NYMEX Light Sweet Crude Oil Future September 2008
| 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 |
125.98 |
121.00 |
-4.98 |
-4.0% |
123.41 |
| High |
126.35 |
121.23 |
-5.12 |
-4.1% |
128.60 |
| Low |
119.50 |
118.00 |
-1.50 |
-1.3% |
120.42 |
| Close |
121.41 |
119.17 |
-2.24 |
-1.8% |
125.10 |
| Range |
6.85 |
3.23 |
-3.62 |
-52.8% |
8.18 |
| ATR |
5.28 |
5.14 |
-0.13 |
-2.5% |
0.00 |
| Volume |
277,311 |
294,048 |
16,737 |
6.0% |
1,268,480 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.16 |
127.39 |
120.95 |
|
| R3 |
125.93 |
124.16 |
120.06 |
|
| R2 |
122.70 |
122.70 |
119.76 |
|
| R1 |
120.93 |
120.93 |
119.47 |
120.20 |
| PP |
119.47 |
119.47 |
119.47 |
119.10 |
| S1 |
117.70 |
117.70 |
118.87 |
116.97 |
| S2 |
116.24 |
116.24 |
118.58 |
|
| S3 |
113.01 |
114.47 |
118.28 |
|
| S4 |
109.78 |
111.24 |
117.39 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.25 |
145.35 |
129.60 |
|
| R3 |
141.07 |
137.17 |
127.35 |
|
| R2 |
132.89 |
132.89 |
126.60 |
|
| R1 |
128.99 |
128.99 |
125.85 |
130.94 |
| PP |
124.71 |
124.71 |
124.71 |
125.68 |
| S1 |
120.81 |
120.81 |
124.35 |
122.76 |
| S2 |
116.53 |
116.53 |
123.60 |
|
| S3 |
108.35 |
112.63 |
122.85 |
|
| S4 |
100.17 |
104.45 |
120.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.60 |
118.00 |
10.60 |
8.9% |
5.67 |
4.8% |
11% |
False |
True |
284,963 |
| 10 |
128.70 |
118.00 |
10.70 |
9.0% |
4.79 |
4.0% |
11% |
False |
True |
269,418 |
| 20 |
147.90 |
118.00 |
29.90 |
25.1% |
5.33 |
4.5% |
4% |
False |
True |
211,802 |
| 40 |
147.90 |
118.00 |
29.90 |
25.1% |
5.13 |
4.3% |
4% |
False |
True |
139,564 |
| 60 |
147.90 |
118.00 |
29.90 |
25.1% |
4.90 |
4.1% |
4% |
False |
True |
108,389 |
| 80 |
147.90 |
107.45 |
40.45 |
33.9% |
4.43 |
3.7% |
29% |
False |
False |
84,921 |
| 100 |
147.90 |
96.72 |
51.18 |
42.9% |
4.19 |
3.5% |
44% |
False |
False |
69,668 |
| 120 |
147.90 |
93.69 |
54.21 |
45.5% |
3.83 |
3.2% |
47% |
False |
False |
59,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.96 |
|
2.618 |
129.69 |
|
1.618 |
126.46 |
|
1.000 |
124.46 |
|
0.618 |
123.23 |
|
HIGH |
121.23 |
|
0.618 |
120.00 |
|
0.500 |
119.62 |
|
0.382 |
119.23 |
|
LOW |
118.00 |
|
0.618 |
116.00 |
|
1.000 |
114.77 |
|
1.618 |
112.77 |
|
2.618 |
109.54 |
|
4.250 |
104.27 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.62 |
123.30 |
| PP |
119.47 |
121.92 |
| S1 |
119.32 |
120.55 |
|