NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
133.55 |
128.90 |
-4.65 |
-3.5% |
145.95 |
| High |
133.55 |
130.15 |
-3.40 |
-2.5% |
146.93 |
| Low |
128.90 |
126.19 |
-2.71 |
-2.1% |
133.00 |
| Close |
130.50 |
126.44 |
-4.06 |
-3.1% |
131.27 |
| Range |
4.65 |
3.96 |
-0.69 |
-14.8% |
13.93 |
| ATR |
3.05 |
3.14 |
0.09 |
3.0% |
0.00 |
| Volume |
761 |
1,691 |
930 |
122.2% |
11,322 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.47 |
136.92 |
128.62 |
|
| R3 |
135.51 |
132.96 |
127.53 |
|
| R2 |
131.55 |
131.55 |
127.17 |
|
| R1 |
129.00 |
129.00 |
126.80 |
128.30 |
| PP |
127.59 |
127.59 |
127.59 |
127.24 |
| S1 |
125.04 |
125.04 |
126.08 |
124.34 |
| S2 |
123.63 |
123.63 |
125.71 |
|
| S3 |
119.67 |
121.08 |
125.35 |
|
| S4 |
115.71 |
117.12 |
124.26 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.86 |
168.99 |
138.93 |
|
| R3 |
164.93 |
155.06 |
135.10 |
|
| R2 |
151.00 |
151.00 |
133.82 |
|
| R1 |
141.13 |
141.13 |
132.55 |
139.10 |
| PP |
137.07 |
137.07 |
137.07 |
136.05 |
| S1 |
127.20 |
127.20 |
129.99 |
125.17 |
| S2 |
123.14 |
123.14 |
128.72 |
|
| S3 |
109.21 |
113.27 |
127.44 |
|
| S4 |
95.28 |
99.34 |
123.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138.64 |
126.19 |
12.45 |
9.8% |
3.08 |
2.4% |
2% |
False |
True |
2,022 |
| 10 |
148.17 |
126.19 |
21.98 |
17.4% |
3.05 |
2.4% |
1% |
False |
True |
2,038 |
| 20 |
148.17 |
126.19 |
21.98 |
17.4% |
2.04 |
1.6% |
1% |
False |
True |
1,679 |
| 40 |
148.17 |
122.85 |
25.32 |
20.0% |
1.47 |
1.2% |
14% |
False |
False |
1,249 |
| 60 |
148.17 |
108.15 |
40.02 |
31.7% |
1.38 |
1.1% |
46% |
False |
False |
1,066 |
| 80 |
148.17 |
98.25 |
49.92 |
39.5% |
1.05 |
0.8% |
56% |
False |
False |
889 |
| 100 |
148.17 |
95.99 |
52.18 |
41.3% |
0.86 |
0.7% |
58% |
False |
False |
799 |
| 120 |
148.17 |
86.06 |
62.11 |
49.1% |
0.75 |
0.6% |
65% |
False |
False |
714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.98 |
|
2.618 |
140.52 |
|
1.618 |
136.56 |
|
1.000 |
134.11 |
|
0.618 |
132.60 |
|
HIGH |
130.15 |
|
0.618 |
128.64 |
|
0.500 |
128.17 |
|
0.382 |
127.70 |
|
LOW |
126.19 |
|
0.618 |
123.74 |
|
1.000 |
122.23 |
|
1.618 |
119.78 |
|
2.618 |
115.82 |
|
4.250 |
109.36 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.17 |
129.87 |
| PP |
127.59 |
128.73 |
| S1 |
127.02 |
127.58 |
|