NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
132.50 |
129.75 |
-2.75 |
-2.1% |
146.10 |
| High |
132.50 |
129.90 |
-2.60 |
-2.0% |
146.84 |
| Low |
129.13 |
126.50 |
-2.63 |
-2.0% |
131.58 |
| Close |
130.73 |
126.73 |
-4.00 |
-3.1% |
131.26 |
| Range |
3.37 |
3.40 |
0.03 |
0.9% |
15.26 |
| ATR |
3.50 |
3.56 |
0.05 |
1.5% |
0.00 |
| Volume |
1,997 |
3,667 |
1,670 |
83.6% |
19,958 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.91 |
135.72 |
128.60 |
|
| R3 |
134.51 |
132.32 |
127.67 |
|
| R2 |
131.11 |
131.11 |
127.35 |
|
| R1 |
128.92 |
128.92 |
127.04 |
128.32 |
| PP |
127.71 |
127.71 |
127.71 |
127.41 |
| S1 |
125.52 |
125.52 |
126.42 |
124.92 |
| S2 |
124.31 |
124.31 |
126.11 |
|
| S3 |
120.91 |
122.12 |
125.80 |
|
| S4 |
117.51 |
118.72 |
124.86 |
|
|
| 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 |
144.35 |
|
2.618 |
138.80 |
|
1.618 |
135.40 |
|
1.000 |
133.30 |
|
0.618 |
132.00 |
|
HIGH |
129.90 |
|
0.618 |
128.60 |
|
0.500 |
128.20 |
|
0.382 |
127.80 |
|
LOW |
126.50 |
|
0.618 |
124.40 |
|
1.000 |
123.10 |
|
1.618 |
121.00 |
|
2.618 |
117.60 |
|
4.250 |
112.05 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.20 |
129.65 |
| PP |
127.71 |
128.67 |
| S1 |
127.22 |
127.70 |
|