NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
118.55 |
118.51 |
-0.04 |
0.0% |
124.03 |
High |
120.34 |
121.38 |
1.04 |
0.9% |
128.95 |
Low |
117.14 |
117.60 |
0.46 |
0.4% |
120.90 |
Close |
118.44 |
119.78 |
1.34 |
1.1% |
125.50 |
Range |
3.20 |
3.78 |
0.58 |
18.1% |
8.05 |
ATR |
4.85 |
4.78 |
-0.08 |
-1.6% |
0.00 |
Volume |
145,778 |
140,471 |
-5,307 |
-3.6% |
320,231 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.93 |
129.13 |
121.86 |
|
R3 |
127.15 |
125.35 |
120.82 |
|
R2 |
123.37 |
123.37 |
120.47 |
|
R1 |
121.57 |
121.57 |
120.13 |
122.47 |
PP |
119.59 |
119.59 |
119.59 |
120.04 |
S1 |
117.79 |
117.79 |
119.43 |
118.69 |
S2 |
115.81 |
115.81 |
119.09 |
|
S3 |
112.03 |
114.01 |
118.74 |
|
S4 |
108.25 |
110.23 |
117.70 |
|
|
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 |
9.9% |
4.68 |
3.9% |
22% |
False |
False |
108,915 |
10 |
128.95 |
117.14 |
11.81 |
9.9% |
4.67 |
3.9% |
22% |
False |
False |
85,892 |
20 |
148.13 |
117.14 |
30.99 |
25.9% |
5.08 |
4.2% |
9% |
False |
False |
63,855 |
40 |
148.13 |
117.14 |
30.99 |
25.9% |
4.72 |
3.9% |
9% |
False |
False |
45,858 |
60 |
148.13 |
117.14 |
30.99 |
25.9% |
4.76 |
4.0% |
9% |
False |
False |
38,255 |
80 |
148.13 |
108.00 |
40.13 |
33.5% |
4.28 |
3.6% |
29% |
False |
False |
30,417 |
100 |
148.13 |
96.67 |
51.46 |
43.0% |
3.86 |
3.2% |
45% |
False |
False |
25,268 |
120 |
148.13 |
95.61 |
52.52 |
43.8% |
3.51 |
2.9% |
46% |
False |
False |
21,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
137.45 |
2.618 |
131.28 |
1.618 |
127.50 |
1.000 |
125.16 |
0.618 |
123.72 |
HIGH |
121.38 |
0.618 |
119.94 |
0.500 |
119.49 |
0.382 |
119.04 |
LOW |
117.60 |
0.618 |
115.26 |
1.000 |
113.82 |
1.618 |
111.48 |
2.618 |
107.70 |
4.250 |
101.54 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
119.68 |
119.61 |
PP |
119.59 |
119.45 |
S1 |
119.49 |
119.28 |
|