NYMEX Light Sweet Crude Oil Future February 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 |
126.06 |
127.00 |
0.94 |
0.7% |
133.14 |
| High |
126.54 |
127.00 |
0.46 |
0.4% |
133.55 |
| Low |
125.33 |
122.70 |
-2.63 |
-2.1% |
125.18 |
| Close |
126.47 |
123.97 |
-2.50 |
-2.0% |
125.03 |
| Range |
1.21 |
4.30 |
3.09 |
255.4% |
8.37 |
| ATR |
2.82 |
2.93 |
0.11 |
3.7% |
0.00 |
| Volume |
2,192 |
1,827 |
-365 |
-16.7% |
10,709 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.46 |
135.01 |
126.34 |
|
| R3 |
133.16 |
130.71 |
125.15 |
|
| R2 |
128.86 |
128.86 |
124.76 |
|
| R1 |
126.41 |
126.41 |
124.36 |
125.49 |
| PP |
124.56 |
124.56 |
124.56 |
124.09 |
| S1 |
122.11 |
122.11 |
123.58 |
121.19 |
| S2 |
120.26 |
120.26 |
123.18 |
|
| S3 |
115.96 |
117.81 |
122.79 |
|
| S4 |
111.66 |
113.51 |
121.61 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.03 |
147.40 |
129.63 |
|
| R3 |
144.66 |
139.03 |
127.33 |
|
| R2 |
136.29 |
136.29 |
126.56 |
|
| R1 |
130.66 |
130.66 |
125.80 |
129.29 |
| PP |
127.92 |
127.92 |
127.92 |
127.24 |
| S1 |
122.29 |
122.29 |
124.26 |
120.92 |
| S2 |
119.55 |
119.55 |
123.50 |
|
| S3 |
111.18 |
113.92 |
122.73 |
|
| S4 |
102.81 |
105.55 |
120.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130.15 |
122.70 |
7.45 |
6.0% |
2.18 |
1.8% |
17% |
False |
True |
2,404 |
| 10 |
138.64 |
122.70 |
15.94 |
12.9% |
2.27 |
1.8% |
8% |
False |
True |
2,310 |
| 20 |
148.17 |
122.70 |
25.47 |
20.5% |
2.11 |
1.7% |
5% |
False |
True |
2,045 |
| 40 |
148.17 |
122.70 |
25.47 |
20.5% |
1.56 |
1.3% |
5% |
False |
True |
1,414 |
| 60 |
148.17 |
117.37 |
30.80 |
24.8% |
1.48 |
1.2% |
21% |
False |
False |
1,215 |
| 80 |
148.17 |
103.52 |
44.65 |
36.0% |
1.14 |
0.9% |
46% |
False |
False |
1,003 |
| 100 |
148.17 |
95.99 |
52.18 |
42.1% |
0.93 |
0.7% |
54% |
False |
False |
886 |
| 120 |
148.17 |
88.85 |
59.32 |
47.9% |
0.80 |
0.6% |
59% |
False |
False |
799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145.28 |
|
2.618 |
138.26 |
|
1.618 |
133.96 |
|
1.000 |
131.30 |
|
0.618 |
129.66 |
|
HIGH |
127.00 |
|
0.618 |
125.36 |
|
0.500 |
124.85 |
|
0.382 |
124.34 |
|
LOW |
122.70 |
|
0.618 |
120.04 |
|
1.000 |
118.40 |
|
1.618 |
115.74 |
|
2.618 |
111.44 |
|
4.250 |
104.43 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.85 |
124.85 |
| PP |
124.56 |
124.56 |
| S1 |
124.26 |
124.26 |
|