NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
126.50 |
122.78 |
-3.72 |
-2.9% |
131.44 |
| High |
126.63 |
128.00 |
1.37 |
1.1% |
133.79 |
| Low |
121.60 |
121.86 |
0.26 |
0.2% |
123.44 |
| Close |
123.21 |
127.57 |
4.36 |
3.5% |
124.28 |
| Range |
5.03 |
6.14 |
1.11 |
22.1% |
10.35 |
| ATR |
4.47 |
4.59 |
0.12 |
2.7% |
0.00 |
| Volume |
13,849 |
26,678 |
12,829 |
92.6% |
96,679 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.23 |
142.04 |
130.95 |
|
| R3 |
138.09 |
135.90 |
129.26 |
|
| R2 |
131.95 |
131.95 |
128.70 |
|
| R1 |
129.76 |
129.76 |
128.13 |
130.86 |
| PP |
125.81 |
125.81 |
125.81 |
126.36 |
| S1 |
123.62 |
123.62 |
127.01 |
124.72 |
| S2 |
119.67 |
119.67 |
126.44 |
|
| S3 |
113.53 |
117.48 |
125.88 |
|
| S4 |
107.39 |
111.34 |
124.19 |
|
|
| 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 |
128.00 |
121.60 |
6.40 |
5.0% |
4.01 |
3.1% |
93% |
True |
False |
23,086 |
| 10 |
138.34 |
121.60 |
16.74 |
13.1% |
4.52 |
3.5% |
36% |
False |
False |
20,372 |
| 20 |
148.47 |
121.60 |
26.87 |
21.1% |
4.74 |
3.7% |
22% |
False |
False |
19,497 |
| 40 |
148.47 |
121.60 |
26.87 |
21.1% |
4.65 |
3.6% |
22% |
False |
False |
17,231 |
| 60 |
148.47 |
118.10 |
30.37 |
23.8% |
4.18 |
3.3% |
31% |
False |
False |
14,617 |
| 80 |
148.47 |
104.74 |
43.73 |
34.3% |
3.56 |
2.8% |
52% |
False |
False |
11,659 |
| 100 |
148.47 |
96.27 |
52.20 |
40.9% |
3.13 |
2.4% |
60% |
False |
False |
9,796 |
| 120 |
148.47 |
90.98 |
57.49 |
45.1% |
2.79 |
2.2% |
64% |
False |
False |
8,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.10 |
|
2.618 |
144.07 |
|
1.618 |
137.93 |
|
1.000 |
134.14 |
|
0.618 |
131.79 |
|
HIGH |
128.00 |
|
0.618 |
125.65 |
|
0.500 |
124.93 |
|
0.382 |
124.21 |
|
LOW |
121.86 |
|
0.618 |
118.07 |
|
1.000 |
115.72 |
|
1.618 |
111.93 |
|
2.618 |
105.79 |
|
4.250 |
95.77 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.69 |
126.65 |
| PP |
125.81 |
125.72 |
| S1 |
124.93 |
124.80 |
|