NYMEX Light Sweet Crude Oil Future February 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 |
119.48 |
119.51 |
0.03 |
0.0% |
127.25 |
| High |
120.80 |
119.60 |
-1.20 |
-1.0% |
127.89 |
| Low |
118.43 |
116.13 |
-2.30 |
-1.9% |
116.13 |
| Close |
119.80 |
116.42 |
-3.38 |
-2.8% |
116.42 |
| Range |
2.37 |
3.47 |
1.10 |
46.4% |
11.76 |
| ATR |
3.26 |
3.29 |
0.03 |
0.9% |
0.00 |
| Volume |
3,450 |
4,955 |
1,505 |
43.6% |
20,402 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.79 |
125.58 |
118.33 |
|
| R3 |
124.32 |
122.11 |
117.37 |
|
| R2 |
120.85 |
120.85 |
117.06 |
|
| R1 |
118.64 |
118.64 |
116.74 |
118.01 |
| PP |
117.38 |
117.38 |
117.38 |
117.07 |
| S1 |
115.17 |
115.17 |
116.10 |
114.54 |
| S2 |
113.91 |
113.91 |
115.78 |
|
| S3 |
110.44 |
111.70 |
115.47 |
|
| S4 |
106.97 |
108.23 |
114.51 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.43 |
147.68 |
122.89 |
|
| R3 |
143.67 |
135.92 |
119.65 |
|
| R2 |
131.91 |
131.91 |
118.58 |
|
| R1 |
124.16 |
124.16 |
117.50 |
122.16 |
| PP |
120.15 |
120.15 |
120.15 |
119.14 |
| S1 |
112.40 |
112.40 |
115.34 |
110.40 |
| S2 |
108.39 |
108.39 |
114.26 |
|
| S3 |
96.63 |
100.64 |
113.19 |
|
| S4 |
84.87 |
88.88 |
109.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.89 |
116.13 |
11.76 |
10.1% |
3.20 |
2.8% |
2% |
False |
True |
4,080 |
| 10 |
129.51 |
116.13 |
13.38 |
11.5% |
3.51 |
3.0% |
2% |
False |
True |
3,242 |
| 20 |
146.93 |
116.13 |
30.80 |
26.5% |
2.96 |
2.5% |
1% |
False |
True |
2,722 |
| 40 |
148.17 |
116.13 |
32.04 |
27.5% |
2.17 |
1.9% |
1% |
False |
True |
1,899 |
| 60 |
148.17 |
116.13 |
32.04 |
27.5% |
1.80 |
1.5% |
1% |
False |
True |
1,581 |
| 80 |
148.17 |
108.15 |
40.02 |
34.4% |
1.51 |
1.3% |
21% |
False |
False |
1,310 |
| 100 |
148.17 |
95.99 |
52.18 |
44.8% |
1.21 |
1.0% |
39% |
False |
False |
1,116 |
| 120 |
148.17 |
95.28 |
52.89 |
45.4% |
1.03 |
0.9% |
40% |
False |
False |
1,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.35 |
|
2.618 |
128.68 |
|
1.618 |
125.21 |
|
1.000 |
123.07 |
|
0.618 |
121.74 |
|
HIGH |
119.60 |
|
0.618 |
118.27 |
|
0.500 |
117.87 |
|
0.382 |
117.46 |
|
LOW |
116.13 |
|
0.618 |
113.99 |
|
1.000 |
112.66 |
|
1.618 |
110.52 |
|
2.618 |
107.05 |
|
4.250 |
101.38 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.87 |
118.47 |
| PP |
117.38 |
117.78 |
| S1 |
116.90 |
117.10 |
|