NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
137.36 |
132.48 |
-4.88 |
-3.6% |
145.00 |
| High |
138.50 |
134.20 |
-4.30 |
-3.1% |
147.60 |
| Low |
131.99 |
130.67 |
-1.32 |
-1.0% |
130.67 |
| Close |
131.83 |
131.05 |
-0.78 |
-0.6% |
131.05 |
| Range |
6.51 |
3.53 |
-2.98 |
-45.8% |
16.93 |
| ATR |
4.03 |
4.00 |
-0.04 |
-0.9% |
0.00 |
| Volume |
3,647 |
5,486 |
1,839 |
50.4% |
24,543 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.56 |
140.34 |
132.99 |
|
| R3 |
139.03 |
136.81 |
132.02 |
|
| R2 |
135.50 |
135.50 |
131.70 |
|
| R1 |
133.28 |
133.28 |
131.37 |
132.63 |
| PP |
131.97 |
131.97 |
131.97 |
131.65 |
| S1 |
129.75 |
129.75 |
130.73 |
129.10 |
| S2 |
128.44 |
128.44 |
130.40 |
|
| S3 |
124.91 |
126.22 |
130.08 |
|
| S4 |
121.38 |
122.69 |
129.11 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187.23 |
176.07 |
140.36 |
|
| R3 |
170.30 |
159.14 |
135.71 |
|
| R2 |
153.37 |
153.37 |
134.15 |
|
| R1 |
142.21 |
142.21 |
132.60 |
139.33 |
| PP |
136.44 |
136.44 |
136.44 |
135.00 |
| S1 |
125.28 |
125.28 |
129.50 |
122.40 |
| S2 |
119.51 |
119.51 |
127.95 |
|
| S3 |
102.58 |
108.35 |
126.39 |
|
| S4 |
85.65 |
91.42 |
121.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147.60 |
130.67 |
16.93 |
12.9% |
5.26 |
4.0% |
2% |
False |
True |
4,908 |
| 10 |
148.35 |
130.67 |
17.68 |
13.5% |
4.48 |
3.4% |
2% |
False |
True |
4,451 |
| 20 |
148.35 |
130.67 |
17.68 |
13.5% |
3.29 |
2.5% |
2% |
False |
True |
3,910 |
| 40 |
148.35 |
122.90 |
25.45 |
19.4% |
3.05 |
2.3% |
32% |
False |
False |
3,284 |
| 60 |
148.35 |
108.57 |
39.78 |
30.4% |
2.60 |
2.0% |
57% |
False |
False |
2,646 |
| 80 |
148.35 |
97.38 |
50.97 |
38.9% |
2.31 |
1.8% |
66% |
False |
False |
2,110 |
| 100 |
148.35 |
96.69 |
51.66 |
39.4% |
1.93 |
1.5% |
67% |
False |
False |
1,814 |
| 120 |
148.35 |
86.00 |
62.35 |
47.6% |
1.67 |
1.3% |
72% |
False |
False |
1,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149.20 |
|
2.618 |
143.44 |
|
1.618 |
139.91 |
|
1.000 |
137.73 |
|
0.618 |
136.38 |
|
HIGH |
134.20 |
|
0.618 |
132.85 |
|
0.500 |
132.44 |
|
0.382 |
132.02 |
|
LOW |
130.67 |
|
0.618 |
128.49 |
|
1.000 |
127.14 |
|
1.618 |
124.96 |
|
2.618 |
121.43 |
|
4.250 |
115.67 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.44 |
135.95 |
| PP |
131.97 |
134.31 |
| S1 |
131.51 |
132.68 |
|