NYMEX Light Sweet Crude Oil Future December 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 |
121.83 |
119.18 |
-2.65 |
-2.2% |
124.55 |
| High |
122.00 |
120.58 |
-1.42 |
-1.2% |
129.58 |
| Low |
118.78 |
117.56 |
-1.22 |
-1.0% |
121.92 |
| Close |
119.66 |
118.81 |
-0.85 |
-0.7% |
126.30 |
| Range |
3.22 |
3.02 |
-0.20 |
-6.2% |
7.66 |
| ATR |
4.86 |
4.73 |
-0.13 |
-2.7% |
0.00 |
| Volume |
41,793 |
68,130 |
26,337 |
63.0% |
241,795 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.04 |
126.45 |
120.47 |
|
| R3 |
125.02 |
123.43 |
119.64 |
|
| R2 |
122.00 |
122.00 |
119.36 |
|
| R1 |
120.41 |
120.41 |
119.09 |
119.70 |
| PP |
118.98 |
118.98 |
118.98 |
118.63 |
| S1 |
117.39 |
117.39 |
118.53 |
116.68 |
| S2 |
115.96 |
115.96 |
118.26 |
|
| S3 |
112.94 |
114.37 |
117.98 |
|
| S4 |
109.92 |
111.35 |
117.15 |
|
|
| 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 |
117.56 |
12.02 |
10.1% |
4.82 |
4.1% |
10% |
False |
True |
50,420 |
| 10 |
129.58 |
117.56 |
12.02 |
10.1% |
4.42 |
3.7% |
10% |
False |
True |
49,633 |
| 20 |
148.60 |
117.56 |
31.04 |
26.1% |
5.08 |
4.3% |
4% |
False |
True |
43,580 |
| 40 |
148.60 |
117.56 |
31.04 |
26.1% |
4.61 |
3.9% |
4% |
False |
True |
39,243 |
| 60 |
148.60 |
117.56 |
31.04 |
26.1% |
4.67 |
3.9% |
4% |
False |
True |
40,954 |
| 80 |
148.60 |
107.00 |
41.60 |
35.0% |
4.28 |
3.6% |
28% |
False |
False |
36,964 |
| 100 |
148.60 |
95.83 |
52.77 |
44.4% |
3.99 |
3.4% |
44% |
False |
False |
33,848 |
| 120 |
148.60 |
93.63 |
54.97 |
46.3% |
3.79 |
3.2% |
46% |
False |
False |
32,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.42 |
|
2.618 |
128.49 |
|
1.618 |
125.47 |
|
1.000 |
123.60 |
|
0.618 |
122.45 |
|
HIGH |
120.58 |
|
0.618 |
119.43 |
|
0.500 |
119.07 |
|
0.382 |
118.71 |
|
LOW |
117.56 |
|
0.618 |
115.69 |
|
1.000 |
114.54 |
|
1.618 |
112.67 |
|
2.618 |
109.65 |
|
4.250 |
104.73 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.07 |
122.53 |
| PP |
118.98 |
121.29 |
| S1 |
118.90 |
120.05 |
|