NYMEX Light Sweet Crude Oil Future October 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 |
118.51 |
119.60 |
1.09 |
0.9% |
125.97 |
| High |
121.38 |
119.81 |
-1.57 |
-1.3% |
126.68 |
| Low |
117.60 |
114.85 |
-2.75 |
-2.3% |
114.85 |
| Close |
119.78 |
115.40 |
-4.38 |
-3.7% |
115.40 |
| Range |
3.78 |
4.96 |
1.18 |
31.2% |
11.83 |
| ATR |
4.78 |
4.79 |
0.01 |
0.3% |
0.00 |
| Volume |
140,471 |
145,057 |
4,586 |
3.3% |
610,035 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.57 |
128.44 |
118.13 |
|
| R3 |
126.61 |
123.48 |
116.76 |
|
| R2 |
121.65 |
121.65 |
116.31 |
|
| R1 |
118.52 |
118.52 |
115.85 |
117.61 |
| PP |
116.69 |
116.69 |
116.69 |
116.23 |
| S1 |
113.56 |
113.56 |
114.95 |
112.65 |
| S2 |
111.73 |
111.73 |
114.49 |
|
| S3 |
106.77 |
108.60 |
114.04 |
|
| S4 |
101.81 |
103.64 |
112.67 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.47 |
146.76 |
121.91 |
|
| R3 |
142.64 |
134.93 |
118.65 |
|
| R2 |
130.81 |
130.81 |
117.57 |
|
| R1 |
123.10 |
123.10 |
116.48 |
121.04 |
| PP |
118.98 |
118.98 |
118.98 |
117.95 |
| S1 |
111.27 |
111.27 |
114.32 |
109.21 |
| S2 |
107.15 |
107.15 |
113.23 |
|
| S3 |
95.32 |
99.44 |
112.15 |
|
| S4 |
83.49 |
87.61 |
108.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126.68 |
114.85 |
11.83 |
10.3% |
4.38 |
3.8% |
5% |
False |
True |
122,007 |
| 10 |
128.95 |
114.85 |
14.10 |
12.2% |
4.78 |
4.1% |
4% |
False |
True |
93,026 |
| 20 |
147.55 |
114.85 |
32.70 |
28.3% |
5.05 |
4.4% |
2% |
False |
True |
69,588 |
| 40 |
148.13 |
114.85 |
33.28 |
28.8% |
4.76 |
4.1% |
2% |
False |
True |
48,597 |
| 60 |
148.13 |
114.85 |
33.28 |
28.8% |
4.75 |
4.1% |
2% |
False |
True |
40,544 |
| 80 |
148.13 |
108.00 |
40.13 |
34.8% |
4.33 |
3.8% |
18% |
False |
False |
32,168 |
| 100 |
148.13 |
96.67 |
51.46 |
44.6% |
3.88 |
3.4% |
36% |
False |
False |
26,684 |
| 120 |
148.13 |
95.61 |
52.52 |
45.5% |
3.54 |
3.1% |
38% |
False |
False |
22,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.89 |
|
2.618 |
132.80 |
|
1.618 |
127.84 |
|
1.000 |
124.77 |
|
0.618 |
122.88 |
|
HIGH |
119.81 |
|
0.618 |
117.92 |
|
0.500 |
117.33 |
|
0.382 |
116.74 |
|
LOW |
114.85 |
|
0.618 |
111.78 |
|
1.000 |
109.89 |
|
1.618 |
106.82 |
|
2.618 |
101.86 |
|
4.250 |
93.77 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.33 |
118.12 |
| PP |
116.69 |
117.21 |
| S1 |
116.04 |
116.31 |
|