NYMEX Light Sweet Crude Oil Future November 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 |
119.42 |
115.32 |
-4.10 |
-3.4% |
126.66 |
| High |
119.78 |
117.26 |
-2.52 |
-2.1% |
127.11 |
| Low |
115.20 |
113.30 |
-1.90 |
-1.6% |
115.20 |
| Close |
115.77 |
115.04 |
-0.73 |
-0.6% |
115.77 |
| Range |
4.58 |
3.96 |
-0.62 |
-13.5% |
11.91 |
| ATR |
4.54 |
4.50 |
-0.04 |
-0.9% |
0.00 |
| Volume |
59,627 |
51,813 |
-7,814 |
-13.1% |
235,869 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.08 |
125.02 |
117.22 |
|
| R3 |
123.12 |
121.06 |
116.13 |
|
| R2 |
119.16 |
119.16 |
115.77 |
|
| R1 |
117.10 |
117.10 |
115.40 |
116.15 |
| PP |
115.20 |
115.20 |
115.20 |
114.73 |
| S1 |
113.14 |
113.14 |
114.68 |
112.19 |
| S2 |
111.24 |
111.24 |
114.31 |
|
| S3 |
107.28 |
109.18 |
113.95 |
|
| S4 |
103.32 |
105.22 |
112.86 |
|
|
| 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 |
121.68 |
113.30 |
8.38 |
7.3% |
3.56 |
3.1% |
21% |
False |
True |
52,613 |
| 10 |
129.16 |
113.30 |
15.86 |
13.8% |
4.67 |
4.1% |
11% |
False |
True |
39,176 |
| 20 |
147.81 |
113.30 |
34.51 |
30.0% |
4.89 |
4.2% |
5% |
False |
True |
29,569 |
| 40 |
148.47 |
113.30 |
35.17 |
30.6% |
4.41 |
3.8% |
5% |
False |
True |
22,603 |
| 60 |
148.47 |
113.30 |
35.17 |
30.6% |
4.46 |
3.9% |
5% |
False |
True |
19,723 |
| 80 |
148.47 |
107.60 |
40.87 |
35.5% |
3.90 |
3.4% |
18% |
False |
False |
15,842 |
| 100 |
148.47 |
98.10 |
50.37 |
43.8% |
3.37 |
2.9% |
34% |
False |
False |
13,115 |
| 120 |
148.47 |
95.37 |
53.10 |
46.2% |
3.03 |
2.6% |
37% |
False |
False |
11,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.09 |
|
2.618 |
127.63 |
|
1.618 |
123.67 |
|
1.000 |
121.22 |
|
0.618 |
119.71 |
|
HIGH |
117.26 |
|
0.618 |
115.75 |
|
0.500 |
115.28 |
|
0.382 |
114.81 |
|
LOW |
113.30 |
|
0.618 |
110.85 |
|
1.000 |
109.34 |
|
1.618 |
106.89 |
|
2.618 |
102.93 |
|
4.250 |
96.47 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.28 |
117.28 |
| PP |
115.20 |
116.53 |
| S1 |
115.12 |
115.79 |
|