NYMEX Light Sweet Crude Oil Future November 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 |
118.75 |
119.42 |
0.67 |
0.6% |
126.66 |
| High |
121.26 |
119.78 |
-1.48 |
-1.2% |
127.11 |
| Low |
117.75 |
115.20 |
-2.55 |
-2.2% |
115.20 |
| Close |
119.78 |
115.77 |
-4.01 |
-3.3% |
115.77 |
| Range |
3.51 |
4.58 |
1.07 |
30.5% |
11.91 |
| ATR |
4.54 |
4.54 |
0.00 |
0.1% |
0.00 |
| Volume |
46,905 |
59,627 |
12,722 |
27.1% |
235,869 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.66 |
127.79 |
118.29 |
|
| R3 |
126.08 |
123.21 |
117.03 |
|
| R2 |
121.50 |
121.50 |
116.61 |
|
| R1 |
118.63 |
118.63 |
116.19 |
117.78 |
| PP |
116.92 |
116.92 |
116.92 |
116.49 |
| S1 |
114.05 |
114.05 |
115.35 |
113.20 |
| S2 |
112.34 |
112.34 |
114.93 |
|
| S3 |
107.76 |
109.47 |
114.51 |
|
| S4 |
103.18 |
104.89 |
113.25 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.09 |
147.34 |
122.32 |
|
| R3 |
143.18 |
135.43 |
119.05 |
|
| R2 |
131.27 |
131.27 |
117.95 |
|
| R1 |
123.52 |
123.52 |
116.86 |
121.44 |
| PP |
119.36 |
119.36 |
119.36 |
118.32 |
| S1 |
111.61 |
111.61 |
114.68 |
109.53 |
| S2 |
107.45 |
107.45 |
113.59 |
|
| S3 |
95.54 |
99.70 |
112.49 |
|
| S4 |
83.63 |
87.79 |
109.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127.11 |
115.20 |
11.91 |
10.3% |
4.13 |
3.6% |
5% |
False |
True |
47,173 |
| 10 |
129.16 |
115.20 |
13.96 |
12.1% |
4.52 |
3.9% |
4% |
False |
True |
36,429 |
| 20 |
147.81 |
115.20 |
32.61 |
28.2% |
4.86 |
4.2% |
2% |
False |
True |
28,165 |
| 40 |
148.47 |
115.20 |
33.27 |
28.7% |
4.44 |
3.8% |
2% |
False |
True |
21,646 |
| 60 |
148.47 |
115.20 |
33.27 |
28.7% |
4.44 |
3.8% |
2% |
False |
True |
18,955 |
| 80 |
148.47 |
107.60 |
40.87 |
35.3% |
3.87 |
3.3% |
20% |
False |
False |
15,208 |
| 100 |
148.47 |
96.27 |
52.20 |
45.1% |
3.36 |
2.9% |
37% |
False |
False |
12,621 |
| 120 |
148.47 |
95.37 |
53.10 |
45.9% |
3.00 |
2.6% |
38% |
False |
False |
10,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.25 |
|
2.618 |
131.77 |
|
1.618 |
127.19 |
|
1.000 |
124.36 |
|
0.618 |
122.61 |
|
HIGH |
119.78 |
|
0.618 |
118.03 |
|
0.500 |
117.49 |
|
0.382 |
116.95 |
|
LOW |
115.20 |
|
0.618 |
112.37 |
|
1.000 |
110.62 |
|
1.618 |
107.79 |
|
2.618 |
103.21 |
|
4.250 |
95.74 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117.49 |
118.23 |
| PP |
116.92 |
117.41 |
| S1 |
116.34 |
116.59 |
|