NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
130.02 |
126.23 |
-3.79 |
-2.9% |
145.00 |
| High |
130.29 |
127.58 |
-2.71 |
-2.1% |
147.60 |
| Low |
126.25 |
125.30 |
-0.95 |
-0.8% |
130.67 |
| Close |
126.19 |
126.79 |
0.60 |
0.5% |
131.05 |
| Range |
4.04 |
2.28 |
-1.76 |
-43.6% |
16.93 |
| ATR |
4.04 |
3.91 |
-0.13 |
-3.1% |
0.00 |
| Volume |
4,502 |
6,189 |
1,687 |
37.5% |
24,543 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.40 |
132.37 |
128.04 |
|
| R3 |
131.12 |
130.09 |
127.42 |
|
| R2 |
128.84 |
128.84 |
127.21 |
|
| R1 |
127.81 |
127.81 |
127.00 |
128.33 |
| PP |
126.56 |
126.56 |
126.56 |
126.81 |
| S1 |
125.53 |
125.53 |
126.58 |
126.05 |
| S2 |
124.28 |
124.28 |
126.37 |
|
| S3 |
122.00 |
123.25 |
126.16 |
|
| S4 |
119.72 |
120.97 |
125.54 |
|
|
| 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 |
134.20 |
125.30 |
8.90 |
7.0% |
3.65 |
2.9% |
17% |
False |
True |
4,952 |
| 10 |
148.35 |
125.30 |
23.05 |
18.2% |
4.60 |
3.6% |
6% |
False |
True |
4,735 |
| 20 |
148.35 |
125.30 |
23.05 |
18.2% |
3.62 |
2.9% |
6% |
False |
True |
4,454 |
| 40 |
148.35 |
122.90 |
25.45 |
20.1% |
3.31 |
2.6% |
15% |
False |
False |
3,424 |
| 60 |
148.35 |
108.57 |
39.78 |
31.4% |
2.79 |
2.2% |
46% |
False |
False |
2,937 |
| 80 |
148.35 |
99.24 |
49.11 |
38.7% |
2.39 |
1.9% |
56% |
False |
False |
2,340 |
| 100 |
148.35 |
96.69 |
51.66 |
40.7% |
2.07 |
1.6% |
58% |
False |
False |
1,992 |
| 120 |
148.35 |
86.00 |
62.35 |
49.2% |
1.79 |
1.4% |
65% |
False |
False |
1,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.27 |
|
2.618 |
133.55 |
|
1.618 |
131.27 |
|
1.000 |
129.86 |
|
0.618 |
128.99 |
|
HIGH |
127.58 |
|
0.618 |
126.71 |
|
0.500 |
126.44 |
|
0.382 |
126.17 |
|
LOW |
125.30 |
|
0.618 |
123.89 |
|
1.000 |
123.02 |
|
1.618 |
121.61 |
|
2.618 |
119.33 |
|
4.250 |
115.61 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.67 |
129.68 |
| PP |
126.56 |
128.71 |
| S1 |
126.44 |
127.75 |
|