NYMEX Light Sweet Crude Oil Future November 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 |
121.32 |
118.96 |
-2.36 |
-1.9% |
124.70 |
| High |
121.68 |
120.17 |
-1.51 |
-1.2% |
129.16 |
| Low |
118.72 |
117.36 |
-1.36 |
-1.1% |
121.60 |
| Close |
119.42 |
118.59 |
-0.83 |
-0.7% |
125.94 |
| Range |
2.96 |
2.81 |
-0.15 |
-5.1% |
7.56 |
| ATR |
4.75 |
4.62 |
-0.14 |
-2.9% |
0.00 |
| Volume |
35,958 |
68,764 |
32,806 |
91.2% |
128,424 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.14 |
125.67 |
120.14 |
|
| R3 |
124.33 |
122.86 |
119.36 |
|
| R2 |
121.52 |
121.52 |
119.11 |
|
| R1 |
120.05 |
120.05 |
118.85 |
119.38 |
| PP |
118.71 |
118.71 |
118.71 |
118.37 |
| S1 |
117.24 |
117.24 |
118.33 |
116.57 |
| S2 |
115.90 |
115.90 |
118.07 |
|
| S3 |
113.09 |
114.43 |
117.82 |
|
| S4 |
110.28 |
111.62 |
117.04 |
|
|
| 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 |
117.36 |
11.80 |
10.0% |
4.70 |
4.0% |
10% |
False |
True |
38,578 |
| 10 |
129.16 |
117.36 |
11.80 |
10.0% |
4.36 |
3.7% |
10% |
False |
True |
30,832 |
| 20 |
148.47 |
117.36 |
31.11 |
26.2% |
5.06 |
4.3% |
4% |
False |
True |
24,782 |
| 40 |
148.47 |
117.36 |
31.11 |
26.2% |
4.44 |
3.7% |
4% |
False |
True |
19,690 |
| 60 |
148.47 |
117.36 |
31.11 |
26.2% |
4.39 |
3.7% |
4% |
False |
True |
17,355 |
| 80 |
148.47 |
107.60 |
40.87 |
34.5% |
3.78 |
3.2% |
27% |
False |
False |
13,939 |
| 100 |
148.47 |
96.27 |
52.20 |
44.0% |
3.32 |
2.8% |
43% |
False |
False |
11,608 |
| 120 |
148.47 |
95.15 |
53.32 |
45.0% |
2.97 |
2.5% |
44% |
False |
False |
9,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.11 |
|
2.618 |
127.53 |
|
1.618 |
124.72 |
|
1.000 |
122.98 |
|
0.618 |
121.91 |
|
HIGH |
120.17 |
|
0.618 |
119.10 |
|
0.500 |
118.77 |
|
0.382 |
118.43 |
|
LOW |
117.36 |
|
0.618 |
115.62 |
|
1.000 |
114.55 |
|
1.618 |
112.81 |
|
2.618 |
110.00 |
|
4.250 |
105.42 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.77 |
122.24 |
| PP |
118.71 |
121.02 |
| S1 |
118.65 |
119.81 |
|