NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
127.00 |
123.82 |
-3.18 |
-2.5% |
133.14 |
| High |
127.00 |
128.30 |
1.30 |
1.0% |
133.55 |
| Low |
122.70 |
123.00 |
0.30 |
0.2% |
125.18 |
| Close |
123.97 |
128.06 |
4.09 |
3.3% |
125.03 |
| Range |
4.30 |
5.30 |
1.00 |
23.3% |
8.37 |
| ATR |
2.93 |
3.10 |
0.17 |
5.8% |
0.00 |
| Volume |
1,827 |
1,715 |
-112 |
-6.1% |
10,709 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.35 |
140.51 |
130.98 |
|
| R3 |
137.05 |
135.21 |
129.52 |
|
| R2 |
131.75 |
131.75 |
129.03 |
|
| R1 |
129.91 |
129.91 |
128.55 |
130.83 |
| PP |
126.45 |
126.45 |
126.45 |
126.92 |
| S1 |
124.61 |
124.61 |
127.57 |
125.53 |
| S2 |
121.15 |
121.15 |
127.09 |
|
| S3 |
115.85 |
119.31 |
126.60 |
|
| S4 |
110.55 |
114.01 |
125.15 |
|
|
| 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 |
128.30 |
122.70 |
5.60 |
4.4% |
2.45 |
1.9% |
96% |
True |
False |
2,409 |
| 10 |
138.64 |
122.70 |
15.94 |
12.4% |
2.77 |
2.2% |
34% |
False |
False |
2,216 |
| 20 |
148.17 |
122.70 |
25.47 |
19.9% |
2.30 |
1.8% |
21% |
False |
False |
2,019 |
| 40 |
148.17 |
122.70 |
25.47 |
19.9% |
1.69 |
1.3% |
21% |
False |
False |
1,438 |
| 60 |
148.17 |
117.59 |
30.58 |
23.9% |
1.56 |
1.2% |
34% |
False |
False |
1,243 |
| 80 |
148.17 |
104.84 |
43.33 |
33.8% |
1.20 |
0.9% |
54% |
False |
False |
1,023 |
| 100 |
148.17 |
95.99 |
52.18 |
40.7% |
0.98 |
0.8% |
61% |
False |
False |
902 |
| 120 |
148.17 |
89.30 |
58.87 |
46.0% |
0.85 |
0.7% |
66% |
False |
False |
813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.83 |
|
2.618 |
142.18 |
|
1.618 |
136.88 |
|
1.000 |
133.60 |
|
0.618 |
131.58 |
|
HIGH |
128.30 |
|
0.618 |
126.28 |
|
0.500 |
125.65 |
|
0.382 |
125.02 |
|
LOW |
123.00 |
|
0.618 |
119.72 |
|
1.000 |
117.70 |
|
1.618 |
114.42 |
|
2.618 |
109.12 |
|
4.250 |
100.48 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.26 |
127.21 |
| PP |
126.45 |
126.35 |
| S1 |
125.65 |
125.50 |
|