NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114.53 |
113.09 |
-1.44 |
-1.3% |
125.98 |
| High |
115.95 |
117.46 |
1.51 |
1.3% |
126.35 |
| Low |
112.31 |
112.87 |
0.56 |
0.5% |
114.62 |
| Close |
113.01 |
116.00 |
2.99 |
2.6% |
115.20 |
| Range |
3.64 |
4.59 |
0.95 |
26.1% |
11.73 |
| ATR |
4.83 |
4.81 |
-0.02 |
-0.3% |
0.00 |
| Volume |
295,334 |
303,791 |
8,457 |
2.9% |
1,500,146 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.21 |
127.20 |
118.52 |
|
| R3 |
124.62 |
122.61 |
117.26 |
|
| R2 |
120.03 |
120.03 |
116.84 |
|
| R1 |
118.02 |
118.02 |
116.42 |
119.03 |
| PP |
115.44 |
115.44 |
115.44 |
115.95 |
| S1 |
113.43 |
113.43 |
115.58 |
114.44 |
| S2 |
110.85 |
110.85 |
115.16 |
|
| S3 |
106.26 |
108.84 |
114.74 |
|
| S4 |
101.67 |
104.25 |
113.48 |
|
|
| 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 |
8.2% |
4.35 |
3.7% |
39% |
False |
False |
301,730 |
| 10 |
128.60 |
112.31 |
16.29 |
14.0% |
4.69 |
4.0% |
23% |
False |
False |
298,651 |
| 20 |
137.43 |
112.31 |
25.12 |
21.7% |
4.73 |
4.1% |
15% |
False |
False |
264,443 |
| 40 |
147.90 |
112.31 |
35.59 |
30.7% |
4.95 |
4.3% |
10% |
False |
False |
175,241 |
| 60 |
147.90 |
112.31 |
35.59 |
30.7% |
4.99 |
4.3% |
10% |
False |
False |
136,577 |
| 80 |
147.90 |
108.40 |
39.50 |
34.1% |
4.56 |
3.9% |
19% |
False |
False |
107,155 |
| 100 |
147.90 |
97.93 |
49.97 |
43.1% |
4.20 |
3.6% |
36% |
False |
False |
87,494 |
| 120 |
147.90 |
96.72 |
51.18 |
44.1% |
3.95 |
3.4% |
38% |
False |
False |
74,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.97 |
|
2.618 |
129.48 |
|
1.618 |
124.89 |
|
1.000 |
122.05 |
|
0.618 |
120.30 |
|
HIGH |
117.46 |
|
0.618 |
115.71 |
|
0.500 |
115.17 |
|
0.382 |
114.62 |
|
LOW |
112.87 |
|
0.618 |
110.03 |
|
1.000 |
108.28 |
|
1.618 |
105.44 |
|
2.618 |
100.85 |
|
4.250 |
93.36 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.72 |
115.63 |
| PP |
115.44 |
115.26 |
| S1 |
115.17 |
114.89 |
|