NYMEX Light Sweet Crude Oil Future September 2008
| 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 |
118.80 |
119.90 |
1.10 |
0.9% |
125.98 |
| High |
121.78 |
120.08 |
-1.70 |
-1.4% |
126.35 |
| Low |
117.91 |
114.62 |
-3.29 |
-2.8% |
114.62 |
| Close |
120.02 |
115.20 |
-4.82 |
-4.0% |
115.20 |
| Range |
3.87 |
5.46 |
1.59 |
41.1% |
11.73 |
| ATR |
4.94 |
4.97 |
0.04 |
0.8% |
0.00 |
| Volume |
307,994 |
304,204 |
-3,790 |
-1.2% |
1,500,146 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.01 |
129.57 |
118.20 |
|
| R3 |
127.55 |
124.11 |
116.70 |
|
| R2 |
122.09 |
122.09 |
116.20 |
|
| R1 |
118.65 |
118.65 |
115.70 |
117.64 |
| PP |
116.63 |
116.63 |
116.63 |
116.13 |
| S1 |
113.19 |
113.19 |
114.70 |
112.18 |
| S2 |
111.17 |
111.17 |
114.20 |
|
| S3 |
105.71 |
107.73 |
113.70 |
|
| S4 |
100.25 |
102.27 |
112.20 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.91 |
146.29 |
121.65 |
|
| R3 |
142.18 |
134.56 |
118.43 |
|
| R2 |
130.45 |
130.45 |
117.35 |
|
| R1 |
122.83 |
122.83 |
116.28 |
120.78 |
| PP |
118.72 |
118.72 |
118.72 |
117.70 |
| S1 |
111.10 |
111.10 |
114.12 |
109.05 |
| S2 |
106.99 |
106.99 |
113.05 |
|
| S3 |
95.26 |
99.37 |
111.97 |
|
| S4 |
83.53 |
87.64 |
108.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.35 |
114.62 |
11.73 |
10.2% |
4.56 |
4.0% |
5% |
False |
True |
300,029 |
| 10 |
128.60 |
114.62 |
13.98 |
12.1% |
4.91 |
4.3% |
4% |
False |
True |
276,862 |
| 20 |
147.40 |
114.62 |
32.78 |
28.5% |
5.20 |
4.5% |
2% |
False |
True |
239,515 |
| 40 |
147.90 |
114.62 |
33.28 |
28.9% |
4.97 |
4.3% |
2% |
False |
True |
158,067 |
| 60 |
147.90 |
114.62 |
33.28 |
28.9% |
4.93 |
4.3% |
2% |
False |
True |
122,758 |
| 80 |
147.90 |
108.40 |
39.50 |
34.3% |
4.50 |
3.9% |
17% |
False |
False |
96,244 |
| 100 |
147.90 |
96.72 |
51.18 |
44.4% |
4.15 |
3.6% |
36% |
False |
False |
78,746 |
| 120 |
147.90 |
95.83 |
52.07 |
45.2% |
3.88 |
3.4% |
37% |
False |
False |
66,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.29 |
|
2.618 |
134.37 |
|
1.618 |
128.91 |
|
1.000 |
125.54 |
|
0.618 |
123.45 |
|
HIGH |
120.08 |
|
0.618 |
117.99 |
|
0.500 |
117.35 |
|
0.382 |
116.71 |
|
LOW |
114.62 |
|
0.618 |
111.25 |
|
1.000 |
109.16 |
|
1.618 |
105.79 |
|
2.618 |
100.33 |
|
4.250 |
91.42 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.35 |
118.20 |
| PP |
116.63 |
117.20 |
| S1 |
115.92 |
116.20 |
|