NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
122.55 |
124.95 |
2.40 |
2.0% |
132.25 |
| High |
128.26 |
125.36 |
-2.90 |
-2.3% |
132.79 |
| Low |
122.55 |
124.95 |
2.40 |
2.0% |
125.00 |
| Close |
127.80 |
125.08 |
-2.72 |
-2.1% |
125.07 |
| Range |
5.71 |
0.41 |
-5.30 |
-92.8% |
7.79 |
| ATR |
3.40 |
3.36 |
-0.04 |
-1.1% |
0.00 |
| Volume |
5,599 |
4,597 |
-1,002 |
-17.9% |
22,898 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126.36 |
126.13 |
125.31 |
|
| R3 |
125.95 |
125.72 |
125.19 |
|
| R2 |
125.54 |
125.54 |
125.16 |
|
| R1 |
125.31 |
125.31 |
125.12 |
125.43 |
| PP |
125.13 |
125.13 |
125.13 |
125.19 |
| S1 |
124.90 |
124.90 |
125.04 |
125.02 |
| S2 |
124.72 |
124.72 |
125.00 |
|
| S3 |
124.31 |
124.49 |
124.97 |
|
| S4 |
123.90 |
124.08 |
124.85 |
|
|
| 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 |
127.10 |
|
2.618 |
126.43 |
|
1.618 |
126.02 |
|
1.000 |
125.77 |
|
0.618 |
125.61 |
|
HIGH |
125.36 |
|
0.618 |
125.20 |
|
0.500 |
125.16 |
|
0.382 |
125.11 |
|
LOW |
124.95 |
|
0.618 |
124.70 |
|
1.000 |
124.54 |
|
1.618 |
124.29 |
|
2.618 |
123.88 |
|
4.250 |
123.21 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.16 |
125.41 |
| PP |
125.13 |
125.30 |
| S1 |
125.11 |
125.19 |
|