NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113.09 |
116.39 |
3.30 |
2.9% |
125.98 |
| High |
117.46 |
117.42 |
-0.04 |
0.0% |
126.35 |
| Low |
112.87 |
112.59 |
-0.28 |
-0.2% |
114.62 |
| Close |
116.00 |
115.01 |
-0.99 |
-0.9% |
115.20 |
| Range |
4.59 |
4.83 |
0.24 |
5.2% |
11.73 |
| ATR |
4.81 |
4.81 |
0.00 |
0.0% |
0.00 |
| Volume |
303,791 |
322,967 |
19,176 |
6.3% |
1,500,146 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.50 |
127.08 |
117.67 |
|
| R3 |
124.67 |
122.25 |
116.34 |
|
| R2 |
119.84 |
119.84 |
115.90 |
|
| R1 |
117.42 |
117.42 |
115.45 |
116.22 |
| PP |
115.01 |
115.01 |
115.01 |
114.40 |
| S1 |
112.59 |
112.59 |
114.57 |
111.39 |
| S2 |
110.18 |
110.18 |
114.12 |
|
| S3 |
105.35 |
107.76 |
113.68 |
|
| S4 |
100.52 |
102.93 |
112.35 |
|
|
| 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 |
120.08 |
112.31 |
7.77 |
6.8% |
4.54 |
3.9% |
35% |
False |
False |
304,725 |
| 10 |
128.60 |
112.31 |
16.29 |
14.2% |
4.65 |
4.0% |
17% |
False |
False |
300,040 |
| 20 |
132.90 |
112.31 |
20.59 |
17.9% |
4.60 |
4.0% |
13% |
False |
False |
273,212 |
| 40 |
147.90 |
112.31 |
35.59 |
30.9% |
4.96 |
4.3% |
8% |
False |
False |
182,220 |
| 60 |
147.90 |
112.31 |
35.59 |
30.9% |
4.97 |
4.3% |
8% |
False |
False |
141,249 |
| 80 |
147.90 |
108.40 |
39.50 |
34.3% |
4.59 |
4.0% |
17% |
False |
False |
111,020 |
| 100 |
147.90 |
97.93 |
49.97 |
43.4% |
4.22 |
3.7% |
34% |
False |
False |
90,649 |
| 120 |
147.90 |
96.72 |
51.18 |
44.5% |
3.97 |
3.5% |
36% |
False |
False |
76,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.95 |
|
2.618 |
130.06 |
|
1.618 |
125.23 |
|
1.000 |
122.25 |
|
0.618 |
120.40 |
|
HIGH |
117.42 |
|
0.618 |
115.57 |
|
0.500 |
115.01 |
|
0.382 |
114.44 |
|
LOW |
112.59 |
|
0.618 |
109.61 |
|
1.000 |
107.76 |
|
1.618 |
104.78 |
|
2.618 |
99.95 |
|
4.250 |
92.06 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.01 |
114.97 |
| PP |
115.01 |
114.93 |
| S1 |
115.01 |
114.89 |
|