NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
127.45 |
121.97 |
-5.48 |
-4.3% |
125.30 |
| High |
127.84 |
122.03 |
-5.81 |
-4.5% |
129.52 |
| Low |
121.60 |
119.35 |
-2.25 |
-1.9% |
122.46 |
| Close |
122.61 |
119.83 |
-2.78 |
-2.3% |
126.54 |
| Range |
6.24 |
2.68 |
-3.56 |
-57.1% |
7.06 |
| ATR |
4.26 |
4.19 |
-0.07 |
-1.7% |
0.00 |
| Volume |
6,945 |
5,793 |
-1,152 |
-16.6% |
29,140 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.44 |
126.82 |
121.30 |
|
| R3 |
125.76 |
124.14 |
120.57 |
|
| R2 |
123.08 |
123.08 |
120.32 |
|
| R1 |
121.46 |
121.46 |
120.08 |
120.93 |
| PP |
120.40 |
120.40 |
120.40 |
120.14 |
| S1 |
118.78 |
118.78 |
119.58 |
118.25 |
| S2 |
117.72 |
117.72 |
119.34 |
|
| S3 |
115.04 |
116.10 |
119.09 |
|
| S4 |
112.36 |
113.42 |
118.36 |
|
|
| 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 |
119.35 |
10.17 |
8.5% |
4.97 |
4.1% |
5% |
False |
True |
6,414 |
| 10 |
130.29 |
119.35 |
10.94 |
9.1% |
4.13 |
3.4% |
4% |
False |
True |
6,374 |
| 20 |
148.35 |
119.35 |
29.00 |
24.2% |
4.44 |
3.7% |
2% |
False |
True |
5,481 |
| 40 |
148.35 |
119.35 |
29.00 |
24.2% |
3.55 |
3.0% |
2% |
False |
True |
4,289 |
| 60 |
148.35 |
119.35 |
29.00 |
24.2% |
3.22 |
2.7% |
2% |
False |
True |
3,679 |
| 80 |
148.35 |
106.04 |
42.31 |
35.3% |
2.66 |
2.2% |
33% |
False |
False |
2,933 |
| 100 |
148.35 |
96.69 |
51.66 |
43.1% |
2.40 |
2.0% |
45% |
False |
False |
2,458 |
| 120 |
148.35 |
92.74 |
55.61 |
46.4% |
2.06 |
1.7% |
49% |
False |
False |
2,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.42 |
|
2.618 |
129.05 |
|
1.618 |
126.37 |
|
1.000 |
124.71 |
|
0.618 |
123.69 |
|
HIGH |
122.03 |
|
0.618 |
121.01 |
|
0.500 |
120.69 |
|
0.382 |
120.37 |
|
LOW |
119.35 |
|
0.618 |
117.69 |
|
1.000 |
116.67 |
|
1.618 |
115.01 |
|
2.618 |
112.33 |
|
4.250 |
107.96 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.69 |
124.44 |
| PP |
120.40 |
122.90 |
| S1 |
120.12 |
121.37 |
|