NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
132.01 |
131.44 |
-0.57 |
-0.4% |
144.00 |
| High |
133.82 |
133.36 |
-0.46 |
-0.3% |
147.81 |
| Low |
130.00 |
130.12 |
0.12 |
0.1% |
130.00 |
| Close |
130.39 |
132.68 |
2.29 |
1.8% |
130.39 |
| Range |
3.82 |
3.24 |
-0.58 |
-15.2% |
17.81 |
| ATR |
4.82 |
4.71 |
-0.11 |
-2.3% |
0.00 |
| Volume |
22,586 |
17,076 |
-5,510 |
-24.4% |
102,344 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.77 |
140.47 |
134.46 |
|
| R3 |
138.53 |
137.23 |
133.57 |
|
| R2 |
135.29 |
135.29 |
133.27 |
|
| R1 |
133.99 |
133.99 |
132.98 |
134.64 |
| PP |
132.05 |
132.05 |
132.05 |
132.38 |
| S1 |
130.75 |
130.75 |
132.38 |
131.40 |
| S2 |
128.81 |
128.81 |
132.09 |
|
| S3 |
125.57 |
127.51 |
131.79 |
|
| S4 |
122.33 |
124.27 |
130.90 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189.50 |
177.75 |
140.19 |
|
| R3 |
171.69 |
159.94 |
135.29 |
|
| R2 |
153.88 |
153.88 |
133.66 |
|
| R1 |
142.13 |
142.13 |
132.02 |
139.10 |
| PP |
136.07 |
136.07 |
136.07 |
134.55 |
| S1 |
124.32 |
124.32 |
128.76 |
121.29 |
| S2 |
118.26 |
118.26 |
127.12 |
|
| S3 |
100.45 |
106.51 |
125.49 |
|
| S4 |
82.64 |
88.70 |
120.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147.81 |
130.00 |
17.81 |
13.4% |
6.29 |
4.7% |
15% |
False |
False |
19,137 |
| 10 |
148.47 |
130.00 |
18.47 |
13.9% |
5.62 |
4.2% |
15% |
False |
False |
20,073 |
| 20 |
148.47 |
130.00 |
18.47 |
13.9% |
4.56 |
3.4% |
15% |
False |
False |
16,823 |
| 40 |
148.47 |
122.40 |
26.07 |
19.6% |
4.56 |
3.4% |
39% |
False |
False |
15,699 |
| 60 |
148.47 |
107.60 |
40.87 |
30.8% |
3.97 |
3.0% |
61% |
False |
False |
12,620 |
| 80 |
148.47 |
98.15 |
50.32 |
37.9% |
3.28 |
2.5% |
69% |
False |
False |
10,050 |
| 100 |
148.47 |
96.27 |
52.20 |
39.3% |
2.94 |
2.2% |
70% |
False |
False |
8,488 |
| 120 |
148.47 |
86.22 |
62.25 |
46.9% |
2.61 |
2.0% |
75% |
False |
False |
7,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.13 |
|
2.618 |
141.84 |
|
1.618 |
138.60 |
|
1.000 |
136.60 |
|
0.618 |
135.36 |
|
HIGH |
133.36 |
|
0.618 |
132.12 |
|
0.500 |
131.74 |
|
0.382 |
131.36 |
|
LOW |
130.12 |
|
0.618 |
128.12 |
|
1.000 |
126.88 |
|
1.618 |
124.88 |
|
2.618 |
121.64 |
|
4.250 |
116.35 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.37 |
134.17 |
| PP |
132.05 |
133.67 |
| S1 |
131.74 |
133.18 |
|