NYMEX Light Sweet Crude Oil Future March 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 |
123.93 |
127.87 |
3.94 |
3.2% |
133.67 |
| High |
128.22 |
128.00 |
-0.22 |
-0.2% |
133.67 |
| Low |
122.70 |
125.21 |
2.51 |
2.0% |
125.45 |
| Close |
128.08 |
125.48 |
-2.60 |
-2.0% |
125.14 |
| Range |
5.52 |
2.79 |
-2.73 |
-49.5% |
8.22 |
| ATR |
3.11 |
3.10 |
-0.02 |
-0.6% |
0.00 |
| Volume |
1,414 |
2,118 |
704 |
49.8% |
12,130 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.60 |
132.83 |
127.01 |
|
| R3 |
131.81 |
130.04 |
126.25 |
|
| R2 |
129.02 |
129.02 |
125.99 |
|
| R1 |
127.25 |
127.25 |
125.74 |
126.74 |
| PP |
126.23 |
126.23 |
126.23 |
125.98 |
| S1 |
124.46 |
124.46 |
125.22 |
123.95 |
| S2 |
123.44 |
123.44 |
124.97 |
|
| S3 |
120.65 |
121.67 |
124.71 |
|
| S4 |
117.86 |
118.88 |
123.95 |
|
|
| 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 |
139.86 |
|
2.618 |
135.30 |
|
1.618 |
132.51 |
|
1.000 |
130.79 |
|
0.618 |
129.72 |
|
HIGH |
128.00 |
|
0.618 |
126.93 |
|
0.500 |
126.61 |
|
0.382 |
126.28 |
|
LOW |
125.21 |
|
0.618 |
123.49 |
|
1.000 |
122.42 |
|
1.618 |
120.70 |
|
2.618 |
117.91 |
|
4.250 |
113.35 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.61 |
125.47 |
| PP |
126.23 |
125.47 |
| S1 |
125.86 |
125.46 |
|