NYMEX Light Sweet Crude Oil Future March 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 |
128.67 |
127.25 |
-1.42 |
-1.1% |
146.30 |
| High |
130.50 |
127.60 |
-2.90 |
-2.2% |
147.14 |
| Low |
126.60 |
125.89 |
-0.71 |
-0.6% |
131.87 |
| Close |
126.62 |
126.99 |
0.37 |
0.3% |
131.40 |
| Range |
3.90 |
1.71 |
-2.19 |
-56.2% |
15.27 |
| ATR |
3.19 |
3.09 |
-0.11 |
-3.3% |
0.00 |
| Volume |
1,793 |
3,128 |
1,335 |
74.5% |
7,903 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131.96 |
131.18 |
127.93 |
|
| R3 |
130.25 |
129.47 |
127.46 |
|
| R2 |
128.54 |
128.54 |
127.30 |
|
| R1 |
127.76 |
127.76 |
127.15 |
127.30 |
| PP |
126.83 |
126.83 |
126.83 |
126.59 |
| S1 |
126.05 |
126.05 |
126.83 |
125.59 |
| S2 |
125.12 |
125.12 |
126.68 |
|
| S3 |
123.41 |
124.34 |
126.52 |
|
| S4 |
121.70 |
122.63 |
126.05 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182.61 |
172.28 |
139.80 |
|
| R3 |
167.34 |
157.01 |
135.60 |
|
| R2 |
152.07 |
152.07 |
134.20 |
|
| R1 |
141.74 |
141.74 |
132.80 |
139.27 |
| PP |
136.80 |
136.80 |
136.80 |
135.57 |
| S1 |
126.47 |
126.47 |
130.00 |
124.00 |
| S2 |
121.53 |
121.53 |
128.60 |
|
| S3 |
106.26 |
111.20 |
127.20 |
|
| S4 |
90.99 |
95.93 |
123.00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134.87 |
|
2.618 |
132.08 |
|
1.618 |
130.37 |
|
1.000 |
129.31 |
|
0.618 |
128.66 |
|
HIGH |
127.60 |
|
0.618 |
126.95 |
|
0.500 |
126.75 |
|
0.382 |
126.54 |
|
LOW |
125.89 |
|
0.618 |
124.83 |
|
1.000 |
124.18 |
|
1.618 |
123.12 |
|
2.618 |
121.41 |
|
4.250 |
118.62 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.91 |
128.95 |
| PP |
126.83 |
128.29 |
| S1 |
126.75 |
127.64 |
|