NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
121.60 |
119.40 |
-2.20 |
-1.8% |
126.06 |
| High |
122.27 |
120.24 |
-2.03 |
-1.7% |
129.51 |
| Low |
119.45 |
118.42 |
-1.03 |
-0.9% |
122.70 |
| Close |
119.93 |
119.05 |
-0.88 |
-0.7% |
126.66 |
| Range |
2.82 |
1.82 |
-1.00 |
-35.5% |
6.81 |
| ATR |
3.44 |
3.33 |
-0.12 |
-3.4% |
0.00 |
| Volume |
2,781 |
5,748 |
2,967 |
106.7% |
12,022 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124.70 |
123.69 |
120.05 |
|
| R3 |
122.88 |
121.87 |
119.55 |
|
| R2 |
121.06 |
121.06 |
119.38 |
|
| R1 |
120.05 |
120.05 |
119.22 |
119.65 |
| PP |
119.24 |
119.24 |
119.24 |
119.03 |
| S1 |
118.23 |
118.23 |
118.88 |
117.83 |
| S2 |
117.42 |
117.42 |
118.72 |
|
| S3 |
115.60 |
116.41 |
118.55 |
|
| S4 |
113.78 |
114.59 |
118.05 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.72 |
143.50 |
130.41 |
|
| R3 |
139.91 |
136.69 |
128.53 |
|
| R2 |
133.10 |
133.10 |
127.91 |
|
| R1 |
129.88 |
129.88 |
127.28 |
131.49 |
| PP |
126.29 |
126.29 |
126.29 |
127.10 |
| S1 |
123.07 |
123.07 |
126.04 |
124.68 |
| S2 |
119.48 |
119.48 |
125.41 |
|
| S3 |
112.67 |
116.26 |
124.79 |
|
| S4 |
105.86 |
109.45 |
122.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129.51 |
118.42 |
11.09 |
9.3% |
3.68 |
3.1% |
6% |
False |
True |
3,657 |
| 10 |
129.51 |
118.42 |
11.09 |
9.3% |
3.06 |
2.6% |
6% |
False |
True |
3,033 |
| 20 |
148.17 |
118.42 |
29.75 |
25.0% |
3.06 |
2.6% |
2% |
False |
True |
2,536 |
| 40 |
148.17 |
118.42 |
29.75 |
25.0% |
2.05 |
1.7% |
2% |
False |
True |
1,783 |
| 60 |
148.17 |
118.42 |
29.75 |
25.0% |
1.76 |
1.5% |
2% |
False |
True |
1,476 |
| 80 |
148.17 |
108.15 |
40.02 |
33.6% |
1.43 |
1.2% |
27% |
False |
False |
1,226 |
| 100 |
148.17 |
95.99 |
52.18 |
43.8% |
1.15 |
1.0% |
44% |
False |
False |
1,049 |
| 120 |
148.17 |
95.18 |
52.99 |
44.5% |
0.98 |
0.8% |
45% |
False |
False |
955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.98 |
|
2.618 |
125.00 |
|
1.618 |
123.18 |
|
1.000 |
122.06 |
|
0.618 |
121.36 |
|
HIGH |
120.24 |
|
0.618 |
119.54 |
|
0.500 |
119.33 |
|
0.382 |
119.12 |
|
LOW |
118.42 |
|
0.618 |
117.30 |
|
1.000 |
116.60 |
|
1.618 |
115.48 |
|
2.618 |
113.66 |
|
4.250 |
110.69 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119.33 |
123.16 |
| PP |
119.24 |
121.79 |
| S1 |
119.14 |
120.42 |
|