NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.31 |
119.45 |
0.14 |
0.1% |
127.45 |
| High |
120.76 |
119.70 |
-1.06 |
-0.9% |
127.84 |
| Low |
118.09 |
115.86 |
-2.23 |
-1.9% |
115.86 |
| Close |
119.82 |
116.32 |
-3.50 |
-2.9% |
116.32 |
| Range |
2.67 |
3.84 |
1.17 |
43.8% |
11.98 |
| ATR |
3.97 |
3.97 |
0.00 |
0.0% |
0.00 |
| Volume |
12,614 |
11,067 |
-1,547 |
-12.3% |
48,044 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.81 |
126.41 |
118.43 |
|
| R3 |
124.97 |
122.57 |
117.38 |
|
| R2 |
121.13 |
121.13 |
117.02 |
|
| R1 |
118.73 |
118.73 |
116.67 |
118.01 |
| PP |
117.29 |
117.29 |
117.29 |
116.94 |
| S1 |
114.89 |
114.89 |
115.97 |
114.17 |
| S2 |
113.45 |
113.45 |
115.62 |
|
| S3 |
109.61 |
111.05 |
115.26 |
|
| S4 |
105.77 |
107.21 |
114.21 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.95 |
148.11 |
122.91 |
|
| R3 |
143.97 |
136.13 |
119.61 |
|
| R2 |
131.99 |
131.99 |
118.52 |
|
| R1 |
124.15 |
124.15 |
117.42 |
122.08 |
| PP |
120.01 |
120.01 |
120.01 |
118.97 |
| S1 |
112.17 |
112.17 |
115.22 |
110.10 |
| S2 |
108.03 |
108.03 |
114.12 |
|
| S3 |
96.05 |
100.19 |
113.03 |
|
| S4 |
84.07 |
88.21 |
109.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.84 |
115.86 |
11.98 |
10.3% |
3.58 |
3.1% |
4% |
False |
True |
9,608 |
| 10 |
129.52 |
115.86 |
13.66 |
11.7% |
4.06 |
3.5% |
3% |
False |
True |
7,718 |
| 20 |
147.60 |
115.86 |
31.74 |
27.3% |
4.25 |
3.7% |
1% |
False |
True |
6,609 |
| 40 |
148.35 |
115.86 |
32.49 |
27.9% |
3.46 |
3.0% |
1% |
False |
True |
4,948 |
| 60 |
148.35 |
115.86 |
32.49 |
27.9% |
3.28 |
2.8% |
1% |
False |
True |
4,174 |
| 80 |
148.35 |
108.57 |
39.78 |
34.2% |
2.73 |
2.4% |
19% |
False |
False |
3,359 |
| 100 |
148.35 |
96.69 |
51.66 |
44.4% |
2.46 |
2.1% |
38% |
False |
False |
2,784 |
| 120 |
148.35 |
95.30 |
53.05 |
45.6% |
2.11 |
1.8% |
40% |
False |
False |
2,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.02 |
|
2.618 |
129.75 |
|
1.618 |
125.91 |
|
1.000 |
123.54 |
|
0.618 |
122.07 |
|
HIGH |
119.70 |
|
0.618 |
118.23 |
|
0.500 |
117.78 |
|
0.382 |
117.33 |
|
LOW |
115.86 |
|
0.618 |
113.49 |
|
1.000 |
112.02 |
|
1.618 |
109.65 |
|
2.618 |
105.81 |
|
4.250 |
99.54 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.78 |
118.31 |
| PP |
117.29 |
117.65 |
| S1 |
116.81 |
116.98 |
|