NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
121.97 |
119.23 |
-2.74 |
-2.2% |
125.30 |
| High |
122.03 |
120.47 |
-1.56 |
-1.3% |
129.52 |
| Low |
119.35 |
117.99 |
-1.36 |
-1.1% |
122.46 |
| Close |
119.83 |
118.96 |
-0.87 |
-0.7% |
126.54 |
| Range |
2.68 |
2.48 |
-0.20 |
-7.5% |
7.06 |
| ATR |
4.19 |
4.07 |
-0.12 |
-2.9% |
0.00 |
| Volume |
5,793 |
11,625 |
5,832 |
100.7% |
29,140 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.58 |
125.25 |
120.32 |
|
| R3 |
124.10 |
122.77 |
119.64 |
|
| R2 |
121.62 |
121.62 |
119.41 |
|
| R1 |
120.29 |
120.29 |
119.19 |
119.72 |
| PP |
119.14 |
119.14 |
119.14 |
118.85 |
| S1 |
117.81 |
117.81 |
118.73 |
117.24 |
| S2 |
116.66 |
116.66 |
118.51 |
|
| S3 |
114.18 |
115.33 |
118.28 |
|
| S4 |
111.70 |
112.85 |
117.60 |
|
|
| 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 |
117.99 |
11.53 |
9.7% |
4.30 |
3.6% |
8% |
False |
True |
7,568 |
| 10 |
129.52 |
117.99 |
11.53 |
9.7% |
3.98 |
3.3% |
8% |
False |
True |
7,086 |
| 20 |
148.35 |
117.99 |
30.36 |
25.5% |
4.45 |
3.7% |
3% |
False |
True |
5,799 |
| 40 |
148.35 |
117.99 |
30.36 |
25.5% |
3.45 |
2.9% |
3% |
False |
True |
4,497 |
| 60 |
148.35 |
117.99 |
30.36 |
25.5% |
3.23 |
2.7% |
3% |
False |
True |
3,850 |
| 80 |
148.35 |
108.57 |
39.78 |
33.4% |
2.66 |
2.2% |
26% |
False |
False |
3,077 |
| 100 |
148.35 |
96.69 |
51.66 |
43.4% |
2.42 |
2.0% |
43% |
False |
False |
2,571 |
| 120 |
148.35 |
95.30 |
53.05 |
44.6% |
2.07 |
1.7% |
45% |
False |
False |
2,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.01 |
|
2.618 |
126.96 |
|
1.618 |
124.48 |
|
1.000 |
122.95 |
|
0.618 |
122.00 |
|
HIGH |
120.47 |
|
0.618 |
119.52 |
|
0.500 |
119.23 |
|
0.382 |
118.94 |
|
LOW |
117.99 |
|
0.618 |
116.46 |
|
1.000 |
115.51 |
|
1.618 |
113.98 |
|
2.618 |
111.50 |
|
4.250 |
107.45 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.23 |
122.92 |
| PP |
119.14 |
121.60 |
| S1 |
119.05 |
120.28 |
|