NYMEX Light Sweet Crude Oil Future April 2009
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
131.11 |
127.00 |
-4.11 |
-3.1% |
146.86 |
| High |
131.11 |
127.03 |
-4.08 |
-3.1% |
146.86 |
| Low |
131.11 |
127.00 |
-4.11 |
-3.1% |
131.42 |
| Close |
126.75 |
127.03 |
0.28 |
0.2% |
131.42 |
| Range |
0.00 |
0.03 |
0.03 |
|
15.44 |
| ATR |
2.52 |
2.36 |
-0.16 |
-6.3% |
0.00 |
| Volume |
620 |
1,680 |
1,060 |
171.0% |
3,898 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127.11 |
127.10 |
127.05 |
|
| R3 |
127.08 |
127.07 |
127.04 |
|
| R2 |
127.05 |
127.05 |
127.04 |
|
| R1 |
127.04 |
127.04 |
127.03 |
127.05 |
| PP |
127.02 |
127.02 |
127.02 |
127.02 |
| S1 |
127.01 |
127.01 |
127.03 |
127.02 |
| S2 |
126.99 |
126.99 |
127.02 |
|
| S3 |
126.96 |
126.98 |
127.02 |
|
| S4 |
126.93 |
126.95 |
127.01 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182.89 |
172.59 |
139.91 |
|
| R3 |
167.45 |
157.15 |
135.67 |
|
| R2 |
152.01 |
152.01 |
134.25 |
|
| R1 |
141.71 |
141.71 |
132.84 |
139.14 |
| PP |
136.57 |
136.57 |
136.57 |
135.28 |
| S1 |
126.27 |
126.27 |
130.00 |
123.70 |
| S2 |
121.13 |
121.13 |
128.59 |
|
| S3 |
105.69 |
110.83 |
127.17 |
|
| S4 |
90.25 |
95.39 |
122.93 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127.16 |
|
2.618 |
127.11 |
|
1.618 |
127.08 |
|
1.000 |
127.06 |
|
0.618 |
127.05 |
|
HIGH |
127.03 |
|
0.618 |
127.02 |
|
0.500 |
127.02 |
|
0.382 |
127.01 |
|
LOW |
127.00 |
|
0.618 |
126.98 |
|
1.000 |
126.97 |
|
1.618 |
126.95 |
|
2.618 |
126.92 |
|
4.250 |
126.87 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.03 |
129.60 |
| PP |
127.02 |
128.74 |
| S1 |
127.02 |
127.89 |
|