NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
128.90 |
127.02 |
-1.88 |
-1.5% |
145.95 |
| High |
130.15 |
127.40 |
-2.75 |
-2.1% |
146.93 |
| Low |
126.19 |
126.00 |
-0.19 |
-0.2% |
133.00 |
| Close |
126.44 |
126.91 |
0.47 |
0.4% |
131.27 |
| Range |
3.96 |
1.40 |
-2.56 |
-64.6% |
13.93 |
| ATR |
3.14 |
3.01 |
-0.12 |
-4.0% |
0.00 |
| Volume |
1,691 |
2,533 |
842 |
49.8% |
11,322 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130.97 |
130.34 |
127.68 |
|
| R3 |
129.57 |
128.94 |
127.30 |
|
| R2 |
128.17 |
128.17 |
127.17 |
|
| R1 |
127.54 |
127.54 |
127.04 |
127.16 |
| PP |
126.77 |
126.77 |
126.77 |
126.58 |
| S1 |
126.14 |
126.14 |
126.78 |
125.76 |
| S2 |
125.37 |
125.37 |
126.65 |
|
| S3 |
123.97 |
124.74 |
126.53 |
|
| S4 |
122.57 |
123.34 |
126.14 |
|
|
| 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 |
133.55 |
126.00 |
7.55 |
5.9% |
2.44 |
1.9% |
12% |
False |
True |
2,085 |
| 10 |
148.17 |
126.00 |
22.17 |
17.5% |
2.63 |
2.1% |
4% |
False |
True |
1,981 |
| 20 |
148.17 |
126.00 |
22.17 |
17.5% |
2.00 |
1.6% |
4% |
False |
True |
1,769 |
| 40 |
148.17 |
122.85 |
25.32 |
20.0% |
1.45 |
1.1% |
16% |
False |
False |
1,279 |
| 60 |
148.17 |
108.15 |
40.02 |
31.5% |
1.40 |
1.1% |
47% |
False |
False |
1,107 |
| 80 |
148.17 |
98.97 |
49.20 |
38.8% |
1.07 |
0.8% |
57% |
False |
False |
918 |
| 100 |
148.17 |
95.99 |
52.18 |
41.1% |
0.87 |
0.7% |
59% |
False |
False |
823 |
| 120 |
148.17 |
86.06 |
62.11 |
48.9% |
0.76 |
0.6% |
66% |
False |
False |
735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133.35 |
|
2.618 |
131.07 |
|
1.618 |
129.67 |
|
1.000 |
128.80 |
|
0.618 |
128.27 |
|
HIGH |
127.40 |
|
0.618 |
126.87 |
|
0.500 |
126.70 |
|
0.382 |
126.53 |
|
LOW |
126.00 |
|
0.618 |
125.13 |
|
1.000 |
124.60 |
|
1.618 |
123.73 |
|
2.618 |
122.33 |
|
4.250 |
120.05 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.84 |
129.78 |
| PP |
126.77 |
128.82 |
| S1 |
126.70 |
127.87 |
|