NYMEX Light Sweet Crude Oil Future October 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 |
125.97 |
121.29 |
-4.68 |
-3.7% |
124.03 |
| High |
126.68 |
121.42 |
-5.26 |
-4.2% |
128.95 |
| Low |
119.86 |
118.29 |
-1.57 |
-1.3% |
120.90 |
| Close |
121.69 |
119.22 |
-2.47 |
-2.0% |
125.50 |
| Range |
6.82 |
3.13 |
-3.69 |
-54.1% |
8.05 |
| ATR |
5.10 |
4.98 |
-0.12 |
-2.4% |
0.00 |
| Volume |
81,055 |
97,674 |
16,619 |
20.5% |
320,231 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.03 |
127.26 |
120.94 |
|
| R3 |
125.90 |
124.13 |
120.08 |
|
| R2 |
122.77 |
122.77 |
119.79 |
|
| R1 |
121.00 |
121.00 |
119.51 |
120.32 |
| PP |
119.64 |
119.64 |
119.64 |
119.31 |
| S1 |
117.87 |
117.87 |
118.93 |
117.19 |
| S2 |
116.51 |
116.51 |
118.65 |
|
| S3 |
113.38 |
114.74 |
118.36 |
|
| S4 |
110.25 |
111.61 |
117.50 |
|
|
| 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 |
118.29 |
10.66 |
8.9% |
5.57 |
4.7% |
9% |
False |
True |
82,726 |
| 10 |
129.21 |
118.29 |
10.92 |
9.2% |
4.70 |
3.9% |
9% |
False |
True |
67,799 |
| 20 |
148.13 |
118.29 |
29.84 |
25.0% |
5.22 |
4.4% |
3% |
False |
True |
52,896 |
| 40 |
148.13 |
118.29 |
29.84 |
25.0% |
4.85 |
4.1% |
3% |
False |
True |
40,110 |
| 60 |
148.13 |
118.29 |
29.84 |
25.0% |
4.73 |
4.0% |
3% |
False |
True |
33,779 |
| 80 |
148.13 |
107.24 |
40.89 |
34.3% |
4.26 |
3.6% |
29% |
False |
False |
26,921 |
| 100 |
148.13 |
96.67 |
51.46 |
43.2% |
3.87 |
3.2% |
44% |
False |
False |
22,493 |
| 120 |
148.13 |
93.39 |
54.74 |
45.9% |
3.47 |
2.9% |
47% |
False |
False |
19,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.72 |
|
2.618 |
129.61 |
|
1.618 |
126.48 |
|
1.000 |
124.55 |
|
0.618 |
123.35 |
|
HIGH |
121.42 |
|
0.618 |
120.22 |
|
0.500 |
119.86 |
|
0.382 |
119.49 |
|
LOW |
118.29 |
|
0.618 |
116.36 |
|
1.000 |
115.16 |
|
1.618 |
113.23 |
|
2.618 |
110.10 |
|
4.250 |
104.99 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.86 |
123.62 |
| PP |
119.64 |
122.15 |
| S1 |
119.43 |
120.69 |
|