NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
124.96 |
126.02 |
1.06 |
0.8% |
130.70 |
| High |
126.87 |
126.98 |
0.11 |
0.1% |
133.35 |
| Low |
124.08 |
123.06 |
-1.02 |
-0.8% |
123.06 |
| Close |
125.97 |
123.82 |
-2.15 |
-1.7% |
123.82 |
| Range |
2.79 |
3.92 |
1.13 |
40.5% |
10.29 |
| ATR |
4.90 |
4.83 |
-0.07 |
-1.4% |
0.00 |
| Volume |
56,505 |
73,718 |
17,213 |
30.5% |
256,055 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.38 |
134.02 |
125.98 |
|
| R3 |
132.46 |
130.10 |
124.90 |
|
| R2 |
128.54 |
128.54 |
124.54 |
|
| R1 |
126.18 |
126.18 |
124.18 |
125.40 |
| PP |
124.62 |
124.62 |
124.62 |
124.23 |
| S1 |
122.26 |
122.26 |
123.46 |
121.48 |
| S2 |
120.70 |
120.70 |
123.10 |
|
| S3 |
116.78 |
118.34 |
122.74 |
|
| S4 |
112.86 |
114.42 |
121.66 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.61 |
151.01 |
129.48 |
|
| R3 |
147.32 |
140.72 |
126.65 |
|
| R2 |
137.03 |
137.03 |
125.71 |
|
| R1 |
130.43 |
130.43 |
124.76 |
128.59 |
| PP |
126.74 |
126.74 |
126.74 |
125.82 |
| S1 |
120.14 |
120.14 |
122.88 |
118.30 |
| S2 |
116.45 |
116.45 |
121.93 |
|
| S3 |
106.16 |
109.85 |
120.99 |
|
| S4 |
95.87 |
99.56 |
118.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.35 |
123.06 |
10.29 |
8.3% |
4.21 |
3.4% |
7% |
False |
True |
51,211 |
| 10 |
147.55 |
123.06 |
24.49 |
19.8% |
5.31 |
4.3% |
3% |
False |
True |
46,149 |
| 20 |
148.13 |
123.06 |
25.07 |
20.2% |
4.79 |
3.9% |
3% |
False |
True |
38,374 |
| 40 |
148.13 |
122.32 |
25.81 |
20.8% |
4.92 |
4.0% |
6% |
False |
False |
32,245 |
| 60 |
148.13 |
109.31 |
38.82 |
31.4% |
4.51 |
3.6% |
37% |
False |
False |
26,436 |
| 80 |
148.13 |
101.91 |
46.22 |
37.3% |
3.95 |
3.2% |
47% |
False |
False |
21,158 |
| 100 |
148.13 |
96.67 |
51.46 |
41.6% |
3.62 |
2.9% |
53% |
False |
False |
17,744 |
| 120 |
148.13 |
86.44 |
61.69 |
49.8% |
3.25 |
2.6% |
61% |
False |
False |
15,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.64 |
|
2.618 |
137.24 |
|
1.618 |
133.32 |
|
1.000 |
130.90 |
|
0.618 |
129.40 |
|
HIGH |
126.98 |
|
0.618 |
125.48 |
|
0.500 |
125.02 |
|
0.382 |
124.56 |
|
LOW |
123.06 |
|
0.618 |
120.64 |
|
1.000 |
119.14 |
|
1.618 |
116.72 |
|
2.618 |
112.80 |
|
4.250 |
106.40 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.02 |
126.14 |
| PP |
124.62 |
125.36 |
| S1 |
124.22 |
124.59 |
|