NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
126.13 |
127.20 |
1.07 |
0.8% |
132.25 |
| High |
127.00 |
127.38 |
0.38 |
0.3% |
132.79 |
| Low |
126.10 |
125.00 |
-1.10 |
-0.9% |
125.00 |
| Close |
126.87 |
125.07 |
-1.80 |
-1.4% |
125.07 |
| Range |
0.90 |
2.38 |
1.48 |
164.4% |
7.79 |
| ATR |
3.37 |
3.30 |
-0.07 |
-2.1% |
0.00 |
| Volume |
5,237 |
9,102 |
3,865 |
73.8% |
22,898 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.96 |
131.39 |
126.38 |
|
| R3 |
130.58 |
129.01 |
125.72 |
|
| R2 |
128.20 |
128.20 |
125.51 |
|
| R1 |
126.63 |
126.63 |
125.29 |
126.23 |
| PP |
125.82 |
125.82 |
125.82 |
125.61 |
| S1 |
124.25 |
124.25 |
124.85 |
123.85 |
| S2 |
123.44 |
123.44 |
124.63 |
|
| S3 |
121.06 |
121.87 |
124.42 |
|
| S4 |
118.68 |
119.49 |
123.76 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.99 |
145.82 |
129.35 |
|
| R3 |
143.20 |
138.03 |
127.21 |
|
| R2 |
135.41 |
135.41 |
126.50 |
|
| R1 |
130.24 |
130.24 |
125.78 |
128.93 |
| PP |
127.62 |
127.62 |
127.62 |
126.97 |
| S1 |
122.45 |
122.45 |
124.36 |
121.14 |
| S2 |
119.83 |
119.83 |
123.64 |
|
| S3 |
112.04 |
114.66 |
122.93 |
|
| S4 |
104.25 |
106.87 |
120.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.50 |
|
2.618 |
133.61 |
|
1.618 |
131.23 |
|
1.000 |
129.76 |
|
0.618 |
128.85 |
|
HIGH |
127.38 |
|
0.618 |
126.47 |
|
0.500 |
126.19 |
|
0.382 |
125.91 |
|
LOW |
125.00 |
|
0.618 |
123.53 |
|
1.000 |
122.62 |
|
1.618 |
121.15 |
|
2.618 |
118.77 |
|
4.250 |
114.89 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.19 |
127.45 |
| PP |
125.82 |
126.66 |
| S1 |
125.44 |
125.86 |
|