NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
131.44 |
132.55 |
1.11 |
0.8% |
144.00 |
| High |
133.36 |
133.79 |
0.43 |
0.3% |
147.81 |
| Low |
130.12 |
127.65 |
-2.47 |
-1.9% |
130.00 |
| Close |
132.68 |
129.47 |
-3.21 |
-2.4% |
130.39 |
| Range |
3.24 |
6.14 |
2.90 |
89.5% |
17.81 |
| ATR |
4.71 |
4.81 |
0.10 |
2.2% |
0.00 |
| Volume |
17,076 |
12,164 |
-4,912 |
-28.8% |
102,344 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.72 |
145.24 |
132.85 |
|
| R3 |
142.58 |
139.10 |
131.16 |
|
| R2 |
136.44 |
136.44 |
130.60 |
|
| R1 |
132.96 |
132.96 |
130.03 |
131.63 |
| PP |
130.30 |
130.30 |
130.30 |
129.64 |
| S1 |
126.82 |
126.82 |
128.91 |
125.49 |
| S2 |
124.16 |
124.16 |
128.34 |
|
| S3 |
118.02 |
120.68 |
127.78 |
|
| S4 |
111.88 |
114.54 |
126.09 |
|
|
| 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 |
140.54 |
127.65 |
12.89 |
10.0% |
5.48 |
4.2% |
14% |
False |
True |
18,908 |
| 10 |
148.47 |
127.65 |
20.82 |
16.1% |
5.56 |
4.3% |
9% |
False |
True |
19,034 |
| 20 |
148.47 |
127.65 |
20.82 |
16.1% |
4.76 |
3.7% |
9% |
False |
True |
17,016 |
| 40 |
148.47 |
122.40 |
26.07 |
20.1% |
4.60 |
3.6% |
27% |
False |
False |
15,633 |
| 60 |
148.47 |
107.60 |
40.87 |
31.6% |
4.07 |
3.1% |
54% |
False |
False |
12,772 |
| 80 |
148.47 |
98.15 |
50.32 |
38.9% |
3.31 |
2.6% |
62% |
False |
False |
10,184 |
| 100 |
148.47 |
96.27 |
52.20 |
40.3% |
2.99 |
2.3% |
64% |
False |
False |
8,601 |
| 120 |
148.47 |
86.22 |
62.25 |
48.1% |
2.66 |
2.1% |
69% |
False |
False |
7,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.89 |
|
2.618 |
149.86 |
|
1.618 |
143.72 |
|
1.000 |
139.93 |
|
0.618 |
137.58 |
|
HIGH |
133.79 |
|
0.618 |
131.44 |
|
0.500 |
130.72 |
|
0.382 |
130.00 |
|
LOW |
127.65 |
|
0.618 |
123.86 |
|
1.000 |
121.51 |
|
1.618 |
117.72 |
|
2.618 |
111.58 |
|
4.250 |
101.56 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130.72 |
130.74 |
| PP |
130.30 |
130.31 |
| S1 |
129.89 |
129.89 |
|