NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
125.95 |
122.55 |
-3.40 |
-2.7% |
132.25 |
| High |
125.95 |
128.26 |
2.31 |
1.8% |
132.79 |
| Low |
122.61 |
122.55 |
-0.06 |
0.0% |
125.00 |
| Close |
123.95 |
127.80 |
3.85 |
3.1% |
125.07 |
| Range |
3.34 |
5.71 |
2.37 |
71.0% |
7.79 |
| ATR |
3.22 |
3.40 |
0.18 |
5.5% |
0.00 |
| Volume |
2,606 |
5,599 |
2,993 |
114.9% |
22,898 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.33 |
141.28 |
130.94 |
|
| R3 |
137.62 |
135.57 |
129.37 |
|
| R2 |
131.91 |
131.91 |
128.85 |
|
| R1 |
129.86 |
129.86 |
128.32 |
130.89 |
| PP |
126.20 |
126.20 |
126.20 |
126.72 |
| S1 |
124.15 |
124.15 |
127.28 |
125.18 |
| S2 |
120.49 |
120.49 |
126.75 |
|
| S3 |
114.78 |
118.44 |
126.23 |
|
| S4 |
109.07 |
112.73 |
124.66 |
|
|
| 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 |
152.53 |
|
2.618 |
143.21 |
|
1.618 |
137.50 |
|
1.000 |
133.97 |
|
0.618 |
131.79 |
|
HIGH |
128.26 |
|
0.618 |
126.08 |
|
0.500 |
125.41 |
|
0.382 |
124.73 |
|
LOW |
122.55 |
|
0.618 |
119.02 |
|
1.000 |
116.84 |
|
1.618 |
113.31 |
|
2.618 |
107.60 |
|
4.250 |
98.28 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.00 |
127.00 |
| PP |
126.20 |
126.20 |
| S1 |
125.41 |
125.41 |
|