NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
126.02 |
121.83 |
-4.19 |
-3.3% |
124.55 |
| High |
127.50 |
122.00 |
-5.50 |
-4.3% |
129.58 |
| Low |
120.69 |
118.78 |
-1.91 |
-1.6% |
121.92 |
| Close |
122.39 |
119.66 |
-2.73 |
-2.2% |
126.30 |
| Range |
6.81 |
3.22 |
-3.59 |
-52.7% |
7.66 |
| ATR |
4.96 |
4.86 |
-0.10 |
-1.9% |
0.00 |
| Volume |
32,970 |
41,793 |
8,823 |
26.8% |
241,795 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.81 |
127.95 |
121.43 |
|
| R3 |
126.59 |
124.73 |
120.55 |
|
| R2 |
123.37 |
123.37 |
120.25 |
|
| R1 |
121.51 |
121.51 |
119.96 |
120.83 |
| PP |
120.15 |
120.15 |
120.15 |
119.81 |
| S1 |
118.29 |
118.29 |
119.36 |
117.61 |
| S2 |
116.93 |
116.93 |
119.07 |
|
| S3 |
113.71 |
115.07 |
118.77 |
|
| S4 |
110.49 |
111.85 |
117.89 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.91 |
145.27 |
130.51 |
|
| R3 |
141.25 |
137.61 |
128.41 |
|
| R2 |
133.59 |
133.59 |
127.70 |
|
| R1 |
129.95 |
129.95 |
127.00 |
131.77 |
| PP |
125.93 |
125.93 |
125.93 |
126.85 |
| S1 |
122.29 |
122.29 |
125.60 |
124.11 |
| S2 |
118.27 |
118.27 |
124.90 |
|
| S3 |
110.61 |
114.63 |
124.19 |
|
| S4 |
102.95 |
106.97 |
122.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.58 |
118.78 |
10.80 |
9.0% |
5.47 |
4.6% |
8% |
False |
True |
46,795 |
| 10 |
130.07 |
118.78 |
11.29 |
9.4% |
4.56 |
3.8% |
8% |
False |
True |
45,872 |
| 20 |
148.60 |
118.78 |
29.82 |
24.9% |
5.08 |
4.2% |
3% |
False |
True |
42,460 |
| 40 |
148.60 |
118.78 |
29.82 |
24.9% |
4.71 |
3.9% |
3% |
False |
True |
38,678 |
| 60 |
148.60 |
118.78 |
29.82 |
24.9% |
4.68 |
3.9% |
3% |
False |
True |
40,430 |
| 80 |
148.60 |
107.00 |
41.60 |
34.8% |
4.26 |
3.6% |
30% |
False |
False |
36,235 |
| 100 |
148.60 |
95.83 |
52.77 |
44.1% |
4.04 |
3.4% |
45% |
False |
False |
33,376 |
| 120 |
148.60 |
93.63 |
54.97 |
45.9% |
3.77 |
3.1% |
47% |
False |
False |
31,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135.69 |
|
2.618 |
130.43 |
|
1.618 |
127.21 |
|
1.000 |
125.22 |
|
0.618 |
123.99 |
|
HIGH |
122.00 |
|
0.618 |
120.77 |
|
0.500 |
120.39 |
|
0.382 |
120.01 |
|
LOW |
118.78 |
|
0.618 |
116.79 |
|
1.000 |
115.56 |
|
1.618 |
113.57 |
|
2.618 |
110.35 |
|
4.250 |
105.10 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.39 |
124.18 |
| PP |
120.15 |
122.67 |
| S1 |
119.90 |
121.17 |
|