NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
125.90 |
125.42 |
-0.48 |
-0.4% |
133.67 |
| High |
125.90 |
126.70 |
0.80 |
0.6% |
133.67 |
| Low |
125.45 |
125.09 |
-0.36 |
-0.3% |
125.45 |
| Close |
125.14 |
126.57 |
1.43 |
1.1% |
125.14 |
| Range |
0.45 |
1.61 |
1.16 |
257.8% |
8.22 |
| ATR |
2.98 |
2.88 |
-0.10 |
-3.3% |
0.00 |
| Volume |
3,718 |
3,240 |
-478 |
-12.9% |
12,130 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.95 |
130.37 |
127.46 |
|
| R3 |
129.34 |
128.76 |
127.01 |
|
| R2 |
127.73 |
127.73 |
126.87 |
|
| R1 |
127.15 |
127.15 |
126.72 |
127.44 |
| PP |
126.12 |
126.12 |
126.12 |
126.27 |
| S1 |
125.54 |
125.54 |
126.42 |
125.83 |
| S2 |
124.51 |
124.51 |
126.27 |
|
| S3 |
122.90 |
123.93 |
126.13 |
|
| S4 |
121.29 |
122.32 |
125.68 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.75 |
147.16 |
129.66 |
|
| R3 |
144.53 |
138.94 |
127.40 |
|
| R2 |
136.31 |
136.31 |
126.65 |
|
| R1 |
130.72 |
130.72 |
125.89 |
129.41 |
| PP |
128.09 |
128.09 |
128.09 |
127.43 |
| S1 |
122.50 |
122.50 |
124.39 |
121.19 |
| S2 |
119.87 |
119.87 |
123.63 |
|
| S3 |
111.65 |
114.28 |
122.88 |
|
| S4 |
103.43 |
106.06 |
120.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.54 |
|
2.618 |
130.91 |
|
1.618 |
129.30 |
|
1.000 |
128.31 |
|
0.618 |
127.69 |
|
HIGH |
126.70 |
|
0.618 |
126.08 |
|
0.500 |
125.90 |
|
0.382 |
125.71 |
|
LOW |
125.09 |
|
0.618 |
124.10 |
|
1.000 |
123.48 |
|
1.618 |
122.49 |
|
2.618 |
120.88 |
|
4.250 |
118.25 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.35 |
126.50 |
| PP |
126.12 |
126.42 |
| S1 |
125.90 |
126.35 |
|