
34% |
False |
False |
2,492 |
20 |
125.50 |
113.01 |
12.49 |
10.7% |
2.57 |
2.2% |
33% |
False |
False |
2,371 |
40 |
148.35 |
113.01 |
35.34 |
30.2% |
2.55 |
2.2% |
12% |
False |
False |
2,169 |
60 |
148.35 |
113.01 |
35.34 |
30.2% |
1.80 |
1.5% |
12% |
False |
False |
1,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130.71 |
2.618 |
126.48 |
1.618 |
123.89 |
1.000 |
122.29 |
0.618 |
121.30 |
HIGH |
119.70 |
0.618 |
118.71 |
0.500 |
118.41 |
0.382 |
118.10 |
LOW |
117.11 |
0.618 |
115.51 |
1.000 |
114.52 |
1.618 |
112.92 |
2.618 |
110.33 |
4.250 |
106.10 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
118.41 |
119.03 |
PP |
117.98 |
118.40 |
S1 |
117.56 |
117.76 |
|