NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
119.20 |
119.10 |
-0.10 |
-0.1% |
115.45 |
High |
119.20 |
119.10 |
-0.10 |
-0.1% |
123.58 |
Low |
117.90 |
119.10 |
1.20 |
1.0% |
114.80 |
Close |
118.26 |
119.67 |
1.41 |
1.2% |
117.02 |
Range |
1.30 |
0.00 |
-1.30 |
-100.0% |
8.78 |
ATR |
1.93 |
1.85 |
-0.08 |
-4.0% |
0.00 |
Volume |
450 |
1,166 |
716 |
159.1% |
5,078 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119.29 |
119.48 |
119.67 |
|
R3 |
119.29 |
119.48 |
119.67 |
|
R2 |
119.29 |
119.29 |
119.67 |
|
R1 |
119.48 |
119.48 |
119.67 |
119.39 |
PP |
119.29 |
119.29 |
119.29 |
119.24 |
S1 |
119.48 |
119.48 |
119.67 |
119.39 |
S2 |
119.29 |
119.29 |
119.67 |
|
S3 |
119.29 |
119.48 |
119.67 |
|
S4 |
119.29 |
119.48 |
119.67 |
|
|
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 |
117.77 |
5.81 |
4.9% |
0.40 |
0.3% |
33% |
False |
False |
1,018 |
10 |
123.58 |
114.80 |
8.78 |
7.3% |
0.40 |
0.3% |
55% |
False |
False |
988 |
20 |
126.60 |
114.31 |
12.29 |
10.3% |
0.43 |
0.4% |
44% |
False |
False |
999 |
40 |
146.86 |
114.31 |
32.55 |
27.2% |
0.31 |
0.3% |
16% |
False |
False |
1,011 |
60 |
146.86 |
114.31 |
32.55 |
27.2% |
0.29 |
0.2% |
16% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119.10 |
2.618 |
119.10 |
1.618 |
119.10 |
1.000 |
119.10 |
0.618 |
119.10 |
HIGH |
119.10 |
0.618 |
119.10 |
0.500 |
119.10 |
0.382 |
119.10 |
LOW |
119.10 |
0.618 |
119.10 |
1.000 |
119.10 |
1.618 |
119.10 |
2.618 |
119.10 |
4.250 |
119.10 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
119.48 |
119.28 |
PP |
119.29 |
118.88 |
S1 |
119.10 |
118.49 |
|