NYMEX Light Sweet Crude Oil Future December 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 |
125.29 |
126.02 |
0.73 |
0.6% |
124.55 |
| High |
129.58 |
127.50 |
-2.08 |
-1.6% |
129.58 |
| Low |
123.25 |
120.69 |
-2.56 |
-2.1% |
121.92 |
| Close |
126.30 |
122.39 |
-3.91 |
-3.1% |
126.30 |
| Range |
6.33 |
6.81 |
0.48 |
7.6% |
7.66 |
| ATR |
4.82 |
4.96 |
0.14 |
3.0% |
0.00 |
| Volume |
45,536 |
32,970 |
-12,566 |
-27.6% |
241,795 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.96 |
139.98 |
126.14 |
|
| R3 |
137.15 |
133.17 |
124.26 |
|
| R2 |
130.34 |
130.34 |
123.64 |
|
| R1 |
126.36 |
126.36 |
123.01 |
124.95 |
| PP |
123.53 |
123.53 |
123.53 |
122.82 |
| S1 |
119.55 |
119.55 |
121.77 |
118.14 |
| S2 |
116.72 |
116.72 |
121.14 |
|
| S3 |
109.91 |
112.74 |
120.52 |
|
| S4 |
103.10 |
105.93 |
118.64 |
|
|
| 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 |
120.69 |
8.89 |
7.3% |
5.83 |
4.8% |
19% |
False |
True |
45,022 |
| 10 |
134.15 |
120.69 |
13.46 |
11.0% |
4.86 |
4.0% |
13% |
False |
True |
43,954 |
| 20 |
148.60 |
120.69 |
27.91 |
22.8% |
5.26 |
4.3% |
6% |
False |
True |
42,452 |
| 40 |
148.60 |
120.69 |
27.91 |
22.8% |
4.79 |
3.9% |
6% |
False |
True |
38,580 |
| 60 |
148.60 |
120.05 |
28.55 |
23.3% |
4.67 |
3.8% |
8% |
False |
False |
40,418 |
| 80 |
148.60 |
105.64 |
42.96 |
35.1% |
4.25 |
3.5% |
39% |
False |
False |
35,896 |
| 100 |
148.60 |
95.83 |
52.77 |
43.1% |
4.03 |
3.3% |
50% |
False |
False |
33,236 |
| 120 |
148.60 |
92.81 |
55.79 |
45.6% |
3.75 |
3.1% |
53% |
False |
False |
31,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.44 |
|
2.618 |
145.33 |
|
1.618 |
138.52 |
|
1.000 |
134.31 |
|
0.618 |
131.71 |
|
HIGH |
127.50 |
|
0.618 |
124.90 |
|
0.500 |
124.10 |
|
0.382 |
123.29 |
|
LOW |
120.69 |
|
0.618 |
116.48 |
|
1.000 |
113.88 |
|
1.618 |
109.67 |
|
2.618 |
102.86 |
|
4.250 |
91.75 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.10 |
125.14 |
| PP |
123.53 |
124.22 |
| S1 |
122.96 |
123.31 |
|