NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
123.82 |
127.29 |
3.47 |
2.8% |
133.14 |
| High |
128.30 |
127.31 |
-0.99 |
-0.8% |
133.55 |
| Low |
123.00 |
124.50 |
1.50 |
1.2% |
125.18 |
| Close |
128.06 |
125.51 |
-2.55 |
-2.0% |
125.03 |
| Range |
5.30 |
2.81 |
-2.49 |
-47.0% |
8.37 |
| ATR |
3.10 |
3.13 |
0.03 |
1.1% |
0.00 |
| Volume |
1,715 |
3,297 |
1,582 |
92.2% |
10,709 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.20 |
132.67 |
127.06 |
|
| R3 |
131.39 |
129.86 |
126.28 |
|
| R2 |
128.58 |
128.58 |
126.03 |
|
| R1 |
127.05 |
127.05 |
125.77 |
126.41 |
| PP |
125.77 |
125.77 |
125.77 |
125.46 |
| S1 |
124.24 |
124.24 |
125.25 |
123.60 |
| S2 |
122.96 |
122.96 |
124.99 |
|
| S3 |
120.15 |
121.43 |
124.74 |
|
| S4 |
117.34 |
118.62 |
123.96 |
|
|
| 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 |
4.5% |
2.73 |
2.2% |
50% |
False |
False |
2,562 |
| 10 |
133.55 |
122.70 |
10.85 |
8.6% |
2.58 |
2.1% |
26% |
False |
False |
2,323 |
| 20 |
148.17 |
122.70 |
25.47 |
20.3% |
2.44 |
1.9% |
11% |
False |
False |
2,094 |
| 40 |
148.17 |
122.70 |
25.47 |
20.3% |
1.76 |
1.4% |
11% |
False |
False |
1,506 |
| 60 |
148.17 |
119.30 |
28.87 |
23.0% |
1.57 |
1.3% |
22% |
False |
False |
1,290 |
| 80 |
148.17 |
104.84 |
43.33 |
34.5% |
1.24 |
1.0% |
48% |
False |
False |
1,060 |
| 100 |
148.17 |
95.99 |
52.18 |
41.6% |
1.01 |
0.8% |
57% |
False |
False |
935 |
| 120 |
148.17 |
90.70 |
57.47 |
45.8% |
0.86 |
0.7% |
61% |
False |
False |
840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139.25 |
|
2.618 |
134.67 |
|
1.618 |
131.86 |
|
1.000 |
130.12 |
|
0.618 |
129.05 |
|
HIGH |
127.31 |
|
0.618 |
126.24 |
|
0.500 |
125.91 |
|
0.382 |
125.57 |
|
LOW |
124.50 |
|
0.618 |
122.76 |
|
1.000 |
121.69 |
|
1.618 |
119.95 |
|
2.618 |
117.14 |
|
4.250 |
112.56 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.91 |
125.51 |
| PP |
125.77 |
125.50 |
| S1 |
125.64 |
125.50 |
|