NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
124.90 |
126.66 |
1.76 |
1.4% |
124.70 |
| High |
129.16 |
127.11 |
-2.05 |
-1.6% |
129.16 |
| Low |
122.92 |
120.34 |
-2.58 |
-2.1% |
121.60 |
| Close |
125.94 |
122.08 |
-3.86 |
-3.1% |
125.94 |
| Range |
6.24 |
6.77 |
0.53 |
8.5% |
7.56 |
| ATR |
4.72 |
4.86 |
0.15 |
3.1% |
0.00 |
| Volume |
31,703 |
24,615 |
-7,088 |
-22.4% |
128,424 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.49 |
139.55 |
125.80 |
|
| R3 |
136.72 |
132.78 |
123.94 |
|
| R2 |
129.95 |
129.95 |
123.32 |
|
| R1 |
126.01 |
126.01 |
122.70 |
124.60 |
| PP |
123.18 |
123.18 |
123.18 |
122.47 |
| S1 |
119.24 |
119.24 |
121.46 |
117.83 |
| S2 |
116.41 |
116.41 |
120.84 |
|
| S3 |
109.64 |
112.47 |
120.22 |
|
| S4 |
102.87 |
105.70 |
118.36 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.25 |
144.65 |
130.10 |
|
| R3 |
140.69 |
137.09 |
128.02 |
|
| R2 |
133.13 |
133.13 |
127.33 |
|
| R1 |
129.53 |
129.53 |
126.63 |
131.33 |
| PP |
125.57 |
125.57 |
125.57 |
126.47 |
| S1 |
121.97 |
121.97 |
125.25 |
123.77 |
| S2 |
118.01 |
118.01 |
124.55 |
|
| S3 |
110.45 |
114.41 |
123.86 |
|
| S4 |
102.89 |
106.85 |
121.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.16 |
120.34 |
8.82 |
7.2% |
5.78 |
4.7% |
20% |
False |
True |
25,739 |
| 10 |
133.79 |
120.34 |
13.45 |
11.0% |
4.85 |
4.0% |
13% |
False |
True |
23,264 |
| 20 |
148.47 |
120.34 |
28.13 |
23.0% |
5.23 |
4.3% |
6% |
False |
True |
21,669 |
| 40 |
148.47 |
120.34 |
28.13 |
23.0% |
4.60 |
3.8% |
6% |
False |
True |
17,942 |
| 60 |
148.47 |
120.34 |
28.13 |
23.0% |
4.36 |
3.6% |
6% |
False |
True |
15,854 |
| 80 |
148.47 |
107.52 |
40.95 |
33.5% |
3.74 |
3.1% |
36% |
False |
False |
12,646 |
| 100 |
148.47 |
96.27 |
52.20 |
42.8% |
3.29 |
2.7% |
49% |
False |
False |
10,604 |
| 120 |
148.47 |
93.75 |
54.72 |
44.8% |
2.93 |
2.4% |
52% |
False |
False |
9,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.88 |
|
2.618 |
144.83 |
|
1.618 |
138.06 |
|
1.000 |
133.88 |
|
0.618 |
131.29 |
|
HIGH |
127.11 |
|
0.618 |
124.52 |
|
0.500 |
123.73 |
|
0.382 |
122.93 |
|
LOW |
120.34 |
|
0.618 |
116.16 |
|
1.000 |
113.57 |
|
1.618 |
109.39 |
|
2.618 |
102.62 |
|
4.250 |
91.57 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.73 |
124.75 |
| PP |
123.18 |
123.86 |
| S1 |
122.63 |
122.97 |
|