NYMEX Light Sweet Crude Oil Future April 2009
Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
119.10 |
119.55 |
0.45 |
0.4% |
115.45 |
High |
119.10 |
119.55 |
0.45 |
0.4% |
123.58 |
Low |
119.10 |
117.55 |
-1.55 |
-1.3% |
114.80 |
Close |
119.67 |
117.56 |
-2.11 |
-1.8% |
117.02 |
Range |
0.00 |
2.00 |
2.00 |
|
8.78 |
ATR |
1.85 |
1.87 |
0.02 |
1.0% |
0.00 |
Volume |
1,166 |
1,226 |
60 |
5.1% |
5,078 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124.22 |
122.89 |
118.66 |
|
R3 |
122.22 |
120.89 |
118.11 |
|
R2 |
120.22 |
120.22 |
117.93 |
|
R1 |
118.89 |
118.89 |
117.74 |
118.56 |
PP |
118.22 |
118.22 |
118.22 |
118.05 |
S1 |
116.89 |
116.89 |
117.38 |
116.56 |
S2 |
116.22 |
116.22 |
117.19 |
|
S3 |
114.22 |
114.89 |
117.01 |
|
S4 |
112.22 |
112.89 |
116.46 |
|
|
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 |
121.19 |
117.55 |
3.64 |
3.1% |
0.80 |
0.7% |
0% |
False |
True |
947 |
10 |
123.58 |
114.80 |
8.78 |
7.5% |
0.59 |
0.5% |
31% |
False |
False |
1,014 |
20 |
126.60 |
114.31 |
12.29 |
10.5% |
0.53 |
0.5% |
26% |
False |
False |
979 |
40 |
146.86 |
114.31 |
32.55 |
27.7% |
0.36 |
0.3% |
10% |
False |
False |
1,030 |
60 |
146.86 |
114.31 |
32.55 |
27.7% |
0.25 |
0.2% |
10% |
False |
False |
798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128.05 |
2.618 |
124.79 |
1.618 |
122.79 |
1.000 |
121.55 |
0.618 |
120.79 |
HIGH |
119.55 |
0.618 |
118.79 |
0.500 |
118.55 |
0.382 |
118.31 |
LOW |
117.55 |
0.618 |
116.31 |
1.000 |
115.55 |
1.618 |
114.31 |
2.618 |
112.31 |
4.250 |
109.05 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
118.55 |
118.55 |
PP |
118.22 |
118.22 |
S1 |
117.89 |
117.89 |
|