NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
131.00 |
133.01 |
2.01 |
1.5% |
145.61 |
| High |
133.93 |
134.15 |
0.22 |
0.2% |
148.03 |
| Low |
130.48 |
127.94 |
-2.54 |
-1.9% |
130.26 |
| Close |
133.04 |
129.90 |
-3.14 |
-2.4% |
130.75 |
| Range |
3.45 |
6.21 |
2.76 |
80.0% |
17.77 |
| ATR |
4.89 |
4.99 |
0.09 |
1.9% |
0.00 |
| Volume |
42,439 |
22,610 |
-19,829 |
-46.7% |
213,885 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.29 |
145.81 |
133.32 |
|
| R3 |
143.08 |
139.60 |
131.61 |
|
| R2 |
136.87 |
136.87 |
131.04 |
|
| R1 |
133.39 |
133.39 |
130.47 |
132.03 |
| PP |
130.66 |
130.66 |
130.66 |
129.98 |
| S1 |
127.18 |
127.18 |
129.33 |
125.82 |
| S2 |
124.45 |
124.45 |
128.76 |
|
| S3 |
118.24 |
120.97 |
128.19 |
|
| S4 |
112.03 |
114.76 |
126.48 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189.66 |
177.97 |
140.52 |
|
| R3 |
171.89 |
160.20 |
135.64 |
|
| R2 |
154.12 |
154.12 |
134.01 |
|
| R1 |
142.43 |
142.43 |
132.38 |
139.39 |
| PP |
136.35 |
136.35 |
136.35 |
134.83 |
| S1 |
124.66 |
124.66 |
129.12 |
121.62 |
| S2 |
118.58 |
118.58 |
127.49 |
|
| S3 |
100.81 |
106.89 |
125.86 |
|
| S4 |
83.04 |
89.12 |
120.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.00 |
127.94 |
13.06 |
10.1% |
5.49 |
4.2% |
15% |
False |
True |
41,877 |
| 10 |
148.60 |
127.94 |
20.66 |
15.9% |
5.60 |
4.3% |
9% |
False |
True |
39,048 |
| 20 |
148.60 |
127.94 |
20.66 |
15.9% |
4.89 |
3.8% |
9% |
False |
True |
36,847 |
| 40 |
148.60 |
122.37 |
26.23 |
20.2% |
4.87 |
3.8% |
29% |
False |
False |
37,951 |
| 60 |
148.60 |
107.00 |
41.60 |
32.0% |
4.50 |
3.5% |
55% |
False |
False |
37,453 |
| 80 |
148.60 |
96.62 |
51.98 |
40.0% |
4.02 |
3.1% |
64% |
False |
False |
33,081 |
| 100 |
148.60 |
95.83 |
52.77 |
40.6% |
3.85 |
3.0% |
65% |
False |
False |
31,910 |
| 120 |
148.60 |
85.60 |
63.00 |
48.5% |
3.56 |
2.7% |
70% |
False |
False |
29,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160.54 |
|
2.618 |
150.41 |
|
1.618 |
144.20 |
|
1.000 |
140.36 |
|
0.618 |
137.99 |
|
HIGH |
134.15 |
|
0.618 |
131.78 |
|
0.500 |
131.05 |
|
0.382 |
130.31 |
|
LOW |
127.94 |
|
0.618 |
124.10 |
|
1.000 |
121.73 |
|
1.618 |
117.89 |
|
2.618 |
111.68 |
|
4.250 |
101.55 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.05 |
131.07 |
| PP |
130.66 |
130.68 |
| S1 |
130.28 |
130.29 |
|