NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
119.45 |
117.25 |
-2.20 |
-1.8% |
127.45 |
| High |
119.70 |
117.70 |
-2.00 |
-1.7% |
127.84 |
| Low |
115.86 |
113.91 |
-1.95 |
-1.7% |
115.86 |
| Close |
116.32 |
115.61 |
-0.71 |
-0.6% |
116.32 |
| Range |
3.84 |
3.79 |
-0.05 |
-1.3% |
11.98 |
| ATR |
3.97 |
3.96 |
-0.01 |
-0.3% |
0.00 |
| Volume |
11,067 |
13,820 |
2,753 |
24.9% |
48,044 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.11 |
125.15 |
117.69 |
|
| R3 |
123.32 |
121.36 |
116.65 |
|
| R2 |
119.53 |
119.53 |
116.30 |
|
| R1 |
117.57 |
117.57 |
115.96 |
116.66 |
| PP |
115.74 |
115.74 |
115.74 |
115.28 |
| S1 |
113.78 |
113.78 |
115.26 |
112.87 |
| S2 |
111.95 |
111.95 |
114.92 |
|
| S3 |
108.16 |
109.99 |
114.57 |
|
| S4 |
104.37 |
106.20 |
113.53 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.95 |
148.11 |
122.91 |
|
| R3 |
143.97 |
136.13 |
119.61 |
|
| R2 |
131.99 |
131.99 |
118.52 |
|
| R1 |
124.15 |
124.15 |
117.42 |
122.08 |
| PP |
120.01 |
120.01 |
120.01 |
118.97 |
| S1 |
112.17 |
112.17 |
115.22 |
110.10 |
| S2 |
108.03 |
108.03 |
114.12 |
|
| S3 |
96.05 |
100.19 |
113.03 |
|
| S4 |
84.07 |
88.21 |
109.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122.03 |
113.91 |
8.12 |
7.0% |
3.09 |
2.7% |
21% |
False |
True |
10,983 |
| 10 |
129.52 |
113.91 |
15.61 |
13.5% |
4.24 |
3.7% |
11% |
False |
True |
8,586 |
| 20 |
147.30 |
113.91 |
33.39 |
28.9% |
4.30 |
3.7% |
5% |
False |
True |
7,065 |
| 40 |
148.35 |
113.91 |
34.44 |
29.8% |
3.47 |
3.0% |
5% |
False |
True |
5,226 |
| 60 |
148.35 |
113.91 |
34.44 |
29.8% |
3.33 |
2.9% |
5% |
False |
True |
4,387 |
| 80 |
148.35 |
108.57 |
39.78 |
34.4% |
2.77 |
2.4% |
18% |
False |
False |
3,520 |
| 100 |
148.35 |
96.69 |
51.66 |
44.7% |
2.50 |
2.2% |
37% |
False |
False |
2,920 |
| 120 |
148.35 |
95.30 |
53.05 |
45.9% |
2.14 |
1.9% |
38% |
False |
False |
2,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.81 |
|
2.618 |
127.62 |
|
1.618 |
123.83 |
|
1.000 |
121.49 |
|
0.618 |
120.04 |
|
HIGH |
117.70 |
|
0.618 |
116.25 |
|
0.500 |
115.81 |
|
0.382 |
115.36 |
|
LOW |
113.91 |
|
0.618 |
111.57 |
|
1.000 |
110.12 |
|
1.618 |
107.78 |
|
2.618 |
103.99 |
|
4.250 |
97.80 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115.81 |
117.34 |
| PP |
115.74 |
116.76 |
| S1 |
115.68 |
116.19 |
|