NYMEX Light Sweet Crude Oil Future March 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 |
132.00 |
128.67 |
-3.33 |
-2.5% |
146.30 |
| High |
132.00 |
130.50 |
-1.50 |
-1.1% |
147.14 |
| Low |
129.85 |
126.60 |
-3.25 |
-2.5% |
131.87 |
| Close |
130.67 |
126.62 |
-4.05 |
-3.1% |
131.40 |
| Range |
2.15 |
3.90 |
1.75 |
81.4% |
15.27 |
| ATR |
3.12 |
3.19 |
0.07 |
2.2% |
0.00 |
| Volume |
1,059 |
1,793 |
734 |
69.3% |
7,903 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.61 |
137.01 |
128.77 |
|
| R3 |
135.71 |
133.11 |
127.69 |
|
| R2 |
131.81 |
131.81 |
127.34 |
|
| R1 |
129.21 |
129.21 |
126.98 |
128.56 |
| PP |
127.91 |
127.91 |
127.91 |
127.58 |
| S1 |
125.31 |
125.31 |
126.26 |
124.66 |
| S2 |
124.01 |
124.01 |
125.91 |
|
| S3 |
120.11 |
121.41 |
125.55 |
|
| S4 |
116.21 |
117.51 |
124.48 |
|
|
| 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 |
147.08 |
|
2.618 |
140.71 |
|
1.618 |
136.81 |
|
1.000 |
134.40 |
|
0.618 |
132.91 |
|
HIGH |
130.50 |
|
0.618 |
129.01 |
|
0.500 |
128.55 |
|
0.382 |
128.09 |
|
LOW |
126.60 |
|
0.618 |
124.19 |
|
1.000 |
122.70 |
|
1.618 |
120.29 |
|
2.618 |
116.39 |
|
4.250 |
110.03 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.55 |
130.14 |
| PP |
127.91 |
128.96 |
| S1 |
127.26 |
127.79 |
|