NYMEX Light Sweet Crude Oil Future November 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 |
125.49 |
126.36 |
0.87 |
0.7% |
131.44 |
| High |
127.15 |
127.30 |
0.15 |
0.1% |
133.79 |
| Low |
124.53 |
123.44 |
-1.09 |
-0.9% |
123.44 |
| Close |
126.33 |
124.28 |
-2.05 |
-1.6% |
124.28 |
| Range |
2.62 |
3.86 |
1.24 |
47.3% |
10.35 |
| ATR |
4.64 |
4.58 |
-0.06 |
-1.2% |
0.00 |
| Volume |
18,378 |
32,186 |
13,808 |
75.1% |
96,679 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.59 |
134.29 |
126.40 |
|
| R3 |
132.73 |
130.43 |
125.34 |
|
| R2 |
128.87 |
128.87 |
124.99 |
|
| R1 |
126.57 |
126.57 |
124.63 |
125.79 |
| PP |
125.01 |
125.01 |
125.01 |
124.62 |
| S1 |
122.71 |
122.71 |
123.93 |
121.93 |
| S2 |
121.15 |
121.15 |
123.57 |
|
| S3 |
117.29 |
118.85 |
123.22 |
|
| S4 |
113.43 |
114.99 |
122.16 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.22 |
151.60 |
129.97 |
|
| R3 |
147.87 |
141.25 |
127.13 |
|
| R2 |
137.52 |
137.52 |
126.18 |
|
| R1 |
130.90 |
130.90 |
125.23 |
129.04 |
| PP |
127.17 |
127.17 |
127.17 |
126.24 |
| S1 |
120.55 |
120.55 |
123.33 |
118.69 |
| S2 |
116.82 |
116.82 |
122.38 |
|
| S3 |
106.47 |
110.20 |
121.43 |
|
| S4 |
96.12 |
99.85 |
118.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
133.79 |
123.44 |
10.35 |
8.3% |
4.08 |
3.3% |
8% |
False |
True |
19,335 |
| 10 |
147.81 |
123.44 |
24.37 |
19.6% |
5.20 |
4.2% |
3% |
False |
True |
19,902 |
| 20 |
148.47 |
123.44 |
25.03 |
20.1% |
4.56 |
3.7% |
3% |
False |
True |
18,429 |
| 40 |
148.47 |
122.40 |
26.07 |
21.0% |
4.55 |
3.7% |
7% |
False |
False |
16,400 |
| 60 |
148.47 |
110.32 |
38.15 |
30.7% |
4.11 |
3.3% |
37% |
False |
False |
13,717 |
| 80 |
148.47 |
101.70 |
46.77 |
37.6% |
3.41 |
2.7% |
48% |
False |
False |
10,903 |
| 100 |
148.47 |
96.27 |
52.20 |
42.0% |
3.03 |
2.4% |
54% |
False |
False |
9,236 |
| 120 |
148.47 |
86.40 |
62.07 |
49.9% |
2.73 |
2.2% |
61% |
False |
False |
7,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.71 |
|
2.618 |
137.41 |
|
1.618 |
133.55 |
|
1.000 |
131.16 |
|
0.618 |
129.69 |
|
HIGH |
127.30 |
|
0.618 |
125.83 |
|
0.500 |
125.37 |
|
0.382 |
124.91 |
|
LOW |
123.44 |
|
0.618 |
121.05 |
|
1.000 |
119.58 |
|
1.618 |
117.19 |
|
2.618 |
113.33 |
|
4.250 |
107.04 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.37 |
126.55 |
| PP |
125.01 |
125.79 |
| S1 |
124.64 |
125.04 |
|