NYMEX Light Sweet Crude Oil Future March 2009
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
127.87 |
124.88 |
-2.99 |
-2.3% |
125.42 |
| High |
128.00 |
127.94 |
-0.06 |
0.0% |
128.22 |
| Low |
125.21 |
124.88 |
-0.33 |
-0.3% |
122.70 |
| Close |
125.48 |
126.66 |
1.18 |
0.9% |
126.66 |
| Range |
2.79 |
3.06 |
0.27 |
9.7% |
5.52 |
| ATR |
3.10 |
3.09 |
0.00 |
-0.1% |
0.00 |
| Volume |
2,118 |
2,112 |
-6 |
-0.3% |
10,082 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.67 |
134.23 |
128.34 |
|
| R3 |
132.61 |
131.17 |
127.50 |
|
| R2 |
129.55 |
129.55 |
127.22 |
|
| R1 |
128.11 |
128.11 |
126.94 |
128.83 |
| PP |
126.49 |
126.49 |
126.49 |
126.86 |
| S1 |
125.05 |
125.05 |
126.38 |
125.77 |
| S2 |
123.43 |
123.43 |
126.10 |
|
| S3 |
120.37 |
121.99 |
125.82 |
|
| S4 |
117.31 |
118.93 |
124.98 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.42 |
140.06 |
129.70 |
|
| R3 |
136.90 |
134.54 |
128.18 |
|
| R2 |
131.38 |
131.38 |
127.67 |
|
| R1 |
129.02 |
129.02 |
127.17 |
130.20 |
| PP |
125.86 |
125.86 |
125.86 |
126.45 |
| S1 |
123.50 |
123.50 |
126.15 |
124.68 |
| S2 |
120.34 |
120.34 |
125.65 |
|
| S3 |
114.82 |
117.98 |
125.14 |
|
| S4 |
109.30 |
112.46 |
123.62 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140.95 |
|
2.618 |
135.95 |
|
1.618 |
132.89 |
|
1.000 |
131.00 |
|
0.618 |
129.83 |
|
HIGH |
127.94 |
|
0.618 |
126.77 |
|
0.500 |
126.41 |
|
0.382 |
126.05 |
|
LOW |
124.88 |
|
0.618 |
122.99 |
|
1.000 |
121.82 |
|
1.618 |
119.93 |
|
2.618 |
116.87 |
|
4.250 |
111.88 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.58 |
126.26 |
| PP |
126.49 |
125.86 |
| S1 |
126.41 |
125.46 |
|