NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
126.66 |
125.30 |
-1.36 |
-1.1% |
132.16 |
| High |
127.72 |
126.36 |
-1.36 |
-1.1% |
134.05 |
| Low |
124.28 |
124.37 |
0.09 |
0.1% |
124.28 |
| Close |
124.86 |
126.32 |
1.46 |
1.2% |
124.86 |
| Range |
3.44 |
1.99 |
-1.45 |
-42.2% |
9.77 |
| ATR |
3.88 |
3.74 |
-0.13 |
-3.5% |
0.00 |
| Volume |
11,177 |
5,138 |
-6,039 |
-54.0% |
30,455 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.65 |
130.98 |
127.41 |
|
| R3 |
129.66 |
128.99 |
126.87 |
|
| R2 |
127.67 |
127.67 |
126.68 |
|
| R1 |
127.00 |
127.00 |
126.50 |
127.34 |
| PP |
125.68 |
125.68 |
125.68 |
125.85 |
| S1 |
125.01 |
125.01 |
126.14 |
125.35 |
| S2 |
123.69 |
123.69 |
125.96 |
|
| S3 |
121.70 |
123.02 |
125.77 |
|
| S4 |
119.71 |
121.03 |
125.23 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.04 |
150.72 |
130.23 |
|
| R3 |
147.27 |
140.95 |
127.55 |
|
| R2 |
137.50 |
137.50 |
126.65 |
|
| R1 |
131.18 |
131.18 |
125.76 |
129.46 |
| PP |
127.73 |
127.73 |
127.73 |
126.87 |
| S1 |
121.41 |
121.41 |
123.96 |
119.69 |
| S2 |
117.96 |
117.96 |
123.07 |
|
| S3 |
108.19 |
111.64 |
122.17 |
|
| S4 |
98.42 |
101.87 |
119.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.05 |
124.28 |
9.77 |
7.7% |
3.46 |
2.7% |
21% |
False |
False |
6,045 |
| 10 |
147.30 |
124.28 |
23.02 |
18.2% |
4.37 |
3.5% |
9% |
False |
False |
5,543 |
| 20 |
148.35 |
124.28 |
24.07 |
19.1% |
3.65 |
2.9% |
8% |
False |
False |
5,023 |
| 40 |
148.35 |
122.90 |
25.45 |
20.1% |
3.31 |
2.6% |
13% |
False |
False |
3,717 |
| 60 |
148.35 |
115.01 |
33.34 |
26.4% |
2.88 |
2.3% |
34% |
False |
False |
3,196 |
| 80 |
148.35 |
101.30 |
47.05 |
37.2% |
2.43 |
1.9% |
53% |
False |
False |
2,524 |
| 100 |
148.35 |
96.69 |
51.66 |
40.9% |
2.12 |
1.7% |
57% |
False |
False |
2,147 |
| 120 |
148.35 |
86.00 |
62.35 |
49.4% |
1.83 |
1.5% |
65% |
False |
False |
1,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.82 |
|
2.618 |
131.57 |
|
1.618 |
129.58 |
|
1.000 |
128.35 |
|
0.618 |
127.59 |
|
HIGH |
126.36 |
|
0.618 |
125.60 |
|
0.500 |
125.37 |
|
0.382 |
125.13 |
|
LOW |
124.37 |
|
0.618 |
123.14 |
|
1.000 |
122.38 |
|
1.618 |
121.15 |
|
2.618 |
119.16 |
|
4.250 |
115.91 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.00 |
126.21 |
| PP |
125.68 |
126.11 |
| S1 |
125.37 |
126.00 |
|