NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
119.60 |
115.40 |
-4.20 |
-3.5% |
125.97 |
| High |
119.81 |
117.08 |
-2.73 |
-2.3% |
126.68 |
| Low |
114.85 |
112.89 |
-1.96 |
-1.7% |
114.85 |
| Close |
115.40 |
114.66 |
-0.74 |
-0.6% |
115.40 |
| Range |
4.96 |
4.19 |
-0.77 |
-15.5% |
11.83 |
| ATR |
4.79 |
4.75 |
-0.04 |
-0.9% |
0.00 |
| Volume |
145,057 |
136,243 |
-8,814 |
-6.1% |
610,035 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.45 |
125.24 |
116.96 |
|
| R3 |
123.26 |
121.05 |
115.81 |
|
| R2 |
119.07 |
119.07 |
115.43 |
|
| R1 |
116.86 |
116.86 |
115.04 |
115.87 |
| PP |
114.88 |
114.88 |
114.88 |
114.38 |
| S1 |
112.67 |
112.67 |
114.28 |
111.68 |
| S2 |
110.69 |
110.69 |
113.89 |
|
| S3 |
106.50 |
108.48 |
113.51 |
|
| S4 |
102.31 |
104.29 |
112.36 |
|
|
| 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 |
121.42 |
112.89 |
8.53 |
7.4% |
3.85 |
3.4% |
21% |
False |
True |
133,044 |
| 10 |
128.95 |
112.89 |
16.06 |
14.0% |
4.94 |
4.3% |
11% |
False |
True |
101,482 |
| 20 |
147.55 |
112.89 |
34.66 |
30.2% |
5.08 |
4.4% |
5% |
False |
True |
74,608 |
| 40 |
148.13 |
112.89 |
35.24 |
30.7% |
4.72 |
4.1% |
5% |
False |
True |
51,396 |
| 60 |
148.13 |
112.89 |
35.24 |
30.7% |
4.77 |
4.2% |
5% |
False |
True |
42,669 |
| 80 |
148.13 |
108.00 |
40.13 |
35.0% |
4.34 |
3.8% |
17% |
False |
False |
33,829 |
| 100 |
148.13 |
97.48 |
50.65 |
44.2% |
3.90 |
3.4% |
34% |
False |
False |
27,990 |
| 120 |
148.13 |
95.61 |
52.52 |
45.8% |
3.56 |
3.1% |
36% |
False |
False |
23,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.89 |
|
2.618 |
128.05 |
|
1.618 |
123.86 |
|
1.000 |
121.27 |
|
0.618 |
119.67 |
|
HIGH |
117.08 |
|
0.618 |
115.48 |
|
0.500 |
114.99 |
|
0.382 |
114.49 |
|
LOW |
112.89 |
|
0.618 |
110.30 |
|
1.000 |
108.70 |
|
1.618 |
106.11 |
|
2.618 |
101.92 |
|
4.250 |
95.08 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114.99 |
117.14 |
| PP |
114.88 |
116.31 |
| S1 |
114.77 |
115.49 |
|