NYMEX Light Sweet Crude Oil Future November 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 |
118.96 |
118.75 |
-0.21 |
-0.2% |
124.70 |
High |
120.17 |
121.26 |
1.09 |
0.9% |
129.16 |
Low |
117.36 |
117.75 |
0.39 |
0.3% |
121.60 |
Close |
118.59 |
119.78 |
1.19 |
1.0% |
125.94 |
Range |
2.81 |
3.51 |
0.70 |
24.9% |
7.56 |
ATR |
4.62 |
4.54 |
-0.08 |
-1.7% |
0.00 |
Volume |
68,764 |
46,905 |
-21,859 |
-31.8% |
128,424 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130.13 |
128.46 |
121.71 |
|
R3 |
126.62 |
124.95 |
120.75 |
|
R2 |
123.11 |
123.11 |
120.42 |
|
R1 |
121.44 |
121.44 |
120.10 |
122.28 |
PP |
119.60 |
119.60 |
119.60 |
120.01 |
S1 |
117.93 |
117.93 |
119.46 |
118.77 |
S2 |
116.09 |
116.09 |
119.14 |
|
S3 |
112.58 |
114.42 |
118.81 |
|
S4 |
109.07 |
110.91 |
117.85 |
|
|
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 |
9.9% |
4.46 |
3.7% |
21% |
False |
False |
41,589 |
10 |
129.16 |
117.36 |
11.80 |
9.9% |
4.45 |
3.7% |
21% |
False |
False |
33,685 |
20 |
148.47 |
117.36 |
31.11 |
26.0% |
4.92 |
4.1% |
8% |
False |
False |
26,266 |
40 |
148.47 |
117.36 |
31.11 |
26.0% |
4.41 |
3.7% |
8% |
False |
False |
20,498 |
60 |
148.47 |
117.36 |
31.11 |
26.0% |
4.43 |
3.7% |
8% |
False |
False |
18,049 |
80 |
148.47 |
107.60 |
40.87 |
34.1% |
3.83 |
3.2% |
30% |
False |
False |
14,499 |
100 |
148.47 |
96.27 |
52.20 |
43.6% |
3.35 |
2.8% |
45% |
False |
False |
12,046 |
120 |
148.47 |
95.37 |
53.10 |
44.3% |
2.98 |
2.5% |
46% |
False |
False |
10,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136.18 |
2.618 |
130.45 |
1.618 |
126.94 |
1.000 |
124.77 |
0.618 |
123.43 |
HIGH |
121.26 |
0.618 |
119.92 |
0.500 |
119.51 |
0.382 |
119.09 |
LOW |
117.75 |
0.618 |
115.58 |
1.000 |
114.24 |
1.618 |
112.07 |
2.618 |
108.56 |
4.250 |
102.83 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
119.69 |
119.69 |
PP |
119.60 |
119.61 |
S1 |
119.51 |
119.52 |
|