NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
129.56 |
125.88 |
-3.68 |
-2.8% |
145.61 |
| High |
130.07 |
127.39 |
-2.68 |
-2.1% |
148.03 |
| Low |
125.60 |
124.90 |
-0.70 |
-0.6% |
130.26 |
| Close |
125.88 |
126.60 |
0.72 |
0.6% |
130.75 |
| Range |
4.47 |
2.49 |
-1.98 |
-44.3% |
17.77 |
| ATR |
4.95 |
4.77 |
-0.18 |
-3.5% |
0.00 |
| Volume |
30,525 |
41,882 |
11,357 |
37.2% |
213,885 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133.77 |
132.67 |
127.97 |
|
| R3 |
131.28 |
130.18 |
127.28 |
|
| R2 |
128.79 |
128.79 |
127.06 |
|
| R1 |
127.69 |
127.69 |
126.83 |
128.24 |
| PP |
126.30 |
126.30 |
126.30 |
126.57 |
| S1 |
125.20 |
125.20 |
126.37 |
125.75 |
| S2 |
123.81 |
123.81 |
126.14 |
|
| S3 |
121.32 |
122.71 |
125.92 |
|
| S4 |
118.83 |
120.22 |
125.23 |
|
|
| 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 |
134.20 |
124.90 |
9.30 |
7.3% |
4.11 |
3.2% |
18% |
False |
True |
38,296 |
| 10 |
148.60 |
124.90 |
23.70 |
18.7% |
5.38 |
4.3% |
7% |
False |
True |
38,789 |
| 20 |
148.60 |
124.90 |
23.70 |
18.7% |
4.66 |
3.7% |
7% |
False |
True |
37,027 |
| 40 |
148.60 |
122.37 |
26.23 |
20.7% |
4.79 |
3.8% |
16% |
False |
False |
37,668 |
| 60 |
148.60 |
107.00 |
41.60 |
32.9% |
4.51 |
3.6% |
47% |
False |
False |
38,000 |
| 80 |
148.60 |
99.58 |
49.02 |
38.7% |
4.01 |
3.2% |
55% |
False |
False |
33,450 |
| 100 |
148.60 |
95.83 |
52.77 |
41.7% |
3.85 |
3.0% |
58% |
False |
False |
32,162 |
| 120 |
148.60 |
85.60 |
63.00 |
49.8% |
3.58 |
2.8% |
65% |
False |
False |
29,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137.97 |
|
2.618 |
133.91 |
|
1.618 |
131.42 |
|
1.000 |
129.88 |
|
0.618 |
128.93 |
|
HIGH |
127.39 |
|
0.618 |
126.44 |
|
0.500 |
126.15 |
|
0.382 |
125.85 |
|
LOW |
124.90 |
|
0.618 |
123.36 |
|
1.000 |
122.41 |
|
1.618 |
120.87 |
|
2.618 |
118.38 |
|
4.250 |
114.32 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.45 |
129.53 |
| PP |
126.30 |
128.55 |
| S1 |
126.15 |
127.58 |
|