NYMEX Light Sweet Crude Oil Future September 2008
| 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 |
121.00 |
118.75 |
-2.25 |
-1.9% |
123.41 |
| High |
121.23 |
120.49 |
-0.74 |
-0.6% |
128.60 |
| Low |
118.00 |
117.11 |
-0.89 |
-0.8% |
120.42 |
| Close |
119.17 |
118.58 |
-0.59 |
-0.5% |
125.10 |
| Range |
3.23 |
3.38 |
0.15 |
4.6% |
8.18 |
| ATR |
5.14 |
5.02 |
-0.13 |
-2.4% |
0.00 |
| Volume |
294,048 |
316,589 |
22,541 |
7.7% |
1,268,480 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128.87 |
127.10 |
120.44 |
|
| R3 |
125.49 |
123.72 |
119.51 |
|
| R2 |
122.11 |
122.11 |
119.20 |
|
| R1 |
120.34 |
120.34 |
118.89 |
119.54 |
| PP |
118.73 |
118.73 |
118.73 |
118.32 |
| S1 |
116.96 |
116.96 |
118.27 |
116.16 |
| S2 |
115.35 |
115.35 |
117.96 |
|
| S3 |
111.97 |
113.58 |
117.65 |
|
| S4 |
108.59 |
110.20 |
116.72 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.25 |
145.35 |
129.60 |
|
| R3 |
141.07 |
137.17 |
127.35 |
|
| R2 |
132.89 |
132.89 |
126.60 |
|
| R1 |
128.99 |
128.99 |
125.85 |
130.94 |
| PP |
124.71 |
124.71 |
124.71 |
125.68 |
| S1 |
120.81 |
120.81 |
124.35 |
122.76 |
| S2 |
116.53 |
116.53 |
123.60 |
|
| S3 |
108.35 |
112.63 |
122.85 |
|
| S4 |
100.17 |
104.45 |
120.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128.60 |
117.11 |
11.49 |
9.7% |
5.03 |
4.2% |
13% |
False |
True |
295,571 |
| 10 |
128.60 |
117.11 |
11.49 |
9.7% |
4.67 |
3.9% |
13% |
False |
True |
271,733 |
| 20 |
147.90 |
117.11 |
30.79 |
26.0% |
5.35 |
4.5% |
5% |
False |
True |
219,909 |
| 40 |
147.90 |
117.11 |
30.79 |
26.0% |
5.05 |
4.3% |
5% |
False |
True |
146,077 |
| 60 |
147.90 |
117.11 |
30.79 |
26.0% |
4.90 |
4.1% |
5% |
False |
True |
113,213 |
| 80 |
147.90 |
108.40 |
39.50 |
33.3% |
4.43 |
3.7% |
26% |
False |
False |
88,814 |
| 100 |
147.90 |
96.72 |
51.18 |
43.2% |
4.16 |
3.5% |
43% |
False |
False |
72,782 |
| 120 |
147.90 |
94.46 |
53.44 |
45.1% |
3.85 |
3.2% |
45% |
False |
False |
61,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.86 |
|
2.618 |
129.34 |
|
1.618 |
125.96 |
|
1.000 |
123.87 |
|
0.618 |
122.58 |
|
HIGH |
120.49 |
|
0.618 |
119.20 |
|
0.500 |
118.80 |
|
0.382 |
118.40 |
|
LOW |
117.11 |
|
0.618 |
115.02 |
|
1.000 |
113.73 |
|
1.618 |
111.64 |
|
2.618 |
108.26 |
|
4.250 |
102.75 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118.80 |
121.73 |
| PP |
118.73 |
120.68 |
| S1 |
118.65 |
119.63 |
|