NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
125.75 |
125.95 |
0.20 |
0.2% |
132.25 |
| High |
126.62 |
125.95 |
-0.67 |
-0.5% |
132.79 |
| Low |
125.51 |
122.61 |
-2.90 |
-2.3% |
125.00 |
| Close |
126.44 |
123.95 |
-2.49 |
-2.0% |
125.07 |
| Range |
1.11 |
3.34 |
2.23 |
200.9% |
7.79 |
| ATR |
3.17 |
3.22 |
0.05 |
1.5% |
0.00 |
| Volume |
2,077 |
2,606 |
529 |
25.5% |
22,898 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.19 |
132.41 |
125.79 |
|
| R3 |
130.85 |
129.07 |
124.87 |
|
| R2 |
127.51 |
127.51 |
124.56 |
|
| R1 |
125.73 |
125.73 |
124.26 |
124.95 |
| PP |
124.17 |
124.17 |
124.17 |
123.78 |
| S1 |
122.39 |
122.39 |
123.64 |
121.61 |
| S2 |
120.83 |
120.83 |
123.34 |
|
| S3 |
117.49 |
119.05 |
123.03 |
|
| S4 |
114.15 |
115.71 |
122.11 |
|
|
| 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 |
140.15 |
|
2.618 |
134.69 |
|
1.618 |
131.35 |
|
1.000 |
129.29 |
|
0.618 |
128.01 |
|
HIGH |
125.95 |
|
0.618 |
124.67 |
|
0.500 |
124.28 |
|
0.382 |
123.89 |
|
LOW |
122.61 |
|
0.618 |
120.55 |
|
1.000 |
119.27 |
|
1.618 |
117.21 |
|
2.618 |
113.87 |
|
4.250 |
108.42 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.28 |
125.00 |
| PP |
124.17 |
124.65 |
| S1 |
124.06 |
124.30 |
|