NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116.39 |
114.83 |
-1.56 |
-1.3% |
115.20 |
| High |
117.42 |
115.20 |
-2.22 |
-1.9% |
117.46 |
| Low |
112.59 |
111.34 |
-1.25 |
-1.1% |
111.34 |
| Close |
115.01 |
113.77 |
-1.24 |
-1.1% |
113.77 |
| Range |
4.83 |
3.86 |
-0.97 |
-20.1% |
6.12 |
| ATR |
4.81 |
4.74 |
-0.07 |
-1.4% |
0.00 |
| Volume |
322,967 |
268,197 |
-54,770 |
-17.0% |
1,487,619 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.02 |
123.25 |
115.89 |
|
| R3 |
121.16 |
119.39 |
114.83 |
|
| R2 |
117.30 |
117.30 |
114.48 |
|
| R1 |
115.53 |
115.53 |
114.12 |
114.49 |
| PP |
113.44 |
113.44 |
113.44 |
112.91 |
| S1 |
111.67 |
111.67 |
113.42 |
110.63 |
| S2 |
109.58 |
109.58 |
113.06 |
|
| S3 |
105.72 |
107.81 |
112.71 |
|
| S4 |
101.86 |
103.95 |
111.65 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.55 |
129.28 |
117.14 |
|
| R3 |
126.43 |
123.16 |
115.45 |
|
| R2 |
120.31 |
120.31 |
114.89 |
|
| R1 |
117.04 |
117.04 |
114.33 |
115.62 |
| PP |
114.19 |
114.19 |
114.19 |
113.48 |
| S1 |
110.92 |
110.92 |
113.21 |
109.50 |
| S2 |
108.07 |
108.07 |
112.65 |
|
| S3 |
101.95 |
104.80 |
112.09 |
|
| S4 |
95.83 |
98.68 |
110.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117.46 |
111.34 |
6.12 |
5.4% |
4.22 |
3.7% |
40% |
False |
True |
297,523 |
| 10 |
126.35 |
111.34 |
15.01 |
13.2% |
4.39 |
3.9% |
16% |
False |
True |
298,776 |
| 20 |
132.90 |
111.34 |
21.56 |
19.0% |
4.59 |
4.0% |
11% |
False |
True |
276,901 |
| 40 |
147.90 |
111.34 |
36.56 |
32.1% |
4.90 |
4.3% |
7% |
False |
True |
187,457 |
| 60 |
147.90 |
111.34 |
36.56 |
32.1% |
4.94 |
4.3% |
7% |
False |
True |
144,659 |
| 80 |
147.90 |
108.40 |
39.50 |
34.7% |
4.60 |
4.0% |
14% |
False |
False |
114,231 |
| 100 |
147.90 |
97.93 |
49.97 |
43.9% |
4.24 |
3.7% |
32% |
False |
False |
93,227 |
| 120 |
147.90 |
96.72 |
51.18 |
45.0% |
3.99 |
3.5% |
33% |
False |
False |
78,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.61 |
|
2.618 |
125.31 |
|
1.618 |
121.45 |
|
1.000 |
119.06 |
|
0.618 |
117.59 |
|
HIGH |
115.20 |
|
0.618 |
113.73 |
|
0.500 |
113.27 |
|
0.382 |
112.81 |
|
LOW |
111.34 |
|
0.618 |
108.95 |
|
1.000 |
107.48 |
|
1.618 |
105.09 |
|
2.618 |
101.23 |
|
4.250 |
94.94 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113.60 |
114.40 |
| PP |
113.44 |
114.19 |
| S1 |
113.27 |
113.98 |
|