NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
127.82 |
125.29 |
-2.53 |
-2.0% |
124.55 |
| High |
128.65 |
129.58 |
0.93 |
0.7% |
129.58 |
| Low |
123.94 |
123.25 |
-0.69 |
-0.6% |
121.92 |
| Close |
125.29 |
126.30 |
1.01 |
0.8% |
126.30 |
| Range |
4.71 |
6.33 |
1.62 |
34.4% |
7.66 |
| ATR |
4.70 |
4.82 |
0.12 |
2.5% |
0.00 |
| Volume |
63,672 |
45,536 |
-18,136 |
-28.5% |
241,795 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.37 |
142.16 |
129.78 |
|
| R3 |
139.04 |
135.83 |
128.04 |
|
| R2 |
132.71 |
132.71 |
127.46 |
|
| R1 |
129.50 |
129.50 |
126.88 |
131.11 |
| PP |
126.38 |
126.38 |
126.38 |
127.18 |
| S1 |
123.17 |
123.17 |
125.72 |
124.78 |
| S2 |
120.05 |
120.05 |
125.14 |
|
| S3 |
113.72 |
116.84 |
124.56 |
|
| S4 |
107.39 |
110.51 |
122.82 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.91 |
145.27 |
130.51 |
|
| R3 |
141.25 |
137.61 |
128.41 |
|
| R2 |
133.59 |
133.59 |
127.70 |
|
| R1 |
129.95 |
129.95 |
127.00 |
131.77 |
| PP |
125.93 |
125.93 |
125.93 |
126.85 |
| S1 |
122.29 |
122.29 |
125.60 |
124.11 |
| S2 |
118.27 |
118.27 |
124.90 |
|
| S3 |
110.61 |
114.63 |
124.19 |
|
| S4 |
102.95 |
106.97 |
122.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.58 |
121.92 |
7.66 |
6.1% |
4.96 |
3.9% |
57% |
True |
False |
48,359 |
| 10 |
134.15 |
121.92 |
12.23 |
9.7% |
4.53 |
3.6% |
36% |
False |
False |
44,901 |
| 20 |
148.60 |
121.92 |
26.68 |
21.1% |
5.13 |
4.1% |
16% |
False |
False |
42,222 |
| 40 |
148.60 |
121.92 |
26.68 |
21.1% |
4.74 |
3.8% |
16% |
False |
False |
39,999 |
| 60 |
148.60 |
120.05 |
28.55 |
22.6% |
4.60 |
3.6% |
22% |
False |
False |
40,484 |
| 80 |
148.60 |
105.18 |
43.42 |
34.4% |
4.18 |
3.3% |
49% |
False |
False |
35,746 |
| 100 |
148.60 |
95.83 |
52.77 |
41.8% |
3.98 |
3.1% |
58% |
False |
False |
33,232 |
| 120 |
148.60 |
92.25 |
56.35 |
44.6% |
3.71 |
2.9% |
60% |
False |
False |
31,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.48 |
|
2.618 |
146.15 |
|
1.618 |
139.82 |
|
1.000 |
135.91 |
|
0.618 |
133.49 |
|
HIGH |
129.58 |
|
0.618 |
127.16 |
|
0.500 |
126.42 |
|
0.382 |
125.67 |
|
LOW |
123.25 |
|
0.618 |
119.34 |
|
1.000 |
116.92 |
|
1.618 |
113.01 |
|
2.618 |
106.68 |
|
4.250 |
96.35 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.42 |
126.15 |
| PP |
126.38 |
125.99 |
| S1 |
126.34 |
125.84 |
|