NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
122.78 |
127.41 |
4.63 |
3.8% |
131.44 |
| High |
128.00 |
128.29 |
0.29 |
0.2% |
133.79 |
| Low |
121.86 |
123.56 |
1.70 |
1.4% |
123.44 |
| Close |
127.57 |
124.95 |
-2.62 |
-2.1% |
124.28 |
| Range |
6.14 |
4.73 |
-1.41 |
-23.0% |
10.35 |
| ATR |
4.59 |
4.60 |
0.01 |
0.2% |
0.00 |
| Volume |
26,678 |
31,852 |
5,174 |
19.4% |
96,679 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.79 |
137.10 |
127.55 |
|
| R3 |
135.06 |
132.37 |
126.25 |
|
| R2 |
130.33 |
130.33 |
125.82 |
|
| R1 |
127.64 |
127.64 |
125.38 |
126.62 |
| PP |
125.60 |
125.60 |
125.60 |
125.09 |
| S1 |
122.91 |
122.91 |
124.52 |
121.89 |
| S2 |
120.87 |
120.87 |
124.08 |
|
| S3 |
116.14 |
118.18 |
123.65 |
|
| S4 |
111.41 |
113.45 |
122.35 |
|
|
| 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 |
128.29 |
121.60 |
6.69 |
5.4% |
4.43 |
3.5% |
50% |
True |
False |
25,781 |
| 10 |
133.82 |
121.60 |
12.22 |
9.8% |
4.25 |
3.4% |
27% |
False |
False |
21,598 |
| 20 |
148.47 |
121.60 |
26.87 |
21.5% |
4.86 |
3.9% |
12% |
False |
False |
20,376 |
| 40 |
148.47 |
121.60 |
26.87 |
21.5% |
4.62 |
3.7% |
12% |
False |
False |
17,771 |
| 60 |
148.47 |
120.18 |
28.29 |
22.6% |
4.20 |
3.4% |
17% |
False |
False |
15,095 |
| 80 |
148.47 |
105.93 |
42.54 |
34.0% |
3.58 |
2.9% |
45% |
False |
False |
12,014 |
| 100 |
148.47 |
96.27 |
52.20 |
41.8% |
3.17 |
2.5% |
55% |
False |
False |
10,079 |
| 120 |
148.47 |
91.29 |
57.18 |
45.8% |
2.83 |
2.3% |
59% |
False |
False |
8,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.39 |
|
2.618 |
140.67 |
|
1.618 |
135.94 |
|
1.000 |
133.02 |
|
0.618 |
131.21 |
|
HIGH |
128.29 |
|
0.618 |
126.48 |
|
0.500 |
125.93 |
|
0.382 |
125.37 |
|
LOW |
123.56 |
|
0.618 |
120.64 |
|
1.000 |
118.83 |
|
1.618 |
115.91 |
|
2.618 |
111.18 |
|
4.250 |
103.46 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125.93 |
124.95 |
| PP |
125.60 |
124.95 |
| S1 |
125.28 |
124.95 |
|