NYMEX Light Sweet Crude Oil Future April 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 |
117.77 |
119.20 |
1.43 |
1.2% |
115.45 |
High |
117.77 |
119.20 |
1.43 |
1.2% |
123.58 |
Low |
117.77 |
117.90 |
0.13 |
0.1% |
114.80 |
Close |
117.77 |
118.26 |
0.49 |
0.4% |
117.02 |
Range |
0.00 |
1.30 |
1.30 |
|
8.78 |
ATR |
1.97 |
1.93 |
-0.04 |
-2.0% |
0.00 |
Volume |
1,176 |
450 |
-726 |
-61.7% |
5,078 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122.35 |
121.61 |
118.98 |
|
R3 |
121.05 |
120.31 |
118.62 |
|
R2 |
119.75 |
119.75 |
118.50 |
|
R1 |
119.01 |
119.01 |
118.38 |
118.73 |
PP |
118.45 |
118.45 |
118.45 |
118.32 |
S1 |
117.71 |
117.71 |
118.14 |
117.43 |
S2 |
117.15 |
117.15 |
118.02 |
|
S3 |
115.85 |
116.41 |
117.90 |
|
S4 |
114.55 |
115.11 |
117.55 |
|
|
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 |
115.40 |
8.18 |
6.9% |
0.48 |
0.4% |
35% |
False |
False |
1,096 |
10 |
123.58 |
114.50 |
9.08 |
7.7% |
0.62 |
0.5% |
41% |
False |
False |
994 |
20 |
126.60 |
114.31 |
12.29 |
10.4% |
0.44 |
0.4% |
32% |
False |
False |
975 |
40 |
146.86 |
114.31 |
32.55 |
27.5% |
0.31 |
0.3% |
12% |
False |
False |
991 |
60 |
146.86 |
114.31 |
32.55 |
27.5% |
0.29 |
0.2% |
12% |
False |
False |
779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124.73 |
2.618 |
122.60 |
1.618 |
121.30 |
1.000 |
120.50 |
0.618 |
120.00 |
HIGH |
119.20 |
0.618 |
118.70 |
0.500 |
118.55 |
0.382 |
118.40 |
LOW |
117.90 |
0.618 |
117.10 |
1.000 |
116.60 |
1.618 |
115.80 |
2.618 |
114.50 |
4.250 |
112.38 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
118.55 |
119.48 |
PP |
118.45 |
119.07 |
S1 |
118.36 |
118.67 |
|