NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
124.70 |
126.50 |
1.80 |
1.4% |
131.44 |
| High |
126.14 |
126.63 |
0.49 |
0.4% |
133.79 |
| Low |
123.74 |
121.60 |
-2.14 |
-1.7% |
123.44 |
| Close |
125.75 |
123.21 |
-2.54 |
-2.0% |
124.28 |
| Range |
2.40 |
5.03 |
2.63 |
109.6% |
10.35 |
| ATR |
4.43 |
4.47 |
0.04 |
1.0% |
0.00 |
| Volume |
24,342 |
13,849 |
-10,493 |
-43.1% |
96,679 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.90 |
136.09 |
125.98 |
|
| R3 |
133.87 |
131.06 |
124.59 |
|
| R2 |
128.84 |
128.84 |
124.13 |
|
| R1 |
126.03 |
126.03 |
123.67 |
124.92 |
| PP |
123.81 |
123.81 |
123.81 |
123.26 |
| S1 |
121.00 |
121.00 |
122.75 |
119.89 |
| S2 |
118.78 |
118.78 |
122.29 |
|
| S3 |
113.75 |
115.97 |
121.83 |
|
| S4 |
108.72 |
110.94 |
120.44 |
|
|
| 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 |
129.66 |
121.60 |
8.06 |
6.5% |
3.69 |
3.0% |
20% |
False |
True |
21,126 |
| 10 |
140.54 |
121.60 |
18.94 |
15.4% |
4.59 |
3.7% |
9% |
False |
True |
20,017 |
| 20 |
148.47 |
121.60 |
26.87 |
21.8% |
4.62 |
3.8% |
6% |
False |
True |
18,955 |
| 40 |
148.47 |
121.60 |
26.87 |
21.8% |
4.57 |
3.7% |
6% |
False |
True |
16,926 |
| 60 |
148.47 |
117.19 |
31.28 |
25.4% |
4.12 |
3.3% |
19% |
False |
False |
14,215 |
| 80 |
148.47 |
104.51 |
43.96 |
35.7% |
3.49 |
2.8% |
43% |
False |
False |
11,346 |
| 100 |
148.47 |
96.27 |
52.20 |
42.4% |
3.09 |
2.5% |
52% |
False |
False |
9,546 |
| 120 |
148.47 |
89.80 |
58.67 |
47.6% |
2.77 |
2.2% |
57% |
False |
False |
8,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.01 |
|
2.618 |
139.80 |
|
1.618 |
134.77 |
|
1.000 |
131.66 |
|
0.618 |
129.74 |
|
HIGH |
126.63 |
|
0.618 |
124.71 |
|
0.500 |
124.12 |
|
0.382 |
123.52 |
|
LOW |
121.60 |
|
0.618 |
118.49 |
|
1.000 |
116.57 |
|
1.618 |
113.46 |
|
2.618 |
108.43 |
|
4.250 |
100.22 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.12 |
124.45 |
| PP |
123.81 |
124.04 |
| S1 |
123.51 |
123.62 |
|