NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
132.55 |
129.22 |
-3.33 |
-2.5% |
144.00 |
| High |
133.79 |
129.66 |
-4.13 |
-3.1% |
147.81 |
| Low |
127.65 |
125.14 |
-2.51 |
-2.0% |
130.00 |
| Close |
129.47 |
125.49 |
-3.98 |
-3.1% |
130.39 |
| Range |
6.14 |
4.52 |
-1.62 |
-26.4% |
17.81 |
| ATR |
4.81 |
4.79 |
-0.02 |
-0.4% |
0.00 |
| Volume |
12,164 |
16,875 |
4,711 |
38.7% |
102,344 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.32 |
137.43 |
127.98 |
|
| R3 |
135.80 |
132.91 |
126.73 |
|
| R2 |
131.28 |
131.28 |
126.32 |
|
| R1 |
128.39 |
128.39 |
125.90 |
127.58 |
| PP |
126.76 |
126.76 |
126.76 |
126.36 |
| S1 |
123.87 |
123.87 |
125.08 |
123.06 |
| S2 |
122.24 |
122.24 |
124.66 |
|
| S3 |
117.72 |
119.35 |
124.25 |
|
| S4 |
113.20 |
114.83 |
123.00 |
|
|
| 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 |
138.34 |
125.14 |
13.20 |
10.5% |
5.04 |
4.0% |
3% |
False |
True |
17,658 |
| 10 |
148.47 |
125.14 |
23.33 |
18.6% |
5.76 |
4.6% |
2% |
False |
True |
18,733 |
| 20 |
148.47 |
125.14 |
23.33 |
18.6% |
4.73 |
3.8% |
2% |
False |
True |
17,307 |
| 40 |
148.47 |
122.40 |
26.07 |
20.8% |
4.60 |
3.7% |
12% |
False |
False |
15,834 |
| 60 |
148.47 |
107.60 |
40.87 |
32.6% |
4.09 |
3.3% |
44% |
False |
False |
13,021 |
| 80 |
148.47 |
98.15 |
50.32 |
40.1% |
3.36 |
2.7% |
54% |
False |
False |
10,370 |
| 100 |
148.47 |
96.27 |
52.20 |
41.6% |
3.02 |
2.4% |
56% |
False |
False |
8,763 |
| 120 |
148.47 |
86.22 |
62.25 |
49.6% |
2.69 |
2.1% |
63% |
False |
False |
7,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.87 |
|
2.618 |
141.49 |
|
1.618 |
136.97 |
|
1.000 |
134.18 |
|
0.618 |
132.45 |
|
HIGH |
129.66 |
|
0.618 |
127.93 |
|
0.500 |
127.40 |
|
0.382 |
126.87 |
|
LOW |
125.14 |
|
0.618 |
122.35 |
|
1.000 |
120.62 |
|
1.618 |
117.83 |
|
2.618 |
113.31 |
|
4.250 |
105.93 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127.40 |
129.47 |
| PP |
126.76 |
128.14 |
| S1 |
126.13 |
126.82 |
|