NYMEX Light Sweet Crude Oil Future May 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 |
126.84 |
127.10 |
0.26 |
0.2% |
146.69 |
| High |
126.84 |
127.10 |
0.26 |
0.2% |
146.69 |
| Low |
126.84 |
126.00 |
-0.84 |
-0.7% |
131.35 |
| Close |
126.76 |
126.97 |
0.21 |
0.2% |
131.35 |
| Range |
0.00 |
1.10 |
1.10 |
|
15.34 |
| ATR |
2.91 |
2.78 |
-0.13 |
-4.4% |
0.00 |
| Volume |
525 |
351 |
-174 |
-33.1% |
3,992 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.99 |
129.58 |
127.58 |
|
| R3 |
128.89 |
128.48 |
127.27 |
|
| R2 |
127.79 |
127.79 |
127.17 |
|
| R1 |
127.38 |
127.38 |
127.07 |
127.04 |
| PP |
126.69 |
126.69 |
126.69 |
126.52 |
| S1 |
126.28 |
126.28 |
126.87 |
125.94 |
| S2 |
125.59 |
125.59 |
126.77 |
|
| S3 |
124.49 |
125.18 |
126.67 |
|
| S4 |
123.39 |
124.08 |
126.37 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182.48 |
172.26 |
139.79 |
|
| R3 |
167.14 |
156.92 |
135.57 |
|
| R2 |
151.80 |
151.80 |
134.16 |
|
| R1 |
141.58 |
141.58 |
132.76 |
139.02 |
| PP |
136.46 |
136.46 |
136.46 |
135.19 |
| S1 |
126.24 |
126.24 |
129.94 |
123.68 |
| S2 |
121.12 |
121.12 |
128.54 |
|
| S3 |
105.78 |
110.90 |
127.13 |
|
| S4 |
90.44 |
95.56 |
122.91 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.78 |
|
2.618 |
129.98 |
|
1.618 |
128.88 |
|
1.000 |
128.20 |
|
0.618 |
127.78 |
|
HIGH |
127.10 |
|
0.618 |
126.68 |
|
0.500 |
126.55 |
|
0.382 |
126.42 |
|
LOW |
126.00 |
|
0.618 |
125.32 |
|
1.000 |
124.90 |
|
1.618 |
124.22 |
|
2.618 |
123.12 |
|
4.250 |
121.33 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.83 |
128.50 |
| PP |
126.69 |
127.99 |
| S1 |
126.55 |
127.48 |
|