NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
125.34 |
127.45 |
2.11 |
1.7% |
125.30 |
| High |
129.52 |
127.84 |
-1.68 |
-1.3% |
129.52 |
| Low |
123.87 |
121.60 |
-2.27 |
-1.8% |
122.46 |
| Close |
126.54 |
122.61 |
-3.93 |
-3.1% |
126.54 |
| Range |
5.65 |
6.24 |
0.59 |
10.4% |
7.06 |
| ATR |
4.11 |
4.26 |
0.15 |
3.7% |
0.00 |
| Volume |
7,329 |
6,945 |
-384 |
-5.2% |
29,140 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.74 |
138.91 |
126.04 |
|
| R3 |
136.50 |
132.67 |
124.33 |
|
| R2 |
130.26 |
130.26 |
123.75 |
|
| R1 |
126.43 |
126.43 |
123.18 |
125.23 |
| PP |
124.02 |
124.02 |
124.02 |
123.41 |
| S1 |
120.19 |
120.19 |
122.04 |
118.99 |
| S2 |
117.78 |
117.78 |
121.47 |
|
| S3 |
111.54 |
113.95 |
120.89 |
|
| S4 |
105.30 |
107.71 |
119.18 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.35 |
144.01 |
130.42 |
|
| R3 |
140.29 |
136.95 |
128.48 |
|
| R2 |
133.23 |
133.23 |
127.83 |
|
| R1 |
129.89 |
129.89 |
127.19 |
131.56 |
| PP |
126.17 |
126.17 |
126.17 |
127.01 |
| S1 |
122.83 |
122.83 |
125.89 |
124.50 |
| S2 |
119.11 |
119.11 |
125.25 |
|
| S3 |
112.05 |
115.77 |
124.60 |
|
| S4 |
104.99 |
108.71 |
122.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.52 |
121.60 |
7.92 |
6.5% |
5.38 |
4.4% |
13% |
False |
True |
6,189 |
| 10 |
134.05 |
121.60 |
12.45 |
10.2% |
4.42 |
3.6% |
8% |
False |
True |
6,117 |
| 20 |
148.35 |
121.60 |
26.75 |
21.8% |
4.46 |
3.6% |
4% |
False |
True |
5,431 |
| 40 |
148.35 |
121.60 |
26.75 |
21.8% |
3.52 |
2.9% |
4% |
False |
True |
4,211 |
| 60 |
148.35 |
121.60 |
26.75 |
21.8% |
3.19 |
2.6% |
4% |
False |
True |
3,618 |
| 80 |
148.35 |
106.04 |
42.31 |
34.5% |
2.64 |
2.2% |
39% |
False |
False |
2,873 |
| 100 |
148.35 |
96.69 |
51.66 |
42.1% |
2.38 |
1.9% |
50% |
False |
False |
2,404 |
| 120 |
148.35 |
92.74 |
55.61 |
45.4% |
2.04 |
1.7% |
54% |
False |
False |
2,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.36 |
|
2.618 |
144.18 |
|
1.618 |
137.94 |
|
1.000 |
134.08 |
|
0.618 |
131.70 |
|
HIGH |
127.84 |
|
0.618 |
125.46 |
|
0.500 |
124.72 |
|
0.382 |
123.98 |
|
LOW |
121.60 |
|
0.618 |
117.74 |
|
1.000 |
115.36 |
|
1.618 |
111.50 |
|
2.618 |
105.26 |
|
4.250 |
95.08 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.72 |
125.56 |
| PP |
124.02 |
124.58 |
| S1 |
123.31 |
123.59 |
|