NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.09 |
119.58 |
0.49 |
0.4% |
126.02 |
| High |
121.05 |
119.82 |
-1.23 |
-1.0% |
127.50 |
| Low |
117.78 |
115.50 |
-2.28 |
-1.9% |
115.50 |
| Close |
119.82 |
116.11 |
-3.71 |
-3.1% |
116.11 |
| Range |
3.27 |
4.32 |
1.05 |
32.1% |
12.00 |
| ATR |
4.63 |
4.61 |
-0.02 |
-0.5% |
0.00 |
| Volume |
56,114 |
62,786 |
6,672 |
11.9% |
261,793 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.10 |
127.43 |
118.49 |
|
| R3 |
125.78 |
123.11 |
117.30 |
|
| R2 |
121.46 |
121.46 |
116.90 |
|
| R1 |
118.79 |
118.79 |
116.51 |
117.97 |
| PP |
117.14 |
117.14 |
117.14 |
116.73 |
| S1 |
114.47 |
114.47 |
115.71 |
113.65 |
| S2 |
112.82 |
112.82 |
115.32 |
|
| S3 |
108.50 |
110.15 |
114.92 |
|
| S4 |
104.18 |
105.83 |
113.73 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.70 |
147.91 |
122.71 |
|
| R3 |
143.70 |
135.91 |
119.41 |
|
| R2 |
131.70 |
131.70 |
118.31 |
|
| R1 |
123.91 |
123.91 |
117.21 |
121.81 |
| PP |
119.70 |
119.70 |
119.70 |
118.65 |
| S1 |
111.91 |
111.91 |
115.01 |
109.81 |
| S2 |
107.70 |
107.70 |
113.91 |
|
| S3 |
95.70 |
99.91 |
112.81 |
|
| S4 |
83.70 |
87.91 |
109.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.50 |
115.50 |
12.00 |
10.3% |
4.13 |
3.6% |
5% |
False |
True |
52,358 |
| 10 |
129.58 |
115.50 |
14.08 |
12.1% |
4.54 |
3.9% |
4% |
False |
True |
50,358 |
| 20 |
148.03 |
115.50 |
32.53 |
28.0% |
4.87 |
4.2% |
2% |
False |
True |
46,234 |
| 40 |
148.60 |
115.50 |
33.10 |
28.5% |
4.60 |
4.0% |
2% |
False |
True |
40,051 |
| 60 |
148.60 |
115.50 |
33.10 |
28.5% |
4.68 |
4.0% |
2% |
False |
True |
42,005 |
| 80 |
148.60 |
107.00 |
41.60 |
35.8% |
4.32 |
3.7% |
22% |
False |
False |
37,979 |
| 100 |
148.60 |
95.83 |
52.77 |
45.4% |
3.98 |
3.4% |
38% |
False |
False |
34,447 |
| 120 |
148.60 |
94.78 |
53.82 |
46.4% |
3.81 |
3.3% |
40% |
False |
False |
33,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.18 |
|
2.618 |
131.13 |
|
1.618 |
126.81 |
|
1.000 |
124.14 |
|
0.618 |
122.49 |
|
HIGH |
119.82 |
|
0.618 |
118.17 |
|
0.500 |
117.66 |
|
0.382 |
117.15 |
|
LOW |
115.50 |
|
0.618 |
112.83 |
|
1.000 |
111.18 |
|
1.618 |
108.51 |
|
2.618 |
104.19 |
|
4.250 |
97.14 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.66 |
118.28 |
| PP |
117.14 |
117.55 |
| S1 |
116.63 |
116.83 |
|