NYMEX Light Sweet Crude Oil Future February 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 |
133.14 |
133.55 |
0.41 |
0.3% |
145.95 |
| High |
133.42 |
133.55 |
0.13 |
0.1% |
146.93 |
| Low |
131.35 |
128.90 |
-2.45 |
-1.9% |
133.00 |
| Close |
133.55 |
130.50 |
-3.05 |
-2.3% |
131.27 |
| Range |
2.07 |
4.65 |
2.58 |
124.6% |
13.93 |
| ATR |
2.92 |
3.05 |
0.12 |
4.2% |
0.00 |
| Volume |
1,943 |
761 |
-1,182 |
-60.8% |
11,322 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.93 |
142.37 |
133.06 |
|
| R3 |
140.28 |
137.72 |
131.78 |
|
| R2 |
135.63 |
135.63 |
131.35 |
|
| R1 |
133.07 |
133.07 |
130.93 |
132.03 |
| PP |
130.98 |
130.98 |
130.98 |
130.46 |
| S1 |
128.42 |
128.42 |
130.07 |
127.38 |
| S2 |
126.33 |
126.33 |
129.65 |
|
| S3 |
121.68 |
123.77 |
129.22 |
|
| S4 |
117.03 |
119.12 |
127.94 |
|
|
| 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 |
138.64 |
128.90 |
9.74 |
7.5% |
2.36 |
1.8% |
16% |
False |
True |
2,216 |
| 10 |
148.17 |
128.90 |
19.27 |
14.8% |
2.81 |
2.2% |
8% |
False |
True |
2,054 |
| 20 |
148.17 |
128.90 |
19.27 |
14.8% |
1.97 |
1.5% |
8% |
False |
True |
1,602 |
| 40 |
148.17 |
122.85 |
25.32 |
19.4% |
1.39 |
1.1% |
30% |
False |
False |
1,225 |
| 60 |
148.17 |
108.15 |
40.02 |
30.7% |
1.32 |
1.0% |
56% |
False |
False |
1,049 |
| 80 |
148.17 |
95.99 |
52.18 |
40.0% |
1.01 |
0.8% |
66% |
False |
False |
868 |
| 100 |
148.17 |
95.99 |
52.18 |
40.0% |
0.83 |
0.6% |
66% |
False |
False |
784 |
| 120 |
148.17 |
86.06 |
62.11 |
47.6% |
0.71 |
0.5% |
72% |
False |
False |
701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.31 |
|
2.618 |
145.72 |
|
1.618 |
141.07 |
|
1.000 |
138.20 |
|
0.618 |
136.42 |
|
HIGH |
133.55 |
|
0.618 |
131.77 |
|
0.500 |
131.23 |
|
0.382 |
130.68 |
|
LOW |
128.90 |
|
0.618 |
126.03 |
|
1.000 |
124.25 |
|
1.618 |
121.38 |
|
2.618 |
116.73 |
|
4.250 |
109.14 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.23 |
131.23 |
| PP |
130.98 |
130.98 |
| S1 |
130.74 |
130.74 |
|