NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
132.98 |
130.02 |
-2.96 |
-2.2% |
145.00 |
| High |
134.05 |
130.29 |
-3.76 |
-2.8% |
147.60 |
| Low |
128.52 |
126.25 |
-2.27 |
-1.8% |
130.67 |
| Close |
130.24 |
126.19 |
-4.05 |
-3.1% |
131.05 |
| Range |
5.53 |
4.04 |
-1.49 |
-26.9% |
16.93 |
| ATR |
4.04 |
4.04 |
0.00 |
0.0% |
0.00 |
| Volume |
3,223 |
4,502 |
1,279 |
39.7% |
24,543 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139.70 |
136.98 |
128.41 |
|
| R3 |
135.66 |
132.94 |
127.30 |
|
| R2 |
131.62 |
131.62 |
126.93 |
|
| R1 |
128.90 |
128.90 |
126.56 |
128.24 |
| PP |
127.58 |
127.58 |
127.58 |
127.25 |
| S1 |
124.86 |
124.86 |
125.82 |
124.20 |
| S2 |
123.54 |
123.54 |
125.45 |
|
| S3 |
119.50 |
120.82 |
125.08 |
|
| S4 |
115.46 |
116.78 |
123.97 |
|
|
| 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 |
138.50 |
126.25 |
12.25 |
9.7% |
4.49 |
3.6% |
0% |
False |
True |
4,444 |
| 10 |
148.35 |
126.25 |
22.10 |
17.5% |
4.93 |
3.9% |
0% |
False |
True |
4,511 |
| 20 |
148.35 |
126.25 |
22.10 |
17.5% |
3.63 |
2.9% |
0% |
False |
True |
4,287 |
| 40 |
148.35 |
122.90 |
25.45 |
20.2% |
3.26 |
2.6% |
13% |
False |
False |
3,351 |
| 60 |
148.35 |
108.57 |
39.78 |
31.5% |
2.78 |
2.2% |
44% |
False |
False |
2,837 |
| 80 |
148.35 |
97.38 |
50.97 |
40.4% |
2.43 |
1.9% |
57% |
False |
False |
2,265 |
| 100 |
148.35 |
96.69 |
51.66 |
40.9% |
2.05 |
1.6% |
57% |
False |
False |
1,937 |
| 120 |
148.35 |
86.00 |
62.35 |
49.4% |
1.77 |
1.4% |
64% |
False |
False |
1,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.46 |
|
2.618 |
140.87 |
|
1.618 |
136.83 |
|
1.000 |
134.33 |
|
0.618 |
132.79 |
|
HIGH |
130.29 |
|
0.618 |
128.75 |
|
0.500 |
128.27 |
|
0.382 |
127.79 |
|
LOW |
126.25 |
|
0.618 |
123.75 |
|
1.000 |
122.21 |
|
1.618 |
119.71 |
|
2.618 |
115.67 |
|
4.250 |
109.08 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.27 |
130.15 |
| PP |
127.58 |
128.83 |
| S1 |
126.88 |
127.51 |
|