NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
126.02 |
124.03 |
-1.99 |
-1.6% |
130.70 |
| High |
126.98 |
125.73 |
-1.25 |
-1.0% |
133.35 |
| Low |
123.06 |
123.20 |
0.14 |
0.1% |
123.06 |
| Close |
123.82 |
125.29 |
1.47 |
1.2% |
123.82 |
| Range |
3.92 |
2.53 |
-1.39 |
-35.5% |
10.29 |
| ATR |
4.83 |
4.66 |
-0.16 |
-3.4% |
0.00 |
| Volume |
73,718 |
51,680 |
-22,038 |
-29.9% |
256,055 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132.33 |
131.34 |
126.68 |
|
| R3 |
129.80 |
128.81 |
125.99 |
|
| R2 |
127.27 |
127.27 |
125.75 |
|
| R1 |
126.28 |
126.28 |
125.52 |
126.78 |
| PP |
124.74 |
124.74 |
124.74 |
124.99 |
| S1 |
123.75 |
123.75 |
125.06 |
124.25 |
| S2 |
122.21 |
122.21 |
124.83 |
|
| S3 |
119.68 |
121.22 |
124.59 |
|
| S4 |
117.15 |
118.69 |
123.90 |
|
|
| 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 |
8.2% |
4.01 |
3.2% |
22% |
False |
False |
52,668 |
| 10 |
147.55 |
123.06 |
24.49 |
19.5% |
5.21 |
4.2% |
9% |
False |
False |
47,734 |
| 20 |
148.13 |
123.06 |
25.07 |
20.0% |
4.71 |
3.8% |
9% |
False |
False |
39,335 |
| 40 |
148.13 |
122.32 |
25.81 |
20.6% |
4.89 |
3.9% |
12% |
False |
False |
32,812 |
| 60 |
148.13 |
114.00 |
34.13 |
27.2% |
4.47 |
3.6% |
33% |
False |
False |
27,165 |
| 80 |
148.13 |
104.51 |
43.62 |
34.8% |
3.96 |
3.2% |
48% |
False |
False |
21,748 |
| 100 |
148.13 |
96.67 |
51.46 |
41.1% |
3.63 |
2.9% |
56% |
False |
False |
18,204 |
| 120 |
148.13 |
88.10 |
60.03 |
47.9% |
3.26 |
2.6% |
62% |
False |
False |
15,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136.48 |
|
2.618 |
132.35 |
|
1.618 |
129.82 |
|
1.000 |
128.26 |
|
0.618 |
127.29 |
|
HIGH |
125.73 |
|
0.618 |
124.76 |
|
0.500 |
124.47 |
|
0.382 |
124.17 |
|
LOW |
123.20 |
|
0.618 |
121.64 |
|
1.000 |
120.67 |
|
1.618 |
119.11 |
|
2.618 |
116.58 |
|
4.250 |
112.45 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.02 |
125.20 |
| PP |
124.74 |
125.11 |
| S1 |
124.47 |
125.02 |
|