NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
132.38 |
129.07 |
-3.31 |
-2.5% |
145.24 |
| High |
133.35 |
129.21 |
-4.14 |
-3.1% |
147.55 |
| Low |
126.97 |
124.76 |
-2.21 |
-1.7% |
129.45 |
| Close |
128.97 |
125.04 |
-3.93 |
-3.0% |
129.97 |
| Range |
6.38 |
4.45 |
-1.93 |
-30.3% |
18.10 |
| ATR |
5.11 |
5.06 |
-0.05 |
-0.9% |
0.00 |
| Volume |
32,626 |
48,813 |
16,187 |
49.6% |
205,444 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.69 |
136.81 |
127.49 |
|
| R3 |
135.24 |
132.36 |
126.26 |
|
| R2 |
130.79 |
130.79 |
125.86 |
|
| R1 |
127.91 |
127.91 |
125.45 |
127.13 |
| PP |
126.34 |
126.34 |
126.34 |
125.94 |
| S1 |
123.46 |
123.46 |
124.63 |
122.68 |
| S2 |
121.89 |
121.89 |
124.22 |
|
| S3 |
117.44 |
119.01 |
123.82 |
|
| S4 |
112.99 |
114.56 |
122.59 |
|
|
| 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 |
137.83 |
124.76 |
13.07 |
10.5% |
5.13 |
4.1% |
2% |
False |
True |
44,471 |
| 10 |
148.13 |
124.76 |
23.37 |
18.7% |
5.88 |
4.7% |
1% |
False |
True |
39,296 |
| 20 |
148.13 |
124.76 |
23.37 |
18.7% |
4.99 |
4.0% |
1% |
False |
True |
34,676 |
| 40 |
148.13 |
122.32 |
25.81 |
20.6% |
4.98 |
4.0% |
11% |
False |
False |
30,197 |
| 60 |
148.13 |
108.00 |
40.13 |
32.1% |
4.53 |
3.6% |
42% |
False |
False |
24,565 |
| 80 |
148.13 |
97.64 |
50.49 |
40.4% |
3.94 |
3.1% |
54% |
False |
False |
19,714 |
| 100 |
148.13 |
96.67 |
51.46 |
41.2% |
3.61 |
2.9% |
55% |
False |
False |
16,512 |
| 120 |
148.13 |
86.34 |
61.79 |
49.4% |
3.22 |
2.6% |
63% |
False |
False |
13,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.12 |
|
2.618 |
140.86 |
|
1.618 |
136.41 |
|
1.000 |
133.66 |
|
0.618 |
131.96 |
|
HIGH |
129.21 |
|
0.618 |
127.51 |
|
0.500 |
126.99 |
|
0.382 |
126.46 |
|
LOW |
124.76 |
|
0.618 |
122.01 |
|
1.000 |
120.31 |
|
1.618 |
117.56 |
|
2.618 |
113.11 |
|
4.250 |
105.85 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.99 |
129.06 |
| PP |
126.34 |
127.72 |
| S1 |
125.69 |
126.38 |
|