NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
127.23 |
124.50 |
-2.73 |
-2.1% |
124.03 |
| High |
128.19 |
128.95 |
0.76 |
0.6% |
128.95 |
| Low |
123.14 |
122.49 |
-0.65 |
-0.5% |
120.90 |
| Close |
124.51 |
125.50 |
0.99 |
0.8% |
125.50 |
| Range |
5.05 |
6.46 |
1.41 |
27.9% |
8.05 |
| ATR |
4.85 |
4.97 |
0.11 |
2.4% |
0.00 |
| Volume |
92,467 |
79,598 |
-12,869 |
-13.9% |
320,231 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.03 |
141.72 |
129.05 |
|
| R3 |
138.57 |
135.26 |
127.28 |
|
| R2 |
132.11 |
132.11 |
126.68 |
|
| R1 |
128.80 |
128.80 |
126.09 |
130.46 |
| PP |
125.65 |
125.65 |
125.65 |
126.47 |
| S1 |
122.34 |
122.34 |
124.91 |
124.00 |
| S2 |
119.19 |
119.19 |
124.32 |
|
| S3 |
112.73 |
115.88 |
123.72 |
|
| S4 |
106.27 |
109.42 |
121.95 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.27 |
145.43 |
129.93 |
|
| R3 |
141.22 |
137.38 |
127.71 |
|
| R2 |
133.17 |
133.17 |
126.98 |
|
| R1 |
129.33 |
129.33 |
126.24 |
131.25 |
| PP |
125.12 |
125.12 |
125.12 |
126.08 |
| S1 |
121.28 |
121.28 |
124.76 |
123.20 |
| S2 |
117.07 |
117.07 |
124.02 |
|
| S3 |
109.02 |
113.23 |
123.29 |
|
| S4 |
100.97 |
105.18 |
121.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.95 |
120.90 |
8.05 |
6.4% |
5.18 |
4.1% |
57% |
True |
False |
64,046 |
| 10 |
133.35 |
120.90 |
12.45 |
9.9% |
4.69 |
3.7% |
37% |
False |
False |
57,628 |
| 20 |
148.13 |
120.90 |
27.23 |
21.7% |
5.32 |
4.2% |
17% |
False |
False |
47,448 |
| 40 |
148.13 |
120.90 |
27.23 |
21.7% |
4.88 |
3.9% |
17% |
False |
False |
37,546 |
| 60 |
148.13 |
120.30 |
27.83 |
22.2% |
4.64 |
3.7% |
19% |
False |
False |
31,182 |
| 80 |
148.13 |
106.72 |
41.41 |
33.0% |
4.16 |
3.3% |
45% |
False |
False |
24,780 |
| 100 |
148.13 |
96.67 |
51.46 |
41.0% |
3.78 |
3.0% |
56% |
False |
False |
20,759 |
| 120 |
148.13 |
93.10 |
55.03 |
43.8% |
3.41 |
2.7% |
59% |
False |
False |
17,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.41 |
|
2.618 |
145.86 |
|
1.618 |
139.40 |
|
1.000 |
135.41 |
|
0.618 |
132.94 |
|
HIGH |
128.95 |
|
0.618 |
126.48 |
|
0.500 |
125.72 |
|
0.382 |
124.96 |
|
LOW |
122.49 |
|
0.618 |
118.50 |
|
1.000 |
116.03 |
|
1.618 |
112.04 |
|
2.618 |
105.58 |
|
4.250 |
95.04 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.72 |
125.37 |
| PP |
125.65 |
125.25 |
| S1 |
125.57 |
125.12 |
|