NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
130.70 |
132.38 |
1.68 |
1.3% |
145.24 |
| High |
133.13 |
133.35 |
0.22 |
0.2% |
147.55 |
| Low |
129.63 |
126.97 |
-2.66 |
-2.1% |
129.45 |
| Close |
132.26 |
128.97 |
-3.29 |
-2.5% |
129.97 |
| Range |
3.50 |
6.38 |
2.88 |
82.3% |
18.10 |
| ATR |
5.01 |
5.11 |
0.10 |
2.0% |
0.00 |
| Volume |
44,393 |
32,626 |
-11,767 |
-26.5% |
205,444 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.90 |
145.32 |
132.48 |
|
| R3 |
142.52 |
138.94 |
130.72 |
|
| R2 |
136.14 |
136.14 |
130.14 |
|
| R1 |
132.56 |
132.56 |
129.55 |
131.16 |
| PP |
129.76 |
129.76 |
129.76 |
129.07 |
| S1 |
126.18 |
126.18 |
128.39 |
124.78 |
| S2 |
123.38 |
123.38 |
127.80 |
|
| S3 |
117.00 |
119.80 |
127.22 |
|
| S4 |
110.62 |
113.42 |
125.46 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189.96 |
178.06 |
139.93 |
|
| R3 |
171.86 |
159.96 |
134.95 |
|
| R2 |
153.76 |
153.76 |
133.29 |
|
| R1 |
141.86 |
141.86 |
131.63 |
138.76 |
| PP |
135.66 |
135.66 |
135.66 |
134.11 |
| S1 |
123.76 |
123.76 |
128.31 |
120.66 |
| S2 |
117.56 |
117.56 |
126.65 |
|
| S3 |
99.46 |
105.66 |
124.99 |
|
| S4 |
81.36 |
87.56 |
120.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.20 |
126.97 |
13.23 |
10.3% |
5.62 |
4.4% |
15% |
False |
True |
43,239 |
| 10 |
148.13 |
126.97 |
21.16 |
16.4% |
5.73 |
4.4% |
9% |
False |
True |
37,992 |
| 20 |
148.13 |
126.97 |
21.16 |
16.4% |
5.04 |
3.9% |
9% |
False |
True |
33,230 |
| 40 |
148.13 |
122.32 |
25.81 |
20.0% |
4.99 |
3.9% |
26% |
False |
False |
29,429 |
| 60 |
148.13 |
108.00 |
40.13 |
31.1% |
4.51 |
3.5% |
52% |
False |
False |
23,830 |
| 80 |
148.13 |
97.48 |
50.65 |
39.3% |
3.90 |
3.0% |
62% |
False |
False |
19,149 |
| 100 |
148.13 |
96.67 |
51.46 |
39.9% |
3.58 |
2.8% |
63% |
False |
False |
16,047 |
| 120 |
148.13 |
86.34 |
61.79 |
47.9% |
3.19 |
2.5% |
69% |
False |
False |
13,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.47 |
|
2.618 |
150.05 |
|
1.618 |
143.67 |
|
1.000 |
139.73 |
|
0.618 |
137.29 |
|
HIGH |
133.35 |
|
0.618 |
130.91 |
|
0.500 |
130.16 |
|
0.382 |
129.41 |
|
LOW |
126.97 |
|
0.618 |
123.03 |
|
1.000 |
120.59 |
|
1.618 |
116.65 |
|
2.618 |
110.27 |
|
4.250 |
99.86 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.16 |
130.16 |
| PP |
129.76 |
129.76 |
| S1 |
129.37 |
129.37 |
|