NYMEX Light Sweet Crude Oil Future March 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 |
123.30 |
123.93 |
0.63 |
0.5% |
133.67 |
| High |
124.00 |
128.22 |
4.22 |
3.4% |
133.67 |
| Low |
123.00 |
122.70 |
-0.30 |
-0.2% |
125.45 |
| Close |
124.08 |
128.08 |
4.00 |
3.2% |
125.14 |
| Range |
1.00 |
5.52 |
4.52 |
452.0% |
8.22 |
| ATR |
2.93 |
3.11 |
0.19 |
6.3% |
0.00 |
| Volume |
1,198 |
1,414 |
216 |
18.0% |
12,130 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.89 |
141.01 |
131.12 |
|
| R3 |
137.37 |
135.49 |
129.60 |
|
| R2 |
131.85 |
131.85 |
129.09 |
|
| R1 |
129.97 |
129.97 |
128.59 |
130.91 |
| PP |
126.33 |
126.33 |
126.33 |
126.81 |
| S1 |
124.45 |
124.45 |
127.57 |
125.39 |
| S2 |
120.81 |
120.81 |
127.07 |
|
| S3 |
115.29 |
118.93 |
126.56 |
|
| S4 |
109.77 |
113.41 |
125.04 |
|
|
| 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 |
151.68 |
|
2.618 |
142.67 |
|
1.618 |
137.15 |
|
1.000 |
133.74 |
|
0.618 |
131.63 |
|
HIGH |
128.22 |
|
0.618 |
126.11 |
|
0.500 |
125.46 |
|
0.382 |
124.81 |
|
LOW |
122.70 |
|
0.618 |
119.29 |
|
1.000 |
117.18 |
|
1.618 |
113.77 |
|
2.618 |
108.25 |
|
4.250 |
99.24 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.21 |
127.21 |
| PP |
126.33 |
126.33 |
| S1 |
125.46 |
125.46 |
|