NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
129.07 |
124.96 |
-4.11 |
-3.2% |
145.24 |
| High |
129.21 |
126.87 |
-2.34 |
-1.8% |
147.55 |
| Low |
124.76 |
124.08 |
-0.68 |
-0.5% |
129.45 |
| Close |
125.04 |
125.97 |
0.93 |
0.7% |
129.97 |
| Range |
4.45 |
2.79 |
-1.66 |
-37.3% |
18.10 |
| ATR |
5.06 |
4.90 |
-0.16 |
-3.2% |
0.00 |
| Volume |
48,813 |
56,505 |
7,692 |
15.8% |
205,444 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134.01 |
132.78 |
127.50 |
|
| R3 |
131.22 |
129.99 |
126.74 |
|
| R2 |
128.43 |
128.43 |
126.48 |
|
| R1 |
127.20 |
127.20 |
126.23 |
127.82 |
| PP |
125.64 |
125.64 |
125.64 |
125.95 |
| S1 |
124.41 |
124.41 |
125.71 |
125.03 |
| S2 |
122.85 |
122.85 |
125.46 |
|
| S3 |
120.06 |
121.62 |
125.20 |
|
| S4 |
117.27 |
118.83 |
124.44 |
|
|
| 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 |
133.35 |
124.08 |
9.27 |
7.4% |
4.20 |
3.3% |
20% |
False |
True |
46,404 |
| 10 |
148.13 |
124.08 |
24.05 |
19.1% |
5.49 |
4.4% |
8% |
False |
True |
41,819 |
| 20 |
148.13 |
124.08 |
24.05 |
19.1% |
4.82 |
3.8% |
8% |
False |
True |
36,028 |
| 40 |
148.13 |
122.32 |
25.81 |
20.5% |
4.90 |
3.9% |
14% |
False |
False |
30,951 |
| 60 |
148.13 |
108.00 |
40.13 |
31.9% |
4.52 |
3.6% |
45% |
False |
False |
25,404 |
| 80 |
148.13 |
100.50 |
47.63 |
37.8% |
3.91 |
3.1% |
53% |
False |
False |
20,356 |
| 100 |
148.13 |
96.67 |
51.46 |
40.9% |
3.60 |
2.9% |
57% |
False |
False |
17,032 |
| 120 |
148.13 |
86.34 |
61.79 |
49.1% |
3.23 |
2.6% |
64% |
False |
False |
14,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138.73 |
|
2.618 |
134.17 |
|
1.618 |
131.38 |
|
1.000 |
129.66 |
|
0.618 |
128.59 |
|
HIGH |
126.87 |
|
0.618 |
125.80 |
|
0.500 |
125.48 |
|
0.382 |
125.15 |
|
LOW |
124.08 |
|
0.618 |
122.36 |
|
1.000 |
121.29 |
|
1.618 |
119.57 |
|
2.618 |
116.78 |
|
4.250 |
112.22 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.81 |
128.72 |
| PP |
125.64 |
127.80 |
| S1 |
125.48 |
126.89 |
|