NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
126.60 |
124.55 |
-2.05 |
-1.6% |
131.00 |
| High |
127.63 |
126.50 |
-1.13 |
-0.9% |
134.15 |
| Low |
123.79 |
124.03 |
0.24 |
0.2% |
123.79 |
| Close |
124.62 |
126.09 |
1.47 |
1.2% |
124.62 |
| Range |
3.84 |
2.47 |
-1.37 |
-35.7% |
10.36 |
| ATR |
4.71 |
4.55 |
-0.16 |
-3.4% |
0.00 |
| Volume |
69,762 |
49,653 |
-20,109 |
-28.8% |
207,218 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.95 |
131.99 |
127.45 |
|
| R3 |
130.48 |
129.52 |
126.77 |
|
| R2 |
128.01 |
128.01 |
126.54 |
|
| R1 |
127.05 |
127.05 |
126.32 |
127.53 |
| PP |
125.54 |
125.54 |
125.54 |
125.78 |
| S1 |
124.58 |
124.58 |
125.86 |
125.06 |
| S2 |
123.07 |
123.07 |
125.64 |
|
| S3 |
120.60 |
122.11 |
125.41 |
|
| S4 |
118.13 |
119.64 |
124.73 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.60 |
151.97 |
130.32 |
|
| R3 |
148.24 |
141.61 |
127.47 |
|
| R2 |
137.88 |
137.88 |
126.52 |
|
| R1 |
131.25 |
131.25 |
125.57 |
129.39 |
| PP |
127.52 |
127.52 |
127.52 |
126.59 |
| S1 |
120.89 |
120.89 |
123.67 |
119.03 |
| S2 |
117.16 |
117.16 |
122.72 |
|
| S3 |
106.80 |
110.53 |
121.77 |
|
| S4 |
96.44 |
100.17 |
118.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.15 |
123.79 |
10.36 |
8.2% |
3.90 |
3.1% |
22% |
False |
False |
42,886 |
| 10 |
148.03 |
123.79 |
24.24 |
19.2% |
5.09 |
4.0% |
9% |
False |
False |
42,404 |
| 20 |
148.60 |
123.79 |
24.81 |
19.7% |
4.57 |
3.6% |
9% |
False |
False |
39,480 |
| 40 |
148.60 |
122.37 |
26.23 |
20.8% |
4.76 |
3.8% |
14% |
False |
False |
38,874 |
| 60 |
148.60 |
112.70 |
35.90 |
28.5% |
4.46 |
3.5% |
37% |
False |
False |
39,102 |
| 80 |
148.60 |
102.15 |
46.45 |
36.8% |
4.03 |
3.2% |
52% |
False |
False |
34,363 |
| 100 |
148.60 |
95.83 |
52.77 |
41.9% |
3.85 |
3.1% |
57% |
False |
False |
32,626 |
| 120 |
148.60 |
87.50 |
61.10 |
48.5% |
3.60 |
2.9% |
63% |
False |
False |
30,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.00 |
|
2.618 |
132.97 |
|
1.618 |
130.50 |
|
1.000 |
128.97 |
|
0.618 |
128.03 |
|
HIGH |
126.50 |
|
0.618 |
125.56 |
|
0.500 |
125.27 |
|
0.382 |
124.97 |
|
LOW |
124.03 |
|
0.618 |
122.50 |
|
1.000 |
121.56 |
|
1.618 |
120.03 |
|
2.618 |
117.56 |
|
4.250 |
113.53 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.82 |
125.96 |
| PP |
125.54 |
125.84 |
| S1 |
125.27 |
125.71 |
|