NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
126.34 |
123.30 |
-3.04 |
-2.4% |
131.00 |
| High |
126.93 |
128.37 |
1.44 |
1.1% |
134.15 |
| Low |
121.92 |
122.10 |
0.18 |
0.1% |
123.79 |
| Close |
123.57 |
127.85 |
4.28 |
3.5% |
124.62 |
| Range |
5.01 |
6.27 |
1.26 |
25.1% |
10.36 |
| ATR |
4.58 |
4.70 |
0.12 |
2.6% |
0.00 |
| Volume |
32,926 |
50,008 |
17,082 |
51.9% |
207,218 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.92 |
142.65 |
131.30 |
|
| R3 |
138.65 |
136.38 |
129.57 |
|
| R2 |
132.38 |
132.38 |
129.00 |
|
| R1 |
130.11 |
130.11 |
128.42 |
131.25 |
| PP |
126.11 |
126.11 |
126.11 |
126.67 |
| S1 |
123.84 |
123.84 |
127.28 |
124.98 |
| S2 |
119.84 |
119.84 |
126.70 |
|
| S3 |
113.57 |
117.57 |
126.13 |
|
| S4 |
107.30 |
111.30 |
124.40 |
|
|
| 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 |
128.37 |
121.92 |
6.45 |
5.0% |
4.02 |
3.1% |
92% |
True |
False |
48,846 |
| 10 |
138.56 |
121.92 |
16.64 |
13.0% |
4.52 |
3.5% |
36% |
False |
False |
43,715 |
| 20 |
148.60 |
121.92 |
26.68 |
20.9% |
4.78 |
3.7% |
22% |
False |
False |
40,072 |
| 40 |
148.60 |
121.92 |
26.68 |
20.9% |
4.87 |
3.8% |
22% |
False |
False |
39,306 |
| 60 |
148.60 |
117.64 |
30.96 |
24.2% |
4.52 |
3.5% |
33% |
False |
False |
39,767 |
| 80 |
148.60 |
103.76 |
44.84 |
35.1% |
4.12 |
3.2% |
54% |
False |
False |
34,968 |
| 100 |
148.60 |
95.83 |
52.77 |
41.3% |
3.91 |
3.1% |
61% |
False |
False |
32,751 |
| 120 |
148.60 |
90.39 |
58.21 |
45.5% |
3.65 |
2.9% |
64% |
False |
False |
30,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155.02 |
|
2.618 |
144.78 |
|
1.618 |
138.51 |
|
1.000 |
134.64 |
|
0.618 |
132.24 |
|
HIGH |
128.37 |
|
0.618 |
125.97 |
|
0.500 |
125.24 |
|
0.382 |
124.50 |
|
LOW |
122.10 |
|
0.618 |
118.23 |
|
1.000 |
115.83 |
|
1.618 |
111.96 |
|
2.618 |
105.69 |
|
4.250 |
95.45 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.98 |
126.95 |
| PP |
126.11 |
126.05 |
| S1 |
125.24 |
125.15 |
|