NYMEX Light Sweet Crude Oil Future February 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 |
127.25 |
121.60 |
-5.65 |
-4.4% |
126.06 |
| High |
127.89 |
122.27 |
-5.62 |
-4.4% |
129.51 |
| Low |
122.35 |
119.45 |
-2.90 |
-2.4% |
122.70 |
| Close |
122.74 |
119.93 |
-2.81 |
-2.3% |
126.66 |
| Range |
5.54 |
2.82 |
-2.72 |
-49.1% |
6.81 |
| ATR |
3.45 |
3.44 |
-0.01 |
-0.3% |
0.00 |
| Volume |
3,468 |
2,781 |
-687 |
-19.8% |
12,022 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.01 |
127.29 |
121.48 |
|
| R3 |
126.19 |
124.47 |
120.71 |
|
| R2 |
123.37 |
123.37 |
120.45 |
|
| R1 |
121.65 |
121.65 |
120.19 |
121.10 |
| PP |
120.55 |
120.55 |
120.55 |
120.28 |
| S1 |
118.83 |
118.83 |
119.67 |
118.28 |
| S2 |
117.73 |
117.73 |
119.41 |
|
| S3 |
114.91 |
116.01 |
119.15 |
|
| S4 |
112.09 |
113.19 |
118.38 |
|
|
| 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 |
119.45 |
10.06 |
8.4% |
4.38 |
3.6% |
5% |
False |
True |
2,850 |
| 10 |
130.15 |
119.45 |
10.70 |
8.9% |
3.28 |
2.7% |
4% |
False |
True |
2,627 |
| 20 |
148.17 |
119.45 |
28.72 |
23.9% |
3.04 |
2.5% |
2% |
False |
True |
2,340 |
| 40 |
148.17 |
119.45 |
28.72 |
23.9% |
2.06 |
1.7% |
2% |
False |
True |
1,675 |
| 60 |
148.17 |
119.45 |
28.72 |
23.9% |
1.73 |
1.4% |
2% |
False |
True |
1,385 |
| 80 |
148.17 |
107.85 |
40.32 |
33.6% |
1.41 |
1.2% |
30% |
False |
False |
1,157 |
| 100 |
148.17 |
95.99 |
52.18 |
43.5% |
1.13 |
0.9% |
46% |
False |
False |
992 |
| 120 |
148.17 |
92.96 |
55.21 |
46.0% |
0.97 |
0.8% |
49% |
False |
False |
914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.26 |
|
2.618 |
129.65 |
|
1.618 |
126.83 |
|
1.000 |
125.09 |
|
0.618 |
124.01 |
|
HIGH |
122.27 |
|
0.618 |
121.19 |
|
0.500 |
120.86 |
|
0.382 |
120.53 |
|
LOW |
119.45 |
|
0.618 |
117.71 |
|
1.000 |
116.63 |
|
1.618 |
114.89 |
|
2.618 |
112.07 |
|
4.250 |
107.47 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120.86 |
124.48 |
| PP |
120.55 |
122.96 |
| S1 |
120.24 |
121.45 |
|