NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115.20 |
114.53 |
-0.67 |
-0.6% |
125.98 |
| High |
116.90 |
115.95 |
-0.95 |
-0.8% |
126.35 |
| Low |
112.72 |
112.31 |
-0.41 |
-0.4% |
114.62 |
| Close |
114.45 |
113.01 |
-1.44 |
-1.3% |
115.20 |
| Range |
4.18 |
3.64 |
-0.54 |
-12.9% |
11.73 |
| ATR |
4.92 |
4.83 |
-0.09 |
-1.9% |
0.00 |
| Volume |
297,330 |
295,334 |
-1,996 |
-0.7% |
1,500,146 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.68 |
122.48 |
115.01 |
|
| R3 |
121.04 |
118.84 |
114.01 |
|
| R2 |
117.40 |
117.40 |
113.68 |
|
| R1 |
115.20 |
115.20 |
113.34 |
114.48 |
| PP |
113.76 |
113.76 |
113.76 |
113.40 |
| S1 |
111.56 |
111.56 |
112.68 |
110.84 |
| S2 |
110.12 |
110.12 |
112.34 |
|
| S3 |
106.48 |
107.92 |
112.01 |
|
| S4 |
102.84 |
104.28 |
111.01 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.91 |
146.29 |
121.65 |
|
| R3 |
142.18 |
134.56 |
118.43 |
|
| R2 |
130.45 |
130.45 |
117.35 |
|
| R1 |
122.83 |
122.83 |
116.28 |
120.78 |
| PP |
118.72 |
118.72 |
118.72 |
117.70 |
| S1 |
111.10 |
111.10 |
114.12 |
109.05 |
| S2 |
106.99 |
106.99 |
113.05 |
|
| S3 |
95.26 |
99.37 |
111.97 |
|
| S4 |
83.53 |
87.64 |
108.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121.78 |
112.31 |
9.47 |
8.4% |
4.11 |
3.6% |
7% |
False |
True |
304,290 |
| 10 |
128.60 |
112.31 |
16.29 |
14.4% |
4.89 |
4.3% |
4% |
False |
True |
294,626 |
| 20 |
139.91 |
112.31 |
27.60 |
24.4% |
4.86 |
4.3% |
3% |
False |
True |
257,095 |
| 40 |
147.90 |
112.31 |
35.59 |
31.5% |
4.92 |
4.4% |
2% |
False |
True |
169,217 |
| 60 |
147.90 |
112.31 |
35.59 |
31.5% |
4.96 |
4.4% |
2% |
False |
True |
131,944 |
| 80 |
147.90 |
108.40 |
39.50 |
35.0% |
4.54 |
4.0% |
12% |
False |
False |
103,453 |
| 100 |
147.90 |
97.83 |
50.07 |
44.3% |
4.18 |
3.7% |
30% |
False |
False |
84,493 |
| 120 |
147.90 |
96.72 |
51.18 |
45.3% |
3.92 |
3.5% |
32% |
False |
False |
71,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.42 |
|
2.618 |
125.48 |
|
1.618 |
121.84 |
|
1.000 |
119.59 |
|
0.618 |
118.20 |
|
HIGH |
115.95 |
|
0.618 |
114.56 |
|
0.500 |
114.13 |
|
0.382 |
113.70 |
|
LOW |
112.31 |
|
0.618 |
110.06 |
|
1.000 |
108.67 |
|
1.618 |
106.42 |
|
2.618 |
102.78 |
|
4.250 |
96.84 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.13 |
116.20 |
| PP |
113.76 |
115.13 |
| S1 |
113.38 |
114.07 |
|