NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
125.30 |
126.60 |
1.30 |
1.0% |
132.16 |
| High |
126.36 |
127.20 |
0.84 |
0.7% |
134.05 |
| Low |
124.37 |
122.46 |
-1.91 |
-1.5% |
124.28 |
| Close |
126.32 |
123.81 |
-2.51 |
-2.0% |
124.86 |
| Range |
1.99 |
4.74 |
2.75 |
138.2% |
9.77 |
| ATR |
3.74 |
3.81 |
0.07 |
1.9% |
0.00 |
| Volume |
5,138 |
4,667 |
-471 |
-9.2% |
30,455 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.71 |
136.00 |
126.42 |
|
| R3 |
133.97 |
131.26 |
125.11 |
|
| R2 |
129.23 |
129.23 |
124.68 |
|
| R1 |
126.52 |
126.52 |
124.24 |
125.51 |
| PP |
124.49 |
124.49 |
124.49 |
123.98 |
| S1 |
121.78 |
121.78 |
123.38 |
120.77 |
| S2 |
119.75 |
119.75 |
122.94 |
|
| S3 |
115.01 |
117.04 |
122.51 |
|
| S4 |
110.27 |
112.30 |
121.20 |
|
|
| 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 |
130.29 |
122.46 |
7.83 |
6.3% |
3.30 |
2.7% |
17% |
False |
True |
6,334 |
| 10 |
141.22 |
122.46 |
18.76 |
15.2% |
4.01 |
3.2% |
7% |
False |
True |
5,539 |
| 20 |
148.35 |
122.46 |
25.89 |
20.9% |
3.77 |
3.0% |
5% |
False |
True |
5,129 |
| 40 |
148.35 |
122.46 |
25.89 |
20.9% |
3.35 |
2.7% |
5% |
False |
True |
3,777 |
| 60 |
148.35 |
116.25 |
32.10 |
25.9% |
2.94 |
2.4% |
24% |
False |
False |
3,261 |
| 80 |
148.35 |
101.30 |
47.05 |
38.0% |
2.47 |
2.0% |
48% |
False |
False |
2,576 |
| 100 |
148.35 |
96.69 |
51.66 |
41.7% |
2.17 |
1.8% |
52% |
False |
False |
2,190 |
| 120 |
148.35 |
89.10 |
59.25 |
47.9% |
1.86 |
1.5% |
59% |
False |
False |
1,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.35 |
|
2.618 |
139.61 |
|
1.618 |
134.87 |
|
1.000 |
131.94 |
|
0.618 |
130.13 |
|
HIGH |
127.20 |
|
0.618 |
125.39 |
|
0.500 |
124.83 |
|
0.382 |
124.27 |
|
LOW |
122.46 |
|
0.618 |
119.53 |
|
1.000 |
117.72 |
|
1.618 |
114.79 |
|
2.618 |
110.05 |
|
4.250 |
102.32 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.83 |
125.09 |
| PP |
124.49 |
124.66 |
| S1 |
124.15 |
124.24 |
|