NYMEX Light Sweet Crude Oil Future April 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 |
119.55 |
120.30 |
0.75 |
0.6% |
117.77 |
High |
119.55 |
120.30 |
0.75 |
0.6% |
120.30 |
Low |
117.55 |
117.40 |
-0.15 |
-0.1% |
117.40 |
Close |
117.56 |
117.27 |
-0.29 |
-0.2% |
117.27 |
Range |
2.00 |
2.90 |
0.90 |
45.0% |
2.90 |
ATR |
1.87 |
1.94 |
0.07 |
3.9% |
0.00 |
Volume |
1,226 |
1,350 |
124 |
10.1% |
5,368 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.02 |
125.05 |
118.87 |
|
R3 |
124.12 |
122.15 |
118.07 |
|
R2 |
121.22 |
121.22 |
117.80 |
|
R1 |
119.25 |
119.25 |
117.54 |
118.79 |
PP |
118.32 |
118.32 |
118.32 |
118.09 |
S1 |
116.35 |
116.35 |
117.00 |
115.89 |
S2 |
115.42 |
115.42 |
116.74 |
|
S3 |
112.52 |
113.45 |
116.47 |
|
S4 |
109.62 |
110.55 |
115.68 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.02 |
125.05 |
118.87 |
|
R3 |
124.12 |
122.15 |
118.07 |
|
R2 |
121.22 |
121.22 |
117.80 |
|
R1 |
119.25 |
119.25 |
117.54 |
118.79 |
PP |
118.32 |
118.32 |
118.32 |
118.09 |
S1 |
116.35 |
116.35 |
117.00 |
115.89 |
S2 |
115.42 |
115.42 |
116.74 |
|
S3 |
112.52 |
113.45 |
116.47 |
|
S4 |
109.62 |
110.55 |
115.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120.30 |
117.40 |
2.90 |
2.5% |
1.24 |
1.1% |
-4% |
True |
True |
1,073 |
10 |
123.58 |
114.80 |
8.78 |
7.5% |
0.83 |
0.7% |
28% |
False |
False |
1,044 |
20 |
123.58 |
114.31 |
9.27 |
7.9% |
0.68 |
0.6% |
32% |
False |
False |
1,004 |
40 |
146.86 |
114.31 |
32.55 |
27.8% |
0.44 |
0.4% |
9% |
False |
False |
1,052 |
60 |
146.86 |
114.31 |
32.55 |
27.8% |
0.29 |
0.3% |
9% |
False |
False |
811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132.63 |
2.618 |
127.89 |
1.618 |
124.99 |
1.000 |
123.20 |
0.618 |
122.09 |
HIGH |
120.30 |
0.618 |
119.19 |
0.500 |
118.85 |
0.382 |
118.51 |
LOW |
117.40 |
0.618 |
115.61 |
1.000 |
114.50 |
1.618 |
112.71 |
2.618 |
109.81 |
4.250 |
105.08 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
118.85 |
118.85 |
PP |
118.32 |
118.32 |
S1 |
117.80 |
117.80 |
|