NYMEX Light Sweet Crude Oil Future April 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 |
123.58 |
121.19 |
-2.39 |
-1.9% |
115.45 |
High |
123.58 |
121.19 |
-2.39 |
-1.9% |
123.58 |
Low |
123.58 |
120.47 |
-3.11 |
-2.5% |
114.80 |
Close |
123.58 |
117.02 |
-6.56 |
-5.3% |
117.02 |
Range |
0.00 |
0.72 |
0.72 |
|
8.78 |
ATR |
1.98 |
2.06 |
0.08 |
4.1% |
0.00 |
Volume |
1,582 |
717 |
-865 |
-54.7% |
5,078 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121.72 |
120.09 |
117.42 |
|
R3 |
121.00 |
119.37 |
117.22 |
|
R2 |
120.28 |
120.28 |
117.15 |
|
R1 |
118.65 |
118.65 |
117.09 |
119.11 |
PP |
119.56 |
119.56 |
119.56 |
119.79 |
S1 |
117.93 |
117.93 |
116.95 |
118.39 |
S2 |
118.84 |
118.84 |
116.89 |
|
S3 |
118.12 |
117.21 |
116.82 |
|
S4 |
117.40 |
116.49 |
116.62 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.81 |
139.69 |
121.85 |
|
R3 |
136.03 |
130.91 |
119.43 |
|
R2 |
127.25 |
127.25 |
118.63 |
|
R1 |
122.13 |
122.13 |
117.82 |
124.69 |
PP |
118.47 |
118.47 |
118.47 |
119.75 |
S1 |
113.35 |
113.35 |
116.22 |
115.91 |
S2 |
109.69 |
109.69 |
115.41 |
|
S3 |
100.91 |
104.57 |
114.61 |
|
S4 |
92.13 |
95.79 |
112.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123.58 |
114.80 |
8.78 |
7.5% |
0.42 |
0.4% |
25% |
False |
False |
1,015 |
10 |
123.58 |
114.31 |
9.27 |
7.9% |
0.70 |
0.6% |
29% |
False |
False |
967 |
20 |
126.60 |
114.31 |
12.29 |
10.5% |
0.39 |
0.3% |
22% |
False |
False |
1,018 |
40 |
146.86 |
114.31 |
32.55 |
27.8% |
0.28 |
0.2% |
8% |
False |
False |
971 |
60 |
146.86 |
114.31 |
32.55 |
27.8% |
0.26 |
0.2% |
8% |
False |
False |
755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.25 |
2.618 |
123.07 |
1.618 |
122.35 |
1.000 |
121.91 |
0.618 |
121.63 |
HIGH |
121.19 |
0.618 |
120.91 |
0.500 |
120.83 |
0.382 |
120.75 |
LOW |
120.47 |
0.618 |
120.03 |
1.000 |
119.75 |
1.618 |
119.31 |
2.618 |
118.59 |
4.250 |
117.41 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
120.83 |
119.49 |
PP |
119.56 |
118.67 |
S1 |
118.29 |
117.84 |
|