NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
133.67 |
132.00 |
-1.67 |
-1.2% |
146.30 |
| High |
133.67 |
132.00 |
-1.67 |
-1.2% |
147.14 |
| Low |
133.67 |
129.85 |
-3.82 |
-2.9% |
131.87 |
| Close |
133.67 |
130.67 |
-3.00 |
-2.2% |
131.40 |
| Range |
0.00 |
2.15 |
2.15 |
|
15.27 |
| ATR |
3.07 |
3.12 |
0.05 |
1.7% |
0.00 |
| Volume |
2,432 |
1,059 |
-1,373 |
-56.5% |
7,903 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.29 |
136.13 |
131.85 |
|
| R3 |
135.14 |
133.98 |
131.26 |
|
| R2 |
132.99 |
132.99 |
131.06 |
|
| R1 |
131.83 |
131.83 |
130.87 |
131.34 |
| PP |
130.84 |
130.84 |
130.84 |
130.59 |
| S1 |
129.68 |
129.68 |
130.47 |
129.19 |
| S2 |
128.69 |
128.69 |
130.28 |
|
| S3 |
126.54 |
127.53 |
130.08 |
|
| S4 |
124.39 |
125.38 |
129.49 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182.61 |
172.28 |
139.80 |
|
| R3 |
167.34 |
157.01 |
135.60 |
|
| R2 |
152.07 |
152.07 |
134.20 |
|
| R1 |
141.74 |
141.74 |
132.80 |
139.27 |
| PP |
136.80 |
136.80 |
136.80 |
135.57 |
| S1 |
126.47 |
126.47 |
130.00 |
124.00 |
| S2 |
121.53 |
121.53 |
128.60 |
|
| S3 |
106.26 |
111.20 |
127.20 |
|
| S4 |
90.99 |
95.93 |
123.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.14 |
|
2.618 |
137.63 |
|
1.618 |
135.48 |
|
1.000 |
134.15 |
|
0.618 |
133.33 |
|
HIGH |
132.00 |
|
0.618 |
131.18 |
|
0.500 |
130.93 |
|
0.382 |
130.67 |
|
LOW |
129.85 |
|
0.618 |
128.52 |
|
1.000 |
127.70 |
|
1.618 |
126.37 |
|
2.618 |
124.22 |
|
4.250 |
120.71 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.93 |
131.76 |
| PP |
130.84 |
131.40 |
| S1 |
130.76 |
131.03 |
|