NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.23 |
119.31 |
0.08 |
0.1% |
125.30 |
| High |
120.47 |
120.76 |
0.29 |
0.2% |
129.52 |
| Low |
117.99 |
118.09 |
0.10 |
0.1% |
122.46 |
| Close |
118.96 |
119.82 |
0.86 |
0.7% |
126.54 |
| Range |
2.48 |
2.67 |
0.19 |
7.7% |
7.06 |
| ATR |
4.07 |
3.97 |
-0.10 |
-2.5% |
0.00 |
| Volume |
11,625 |
12,614 |
989 |
8.5% |
29,140 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.57 |
126.36 |
121.29 |
|
| R3 |
124.90 |
123.69 |
120.55 |
|
| R2 |
122.23 |
122.23 |
120.31 |
|
| R1 |
121.02 |
121.02 |
120.06 |
121.63 |
| PP |
119.56 |
119.56 |
119.56 |
119.86 |
| S1 |
118.35 |
118.35 |
119.58 |
118.96 |
| S2 |
116.89 |
116.89 |
119.33 |
|
| S3 |
114.22 |
115.68 |
119.09 |
|
| S4 |
111.55 |
113.01 |
118.35 |
|
|
| 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 |
9.6% |
3.94 |
3.3% |
16% |
False |
False |
8,861 |
| 10 |
129.52 |
117.99 |
11.53 |
9.6% |
4.02 |
3.4% |
16% |
False |
False |
7,729 |
| 20 |
148.35 |
117.99 |
30.36 |
25.3% |
4.31 |
3.6% |
6% |
False |
False |
6,232 |
| 40 |
148.35 |
117.99 |
30.36 |
25.3% |
3.40 |
2.8% |
6% |
False |
False |
4,747 |
| 60 |
148.35 |
117.99 |
30.36 |
25.3% |
3.26 |
2.7% |
6% |
False |
False |
4,018 |
| 80 |
148.35 |
108.57 |
39.78 |
33.2% |
2.69 |
2.2% |
28% |
False |
False |
3,225 |
| 100 |
148.35 |
96.69 |
51.66 |
43.1% |
2.43 |
2.0% |
45% |
False |
False |
2,691 |
| 120 |
148.35 |
95.30 |
53.05 |
44.3% |
2.09 |
1.7% |
46% |
False |
False |
2,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132.11 |
|
2.618 |
127.75 |
|
1.618 |
125.08 |
|
1.000 |
123.43 |
|
0.618 |
122.41 |
|
HIGH |
120.76 |
|
0.618 |
119.74 |
|
0.500 |
119.43 |
|
0.382 |
119.11 |
|
LOW |
118.09 |
|
0.618 |
116.44 |
|
1.000 |
115.42 |
|
1.618 |
113.77 |
|
2.618 |
111.10 |
|
4.250 |
106.74 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.69 |
120.01 |
| PP |
119.56 |
119.95 |
| S1 |
119.43 |
119.88 |
|