NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
127.29 |
124.77 |
-2.52 |
-2.0% |
126.06 |
High |
127.31 |
129.51 |
2.20 |
1.7% |
129.51 |
Low |
124.50 |
124.10 |
-0.40 |
-0.3% |
122.70 |
Close |
125.51 |
126.66 |
1.15 |
0.9% |
126.66 |
Range |
2.81 |
5.41 |
2.60 |
92.5% |
6.81 |
ATR |
3.13 |
3.29 |
0.16 |
5.2% |
0.00 |
Volume |
3,297 |
2,991 |
-306 |
-9.3% |
12,022 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.99 |
140.23 |
129.64 |
|
R3 |
137.58 |
134.82 |
128.15 |
|
R2 |
132.17 |
132.17 |
127.65 |
|
R1 |
129.41 |
129.41 |
127.16 |
130.79 |
PP |
126.76 |
126.76 |
126.76 |
127.45 |
S1 |
124.00 |
124.00 |
126.16 |
125.38 |
S2 |
121.35 |
121.35 |
125.67 |
|
S3 |
115.94 |
118.59 |
125.17 |
|
S4 |
110.53 |
113.18 |
123.68 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.72 |
143.50 |
130.41 |
|
R3 |
139.91 |
136.69 |
128.53 |
|
R2 |
133.10 |
133.10 |
127.91 |
|
R1 |
129.88 |
129.88 |
127.28 |
131.49 |
PP |
126.29 |
126.29 |
126.29 |
127.10 |
S1 |
123.07 |
123.07 |
126.04 |
124.68 |
S2 |
119.48 |
119.48 |
125.41 |
|
S3 |
112.67 |
116.26 |
124.79 |
|
S4 |
105.86 |
109.45 |
122.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129.51 |
122.70 |
6.81 |
5.4% |
3.81 |
3.0% |
58% |
True |
False |
2,404 |
10 |
133.55 |
122.70 |
10.85 |
8.6% |
3.11 |
2.5% |
36% |
False |
False |
2,273 |
20 |
148.17 |
122.70 |
25.47 |
20.1% |
2.71 |
2.1% |
16% |
False |
False |
2,153 |
40 |
148.17 |
122.70 |
25.47 |
20.1% |
1.85 |
1.5% |
16% |
False |
False |
1,571 |
60 |
148.17 |
121.78 |
26.39 |
20.8% |
1.63 |
1.3% |
18% |
False |
False |
1,316 |
80 |
148.17 |
105.34 |
42.83 |
33.8% |
1.31 |
1.0% |
50% |
False |
False |
1,095 |
100 |
148.17 |
95.99 |
52.18 |
41.2% |
1.06 |
0.8% |
59% |
False |
False |
958 |
120 |
148.17 |
91.39 |
56.78 |
44.8% |
0.90 |
0.7% |
62% |
False |
False |
863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.50 |
2.618 |
143.67 |
1.618 |
138.26 |
1.000 |
134.92 |
0.618 |
132.85 |
HIGH |
129.51 |
0.618 |
127.44 |
0.500 |
126.81 |
0.382 |
126.17 |
LOW |
124.10 |
0.618 |
120.76 |
1.000 |
118.69 |
1.618 |
115.35 |
2.618 |
109.94 |
4.250 |
101.11 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
126.81 |
126.53 |
PP |
126.76 |
126.39 |
S1 |
126.71 |
126.26 |
|