NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
121.29 |
118.55 |
-2.74 |
-2.3% |
124.03 |
| High |
121.42 |
120.34 |
-1.08 |
-0.9% |
128.95 |
| Low |
118.29 |
117.14 |
-1.15 |
-1.0% |
120.90 |
| Close |
119.22 |
118.44 |
-0.78 |
-0.7% |
125.50 |
| Range |
3.13 |
3.20 |
0.07 |
2.2% |
8.05 |
| ATR |
4.98 |
4.85 |
-0.13 |
-2.6% |
0.00 |
| Volume |
97,674 |
145,778 |
48,104 |
49.2% |
320,231 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.24 |
126.54 |
120.20 |
|
| R3 |
125.04 |
123.34 |
119.32 |
|
| R2 |
121.84 |
121.84 |
119.03 |
|
| R1 |
120.14 |
120.14 |
118.73 |
119.39 |
| PP |
118.64 |
118.64 |
118.64 |
118.27 |
| S1 |
116.94 |
116.94 |
118.15 |
116.19 |
| S2 |
115.44 |
115.44 |
117.85 |
|
| S3 |
112.24 |
113.74 |
117.56 |
|
| S4 |
109.04 |
110.54 |
116.68 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.27 |
145.43 |
129.93 |
|
| R3 |
141.22 |
137.38 |
127.71 |
|
| R2 |
133.17 |
133.17 |
126.98 |
|
| R1 |
129.33 |
129.33 |
126.24 |
131.25 |
| PP |
125.12 |
125.12 |
125.12 |
126.08 |
| S1 |
121.28 |
121.28 |
124.76 |
123.20 |
| S2 |
117.07 |
117.07 |
124.02 |
|
| S3 |
109.02 |
113.23 |
123.29 |
|
| S4 |
100.97 |
105.18 |
121.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.95 |
117.14 |
11.81 |
10.0% |
4.93 |
4.2% |
11% |
False |
True |
99,314 |
| 10 |
128.95 |
117.14 |
11.81 |
10.0% |
4.58 |
3.9% |
11% |
False |
True |
77,496 |
| 20 |
148.13 |
117.14 |
30.99 |
26.2% |
5.23 |
4.4% |
4% |
False |
True |
58,396 |
| 40 |
148.13 |
117.14 |
30.99 |
26.2% |
4.76 |
4.0% |
4% |
False |
True |
43,001 |
| 60 |
148.13 |
117.14 |
30.99 |
26.2% |
4.72 |
4.0% |
4% |
False |
True |
36,037 |
| 80 |
148.13 |
108.00 |
40.13 |
33.9% |
4.26 |
3.6% |
26% |
False |
False |
28,707 |
| 100 |
148.13 |
96.67 |
51.46 |
43.4% |
3.86 |
3.3% |
42% |
False |
False |
23,915 |
| 120 |
148.13 |
95.61 |
52.52 |
44.3% |
3.48 |
2.9% |
43% |
False |
False |
20,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.94 |
|
2.618 |
128.72 |
|
1.618 |
125.52 |
|
1.000 |
123.54 |
|
0.618 |
122.32 |
|
HIGH |
120.34 |
|
0.618 |
119.12 |
|
0.500 |
118.74 |
|
0.382 |
118.36 |
|
LOW |
117.14 |
|
0.618 |
115.16 |
|
1.000 |
113.94 |
|
1.618 |
111.96 |
|
2.618 |
108.76 |
|
4.250 |
103.54 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.74 |
121.91 |
| PP |
118.64 |
120.75 |
| S1 |
118.54 |
119.60 |
|