NYMEX Light Sweet Crude Oil Future February 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 |
119.40 |
119.48 |
0.08 |
0.1% |
126.06 |
| High |
120.24 |
120.80 |
0.56 |
0.5% |
129.51 |
| Low |
118.42 |
118.43 |
0.01 |
0.0% |
122.70 |
| Close |
119.05 |
119.80 |
0.75 |
0.6% |
126.66 |
| Range |
1.82 |
2.37 |
0.55 |
30.2% |
6.81 |
| ATR |
3.33 |
3.26 |
-0.07 |
-2.1% |
0.00 |
| Volume |
5,748 |
3,450 |
-2,298 |
-40.0% |
12,022 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.79 |
125.66 |
121.10 |
|
| R3 |
124.42 |
123.29 |
120.45 |
|
| R2 |
122.05 |
122.05 |
120.23 |
|
| R1 |
120.92 |
120.92 |
120.02 |
121.49 |
| PP |
119.68 |
119.68 |
119.68 |
119.96 |
| S1 |
118.55 |
118.55 |
119.58 |
119.12 |
| S2 |
117.31 |
117.31 |
119.37 |
|
| S3 |
114.94 |
116.18 |
119.15 |
|
| S4 |
112.57 |
113.81 |
118.50 |
|
|
| 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 |
118.42 |
11.09 |
9.3% |
3.59 |
3.0% |
12% |
False |
False |
3,687 |
| 10 |
129.51 |
118.42 |
11.09 |
9.3% |
3.16 |
2.6% |
12% |
False |
False |
3,125 |
| 20 |
148.17 |
118.42 |
29.75 |
24.8% |
2.89 |
2.4% |
5% |
False |
False |
2,553 |
| 40 |
148.17 |
118.42 |
29.75 |
24.8% |
2.09 |
1.7% |
5% |
False |
False |
1,804 |
| 60 |
148.17 |
118.42 |
29.75 |
24.8% |
1.79 |
1.5% |
5% |
False |
False |
1,516 |
| 80 |
148.17 |
108.15 |
40.02 |
33.4% |
1.46 |
1.2% |
29% |
False |
False |
1,259 |
| 100 |
148.17 |
95.99 |
52.18 |
43.6% |
1.17 |
1.0% |
46% |
False |
False |
1,080 |
| 120 |
148.17 |
95.18 |
52.99 |
44.2% |
1.00 |
0.8% |
46% |
False |
False |
983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130.87 |
|
2.618 |
127.00 |
|
1.618 |
124.63 |
|
1.000 |
123.17 |
|
0.618 |
122.26 |
|
HIGH |
120.80 |
|
0.618 |
119.89 |
|
0.500 |
119.62 |
|
0.382 |
119.34 |
|
LOW |
118.43 |
|
0.618 |
116.97 |
|
1.000 |
116.06 |
|
1.618 |
114.60 |
|
2.618 |
112.23 |
|
4.250 |
108.36 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.74 |
120.35 |
| PP |
119.68 |
120.16 |
| S1 |
119.62 |
119.98 |
|