NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
132.16 |
132.98 |
0.82 |
0.6% |
145.00 |
| High |
134.00 |
134.05 |
0.05 |
0.0% |
147.60 |
| Low |
131.15 |
128.52 |
-2.63 |
-2.0% |
130.67 |
| Close |
133.33 |
130.24 |
-3.09 |
-2.3% |
131.05 |
| Range |
2.85 |
5.53 |
2.68 |
94.0% |
16.93 |
| ATR |
3.92 |
4.04 |
0.11 |
2.9% |
0.00 |
| Volume |
5,364 |
3,223 |
-2,141 |
-39.9% |
24,543 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.53 |
144.41 |
133.28 |
|
| R3 |
142.00 |
138.88 |
131.76 |
|
| R2 |
136.47 |
136.47 |
131.25 |
|
| R1 |
133.35 |
133.35 |
130.75 |
132.15 |
| PP |
130.94 |
130.94 |
130.94 |
130.33 |
| S1 |
127.82 |
127.82 |
129.73 |
126.62 |
| S2 |
125.41 |
125.41 |
129.23 |
|
| S3 |
119.88 |
122.29 |
128.72 |
|
| S4 |
114.35 |
116.76 |
127.20 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
187.23 |
176.07 |
140.36 |
|
| R3 |
170.30 |
159.14 |
135.71 |
|
| R2 |
153.37 |
153.37 |
134.15 |
|
| R1 |
142.21 |
142.21 |
132.60 |
139.33 |
| PP |
136.44 |
136.44 |
136.44 |
135.00 |
| S1 |
125.28 |
125.28 |
129.50 |
122.40 |
| S2 |
119.51 |
119.51 |
127.95 |
|
| S3 |
102.58 |
108.35 |
126.39 |
|
| S4 |
85.65 |
91.42 |
121.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141.22 |
128.52 |
12.70 |
9.8% |
4.73 |
3.6% |
14% |
False |
True |
4,745 |
| 10 |
148.35 |
128.52 |
19.83 |
15.2% |
4.75 |
3.6% |
9% |
False |
True |
4,588 |
| 20 |
148.35 |
128.52 |
19.83 |
15.2% |
3.62 |
2.8% |
9% |
False |
True |
4,186 |
| 40 |
148.35 |
122.90 |
25.45 |
19.5% |
3.18 |
2.4% |
29% |
False |
False |
3,280 |
| 60 |
148.35 |
108.57 |
39.78 |
30.5% |
2.71 |
2.1% |
54% |
False |
False |
2,768 |
| 80 |
148.35 |
97.38 |
50.97 |
39.1% |
2.38 |
1.8% |
64% |
False |
False |
2,210 |
| 100 |
148.35 |
96.69 |
51.66 |
39.7% |
2.02 |
1.5% |
65% |
False |
False |
1,893 |
| 120 |
148.35 |
86.00 |
62.35 |
47.9% |
1.73 |
1.3% |
71% |
False |
False |
1,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.55 |
|
2.618 |
148.53 |
|
1.618 |
143.00 |
|
1.000 |
139.58 |
|
0.618 |
137.47 |
|
HIGH |
134.05 |
|
0.618 |
131.94 |
|
0.500 |
131.29 |
|
0.382 |
130.63 |
|
LOW |
128.52 |
|
0.618 |
125.10 |
|
1.000 |
122.99 |
|
1.618 |
119.57 |
|
2.618 |
114.04 |
|
4.250 |
105.02 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.29 |
131.36 |
| PP |
130.94 |
130.99 |
| S1 |
130.59 |
130.61 |
|