NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
132.25 |
132.50 |
0.25 |
0.2% |
146.10 |
| High |
132.79 |
132.50 |
-0.29 |
-0.2% |
146.84 |
| Low |
132.00 |
129.13 |
-2.87 |
-2.2% |
131.58 |
| Close |
133.59 |
130.73 |
-2.86 |
-2.1% |
131.26 |
| Range |
0.79 |
3.37 |
2.58 |
326.6% |
15.26 |
| ATR |
3.43 |
3.50 |
0.07 |
2.1% |
0.00 |
| Volume |
2,895 |
1,997 |
-898 |
-31.0% |
19,958 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.90 |
139.18 |
132.58 |
|
| R3 |
137.53 |
135.81 |
131.66 |
|
| R2 |
134.16 |
134.16 |
131.35 |
|
| R1 |
132.44 |
132.44 |
131.04 |
131.62 |
| PP |
130.79 |
130.79 |
130.79 |
130.37 |
| S1 |
129.07 |
129.07 |
130.42 |
128.25 |
| S2 |
127.42 |
127.42 |
130.11 |
|
| S3 |
124.05 |
125.70 |
129.80 |
|
| S4 |
120.68 |
122.33 |
128.88 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182.34 |
172.06 |
139.65 |
|
| R3 |
167.08 |
156.80 |
135.46 |
|
| R2 |
151.82 |
151.82 |
134.06 |
|
| R1 |
141.54 |
141.54 |
132.66 |
139.05 |
| PP |
136.56 |
136.56 |
136.56 |
135.32 |
| S1 |
126.28 |
126.28 |
129.86 |
123.79 |
| S2 |
121.30 |
121.30 |
128.46 |
|
| S3 |
106.04 |
111.02 |
127.06 |
|
| S4 |
90.78 |
95.76 |
122.87 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.82 |
|
2.618 |
141.32 |
|
1.618 |
137.95 |
|
1.000 |
135.87 |
|
0.618 |
134.58 |
|
HIGH |
132.50 |
|
0.618 |
131.21 |
|
0.500 |
130.82 |
|
0.382 |
130.42 |
|
LOW |
129.13 |
|
0.618 |
127.05 |
|
1.000 |
125.76 |
|
1.618 |
123.68 |
|
2.618 |
120.31 |
|
4.250 |
114.81 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.82 |
131.32 |
| PP |
130.79 |
131.12 |
| S1 |
130.76 |
130.93 |
|