NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
127.41 |
124.90 |
-2.51 |
-2.0% |
124.70 |
| High |
128.29 |
129.16 |
0.87 |
0.7% |
129.16 |
| Low |
123.56 |
122.92 |
-0.64 |
-0.5% |
121.60 |
| Close |
124.95 |
125.94 |
0.99 |
0.8% |
125.94 |
| Range |
4.73 |
6.24 |
1.51 |
31.9% |
7.56 |
| ATR |
4.60 |
4.72 |
0.12 |
2.6% |
0.00 |
| Volume |
31,852 |
31,703 |
-149 |
-0.5% |
128,424 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.73 |
141.57 |
129.37 |
|
| R3 |
138.49 |
135.33 |
127.66 |
|
| R2 |
132.25 |
132.25 |
127.08 |
|
| R1 |
129.09 |
129.09 |
126.51 |
130.67 |
| PP |
126.01 |
126.01 |
126.01 |
126.80 |
| S1 |
122.85 |
122.85 |
125.37 |
124.43 |
| S2 |
119.77 |
119.77 |
124.80 |
|
| S3 |
113.53 |
116.61 |
124.22 |
|
| S4 |
107.29 |
110.37 |
122.51 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.25 |
144.65 |
130.10 |
|
| R3 |
140.69 |
137.09 |
128.02 |
|
| R2 |
133.13 |
133.13 |
127.33 |
|
| R1 |
129.53 |
129.53 |
126.63 |
131.33 |
| PP |
125.57 |
125.57 |
125.57 |
126.47 |
| S1 |
121.97 |
121.97 |
125.25 |
123.77 |
| S2 |
118.01 |
118.01 |
124.55 |
|
| S3 |
110.45 |
114.41 |
123.86 |
|
| S4 |
102.89 |
106.85 |
121.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.16 |
121.60 |
7.56 |
6.0% |
4.91 |
3.9% |
57% |
True |
False |
25,684 |
| 10 |
133.79 |
121.60 |
12.19 |
9.7% |
4.49 |
3.6% |
36% |
False |
False |
22,510 |
| 20 |
148.47 |
121.60 |
26.87 |
21.3% |
5.10 |
4.1% |
16% |
False |
False |
21,248 |
| 40 |
148.47 |
121.60 |
26.87 |
21.3% |
4.53 |
3.6% |
16% |
False |
False |
18,203 |
| 60 |
148.47 |
121.15 |
27.32 |
21.7% |
4.26 |
3.4% |
18% |
False |
False |
15,552 |
| 80 |
148.47 |
105.95 |
42.52 |
33.8% |
3.66 |
2.9% |
47% |
False |
False |
12,368 |
| 100 |
148.47 |
96.27 |
52.20 |
41.4% |
3.23 |
2.6% |
57% |
False |
False |
10,377 |
| 120 |
148.47 |
93.04 |
55.43 |
44.0% |
2.88 |
2.3% |
59% |
False |
False |
8,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.68 |
|
2.618 |
145.50 |
|
1.618 |
139.26 |
|
1.000 |
135.40 |
|
0.618 |
133.02 |
|
HIGH |
129.16 |
|
0.618 |
126.78 |
|
0.500 |
126.04 |
|
0.382 |
125.30 |
|
LOW |
122.92 |
|
0.618 |
119.06 |
|
1.000 |
116.68 |
|
1.618 |
112.82 |
|
2.618 |
106.58 |
|
4.250 |
96.40 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.04 |
125.80 |
| PP |
126.01 |
125.65 |
| S1 |
125.97 |
125.51 |
|