NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
133.06 |
133.14 |
0.08 |
0.1% |
145.95 |
| High |
133.10 |
133.42 |
0.32 |
0.2% |
146.93 |
| Low |
133.00 |
131.35 |
-1.65 |
-1.2% |
133.00 |
| Close |
131.27 |
133.55 |
2.28 |
1.7% |
131.27 |
| Range |
0.10 |
2.07 |
1.97 |
1,970.0% |
13.93 |
| ATR |
2.98 |
2.92 |
-0.06 |
-2.0% |
0.00 |
| Volume |
3,497 |
1,943 |
-1,554 |
-44.4% |
11,322 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138.98 |
138.34 |
134.69 |
|
| R3 |
136.91 |
136.27 |
134.12 |
|
| R2 |
134.84 |
134.84 |
133.93 |
|
| R1 |
134.20 |
134.20 |
133.74 |
134.52 |
| PP |
132.77 |
132.77 |
132.77 |
132.94 |
| S1 |
132.13 |
132.13 |
133.36 |
132.45 |
| S2 |
130.70 |
130.70 |
133.17 |
|
| S3 |
128.63 |
130.06 |
132.98 |
|
| S4 |
126.56 |
127.99 |
132.41 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.86 |
168.99 |
138.93 |
|
| R3 |
164.93 |
155.06 |
135.10 |
|
| R2 |
151.00 |
151.00 |
133.82 |
|
| R1 |
141.13 |
141.13 |
132.55 |
139.10 |
| PP |
137.07 |
137.07 |
137.07 |
136.05 |
| S1 |
127.20 |
127.20 |
129.99 |
125.17 |
| S2 |
123.14 |
123.14 |
128.72 |
|
| S3 |
109.21 |
113.27 |
127.44 |
|
| S4 |
95.28 |
99.34 |
123.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.82 |
131.35 |
14.47 |
10.8% |
2.64 |
2.0% |
15% |
False |
True |
2,335 |
| 10 |
148.17 |
131.35 |
16.82 |
12.6% |
2.51 |
1.9% |
13% |
False |
True |
2,143 |
| 20 |
148.17 |
131.35 |
16.82 |
12.6% |
1.79 |
1.3% |
13% |
False |
True |
1,568 |
| 40 |
148.17 |
122.85 |
25.32 |
19.0% |
1.27 |
1.0% |
42% |
False |
False |
1,228 |
| 60 |
148.17 |
108.15 |
40.02 |
30.0% |
1.24 |
0.9% |
63% |
False |
False |
1,042 |
| 80 |
148.17 |
95.99 |
52.18 |
39.1% |
0.95 |
0.7% |
72% |
False |
False |
861 |
| 100 |
148.17 |
95.99 |
52.18 |
39.1% |
0.78 |
0.6% |
72% |
False |
False |
777 |
| 120 |
148.17 |
86.06 |
62.11 |
46.5% |
0.67 |
0.5% |
76% |
False |
False |
696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.22 |
|
2.618 |
138.84 |
|
1.618 |
136.77 |
|
1.000 |
135.49 |
|
0.618 |
134.70 |
|
HIGH |
133.42 |
|
0.618 |
132.63 |
|
0.500 |
132.39 |
|
0.382 |
132.14 |
|
LOW |
131.35 |
|
0.618 |
130.07 |
|
1.000 |
129.28 |
|
1.618 |
128.00 |
|
2.618 |
125.93 |
|
4.250 |
122.55 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
133.16 |
135.00 |
| PP |
132.77 |
134.51 |
| S1 |
132.39 |
134.03 |
|