NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.58 |
116.10 |
-3.48 |
-2.9% |
126.02 |
| High |
119.82 |
117.61 |
-2.21 |
-1.8% |
127.50 |
| Low |
115.50 |
113.68 |
-1.82 |
-1.6% |
115.50 |
| Close |
116.11 |
115.38 |
-0.73 |
-0.6% |
116.11 |
| Range |
4.32 |
3.93 |
-0.39 |
-9.0% |
12.00 |
| ATR |
4.61 |
4.56 |
-0.05 |
-1.0% |
0.00 |
| Volume |
62,786 |
59,673 |
-3,113 |
-5.0% |
261,793 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.35 |
125.29 |
117.54 |
|
| R3 |
123.42 |
121.36 |
116.46 |
|
| R2 |
119.49 |
119.49 |
116.10 |
|
| R1 |
117.43 |
117.43 |
115.74 |
116.50 |
| PP |
115.56 |
115.56 |
115.56 |
115.09 |
| S1 |
113.50 |
113.50 |
115.02 |
112.57 |
| S2 |
111.63 |
111.63 |
114.66 |
|
| S3 |
107.70 |
109.57 |
114.30 |
|
| S4 |
103.77 |
105.64 |
113.22 |
|
|
| 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 |
122.00 |
113.68 |
8.32 |
7.2% |
3.55 |
3.1% |
20% |
False |
True |
57,699 |
| 10 |
129.58 |
113.68 |
15.90 |
13.8% |
4.69 |
4.1% |
11% |
False |
True |
51,360 |
| 20 |
148.03 |
113.68 |
34.35 |
29.8% |
4.89 |
4.2% |
5% |
False |
True |
46,882 |
| 40 |
148.60 |
113.68 |
34.92 |
30.3% |
4.54 |
3.9% |
5% |
False |
True |
40,748 |
| 60 |
148.60 |
113.68 |
34.92 |
30.3% |
4.69 |
4.1% |
5% |
False |
True |
42,452 |
| 80 |
148.60 |
107.00 |
41.60 |
36.1% |
4.33 |
3.7% |
20% |
False |
False |
38,490 |
| 100 |
148.60 |
96.62 |
51.98 |
45.1% |
3.99 |
3.5% |
36% |
False |
False |
34,783 |
| 120 |
148.60 |
94.90 |
53.70 |
46.5% |
3.82 |
3.3% |
38% |
False |
False |
33,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.31 |
|
2.618 |
127.90 |
|
1.618 |
123.97 |
|
1.000 |
121.54 |
|
0.618 |
120.04 |
|
HIGH |
117.61 |
|
0.618 |
116.11 |
|
0.500 |
115.65 |
|
0.382 |
115.18 |
|
LOW |
113.68 |
|
0.618 |
111.25 |
|
1.000 |
109.75 |
|
1.618 |
107.32 |
|
2.618 |
103.39 |
|
4.250 |
96.98 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.65 |
117.37 |
| PP |
115.56 |
116.70 |
| S1 |
115.47 |
116.04 |
|