NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
126.23 |
126.66 |
0.43 |
0.3% |
132.16 |
| High |
127.58 |
127.72 |
0.14 |
0.1% |
134.05 |
| Low |
125.30 |
124.28 |
-1.02 |
-0.8% |
124.28 |
| Close |
126.79 |
124.86 |
-1.93 |
-1.5% |
124.86 |
| Range |
2.28 |
3.44 |
1.16 |
50.9% |
9.77 |
| ATR |
3.91 |
3.88 |
-0.03 |
-0.9% |
0.00 |
| Volume |
6,189 |
11,177 |
4,988 |
80.6% |
30,455 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135.94 |
133.84 |
126.75 |
|
| R3 |
132.50 |
130.40 |
125.81 |
|
| R2 |
129.06 |
129.06 |
125.49 |
|
| R1 |
126.96 |
126.96 |
125.18 |
126.29 |
| PP |
125.62 |
125.62 |
125.62 |
125.29 |
| S1 |
123.52 |
123.52 |
124.54 |
122.85 |
| S2 |
122.18 |
122.18 |
124.23 |
|
| S3 |
118.74 |
120.08 |
123.91 |
|
| S4 |
115.30 |
116.64 |
122.97 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.04 |
150.72 |
130.23 |
|
| R3 |
147.27 |
140.95 |
127.55 |
|
| R2 |
137.50 |
137.50 |
126.65 |
|
| R1 |
131.18 |
131.18 |
125.76 |
129.46 |
| PP |
127.73 |
127.73 |
127.73 |
126.87 |
| S1 |
121.41 |
121.41 |
123.96 |
119.69 |
| S2 |
117.96 |
117.96 |
123.07 |
|
| S3 |
108.19 |
111.64 |
122.17 |
|
| S4 |
98.42 |
101.87 |
119.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.05 |
124.28 |
9.77 |
7.8% |
3.63 |
2.9% |
6% |
False |
True |
6,091 |
| 10 |
147.60 |
124.28 |
23.32 |
18.7% |
4.45 |
3.6% |
2% |
False |
True |
5,499 |
| 20 |
148.35 |
124.28 |
24.07 |
19.3% |
3.67 |
2.9% |
2% |
False |
True |
4,899 |
| 40 |
148.35 |
122.90 |
25.45 |
20.4% |
3.33 |
2.7% |
8% |
False |
False |
3,644 |
| 60 |
148.35 |
112.00 |
36.35 |
29.1% |
2.85 |
2.3% |
35% |
False |
False |
3,112 |
| 80 |
148.35 |
100.96 |
47.39 |
38.0% |
2.41 |
1.9% |
50% |
False |
False |
2,469 |
| 100 |
148.35 |
96.69 |
51.66 |
41.4% |
2.11 |
1.7% |
55% |
False |
False |
2,096 |
| 120 |
148.35 |
86.00 |
62.35 |
49.9% |
1.82 |
1.5% |
62% |
False |
False |
1,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.34 |
|
2.618 |
136.73 |
|
1.618 |
133.29 |
|
1.000 |
131.16 |
|
0.618 |
129.85 |
|
HIGH |
127.72 |
|
0.618 |
126.41 |
|
0.500 |
126.00 |
|
0.382 |
125.59 |
|
LOW |
124.28 |
|
0.618 |
122.15 |
|
1.000 |
120.84 |
|
1.618 |
118.71 |
|
2.618 |
115.27 |
|
4.250 |
109.66 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.00 |
127.29 |
| PP |
125.62 |
126.48 |
| S1 |
125.24 |
125.67 |
|