NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
129.22 |
125.49 |
-3.73 |
-2.9% |
144.00 |
| High |
129.66 |
127.15 |
-2.51 |
-1.9% |
147.81 |
| Low |
125.14 |
124.53 |
-0.61 |
-0.5% |
130.00 |
| Close |
125.49 |
126.33 |
0.84 |
0.7% |
130.39 |
| Range |
4.52 |
2.62 |
-1.90 |
-42.0% |
17.81 |
| ATR |
4.79 |
4.64 |
-0.16 |
-3.2% |
0.00 |
| Volume |
16,875 |
18,378 |
1,503 |
8.9% |
102,344 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.86 |
132.72 |
127.77 |
|
| R3 |
131.24 |
130.10 |
127.05 |
|
| R2 |
128.62 |
128.62 |
126.81 |
|
| R1 |
127.48 |
127.48 |
126.57 |
128.05 |
| PP |
126.00 |
126.00 |
126.00 |
126.29 |
| S1 |
124.86 |
124.86 |
126.09 |
125.43 |
| S2 |
123.38 |
123.38 |
125.85 |
|
| S3 |
120.76 |
122.24 |
125.61 |
|
| S4 |
118.14 |
119.62 |
124.89 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189.50 |
177.75 |
140.19 |
|
| R3 |
171.69 |
159.94 |
135.29 |
|
| R2 |
153.88 |
153.88 |
133.66 |
|
| R1 |
142.13 |
142.13 |
132.02 |
139.10 |
| PP |
136.07 |
136.07 |
136.07 |
134.55 |
| S1 |
124.32 |
124.32 |
128.76 |
121.29 |
| S2 |
118.26 |
118.26 |
127.12 |
|
| S3 |
100.45 |
106.51 |
125.49 |
|
| S4 |
82.64 |
88.70 |
120.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.82 |
124.53 |
9.29 |
7.4% |
4.07 |
3.2% |
19% |
False |
True |
17,415 |
| 10 |
148.47 |
124.53 |
23.94 |
19.0% |
5.39 |
4.3% |
8% |
False |
True |
18,847 |
| 20 |
148.47 |
124.53 |
23.94 |
19.0% |
4.56 |
3.6% |
8% |
False |
True |
17,586 |
| 40 |
148.47 |
122.40 |
26.07 |
20.6% |
4.52 |
3.6% |
15% |
False |
False |
15,918 |
| 60 |
148.47 |
107.60 |
40.87 |
32.4% |
4.08 |
3.2% |
46% |
False |
False |
13,264 |
| 80 |
148.47 |
100.04 |
48.43 |
38.3% |
3.38 |
2.7% |
54% |
False |
False |
10,547 |
| 100 |
148.47 |
96.27 |
52.20 |
41.3% |
3.01 |
2.4% |
58% |
False |
False |
8,937 |
| 120 |
148.47 |
86.22 |
62.25 |
49.3% |
2.71 |
2.1% |
64% |
False |
False |
7,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.29 |
|
2.618 |
134.01 |
|
1.618 |
131.39 |
|
1.000 |
129.77 |
|
0.618 |
128.77 |
|
HIGH |
127.15 |
|
0.618 |
126.15 |
|
0.500 |
125.84 |
|
0.382 |
125.53 |
|
LOW |
124.53 |
|
0.618 |
122.91 |
|
1.000 |
121.91 |
|
1.618 |
120.29 |
|
2.618 |
117.67 |
|
4.250 |
113.40 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.17 |
129.16 |
| PP |
126.00 |
128.22 |
| S1 |
125.84 |
127.27 |
|