NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
124.55 |
126.34 |
1.79 |
1.4% |
131.00 |
| High |
126.50 |
126.93 |
0.43 |
0.3% |
134.15 |
| Low |
124.03 |
121.92 |
-2.11 |
-1.7% |
123.79 |
| Close |
126.09 |
123.57 |
-2.52 |
-2.0% |
124.62 |
| Range |
2.47 |
5.01 |
2.54 |
102.8% |
10.36 |
| ATR |
4.55 |
4.58 |
0.03 |
0.7% |
0.00 |
| Volume |
49,653 |
32,926 |
-16,727 |
-33.7% |
207,218 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.17 |
136.38 |
126.33 |
|
| R3 |
134.16 |
131.37 |
124.95 |
|
| R2 |
129.15 |
129.15 |
124.49 |
|
| R1 |
126.36 |
126.36 |
124.03 |
125.25 |
| PP |
124.14 |
124.14 |
124.14 |
123.59 |
| S1 |
121.35 |
121.35 |
123.11 |
120.24 |
| S2 |
119.13 |
119.13 |
122.65 |
|
| S3 |
114.12 |
116.34 |
122.19 |
|
| S4 |
109.11 |
111.33 |
120.81 |
|
|
| 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 |
130.07 |
121.92 |
8.15 |
6.6% |
3.66 |
3.0% |
20% |
False |
True |
44,949 |
| 10 |
141.00 |
121.92 |
19.08 |
15.4% |
4.57 |
3.7% |
9% |
False |
True |
43,413 |
| 20 |
148.60 |
121.92 |
26.68 |
21.6% |
4.66 |
3.8% |
6% |
False |
True |
39,484 |
| 40 |
148.60 |
121.92 |
26.68 |
21.6% |
4.78 |
3.9% |
6% |
False |
True |
38,922 |
| 60 |
148.60 |
116.24 |
32.36 |
26.2% |
4.47 |
3.6% |
23% |
False |
False |
39,286 |
| 80 |
148.60 |
103.65 |
44.95 |
36.4% |
4.06 |
3.3% |
44% |
False |
False |
34,584 |
| 100 |
148.60 |
95.83 |
52.77 |
42.7% |
3.88 |
3.1% |
53% |
False |
False |
32,624 |
| 120 |
148.60 |
89.35 |
59.25 |
47.9% |
3.62 |
2.9% |
58% |
False |
False |
30,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.22 |
|
2.618 |
140.05 |
|
1.618 |
135.04 |
|
1.000 |
131.94 |
|
0.618 |
130.03 |
|
HIGH |
126.93 |
|
0.618 |
125.02 |
|
0.500 |
124.43 |
|
0.382 |
123.83 |
|
LOW |
121.92 |
|
0.618 |
118.82 |
|
1.000 |
116.91 |
|
1.618 |
113.81 |
|
2.618 |
108.80 |
|
4.250 |
100.63 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.43 |
124.78 |
| PP |
124.14 |
124.37 |
| S1 |
123.86 |
123.97 |
|