NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
127.02 |
125.18 |
-1.84 |
-1.4% |
133.14 |
| High |
127.40 |
125.20 |
-2.20 |
-1.7% |
133.55 |
| Low |
126.00 |
125.18 |
-0.82 |
-0.7% |
125.18 |
| Close |
126.91 |
125.03 |
-1.88 |
-1.5% |
125.03 |
| Range |
1.40 |
0.02 |
-1.38 |
-98.6% |
8.37 |
| ATR |
3.01 |
2.92 |
-0.09 |
-3.0% |
0.00 |
| Volume |
2,533 |
3,781 |
1,248 |
49.3% |
10,709 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.20 |
125.13 |
125.04 |
|
| R3 |
125.18 |
125.11 |
125.04 |
|
| R2 |
125.16 |
125.16 |
125.03 |
|
| R1 |
125.09 |
125.09 |
125.03 |
125.12 |
| PP |
125.14 |
125.14 |
125.14 |
125.15 |
| S1 |
125.07 |
125.07 |
125.03 |
125.10 |
| S2 |
125.12 |
125.12 |
125.03 |
|
| S3 |
125.10 |
125.05 |
125.02 |
|
| S4 |
125.08 |
125.03 |
125.02 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.03 |
147.40 |
129.63 |
|
| R3 |
144.66 |
139.03 |
127.33 |
|
| R2 |
136.29 |
136.29 |
126.56 |
|
| R1 |
130.66 |
130.66 |
125.80 |
129.29 |
| PP |
127.92 |
127.92 |
127.92 |
127.24 |
| S1 |
122.29 |
122.29 |
124.26 |
120.92 |
| S2 |
119.55 |
119.55 |
123.50 |
|
| S3 |
111.18 |
113.92 |
122.73 |
|
| S4 |
102.81 |
105.55 |
120.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.55 |
125.18 |
8.37 |
6.7% |
2.42 |
1.9% |
-2% |
False |
True |
2,141 |
| 10 |
146.93 |
125.18 |
21.75 |
17.4% |
2.42 |
1.9% |
-1% |
False |
True |
2,203 |
| 20 |
148.17 |
125.18 |
22.99 |
18.4% |
1.85 |
1.5% |
-1% |
False |
True |
1,924 |
| 40 |
148.17 |
122.85 |
25.32 |
20.3% |
1.44 |
1.2% |
9% |
False |
False |
1,353 |
| 60 |
148.17 |
111.50 |
36.67 |
29.3% |
1.40 |
1.1% |
37% |
False |
False |
1,160 |
| 80 |
148.17 |
101.15 |
47.02 |
37.6% |
1.07 |
0.9% |
51% |
False |
False |
961 |
| 100 |
148.17 |
95.99 |
52.18 |
41.7% |
0.87 |
0.7% |
56% |
False |
False |
848 |
| 120 |
148.17 |
86.06 |
62.11 |
49.7% |
0.76 |
0.6% |
63% |
False |
False |
766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125.29 |
|
2.618 |
125.25 |
|
1.618 |
125.23 |
|
1.000 |
125.22 |
|
0.618 |
125.21 |
|
HIGH |
125.20 |
|
0.618 |
125.19 |
|
0.500 |
125.19 |
|
0.382 |
125.19 |
|
LOW |
125.18 |
|
0.618 |
125.17 |
|
1.000 |
125.16 |
|
1.618 |
125.15 |
|
2.618 |
125.13 |
|
4.250 |
125.10 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.19 |
127.67 |
| PP |
125.14 |
126.79 |
| S1 |
125.08 |
125.91 |
|