NYMEX Light Sweet Crude Oil Future May 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 |
126.34 |
123.57 |
-2.77 |
-2.2% |
133.68 |
| High |
126.37 |
124.06 |
-2.31 |
-1.8% |
133.68 |
| Low |
126.34 |
123.57 |
-2.77 |
-2.2% |
125.16 |
| Close |
126.56 |
124.06 |
-2.50 |
-2.0% |
125.16 |
| Range |
0.03 |
0.49 |
0.46 |
1,533.3% |
8.52 |
| ATR |
2.60 |
2.63 |
0.03 |
1.1% |
0.00 |
| Volume |
347 |
639 |
292 |
84.1% |
3,303 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125.37 |
125.20 |
124.33 |
|
| R3 |
124.88 |
124.71 |
124.19 |
|
| R2 |
124.39 |
124.39 |
124.15 |
|
| R1 |
124.22 |
124.22 |
124.10 |
124.31 |
| PP |
123.90 |
123.90 |
123.90 |
123.94 |
| S1 |
123.73 |
123.73 |
124.02 |
123.82 |
| S2 |
123.41 |
123.41 |
123.97 |
|
| S3 |
122.92 |
123.24 |
123.93 |
|
| S4 |
122.43 |
122.75 |
123.79 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.56 |
147.88 |
129.85 |
|
| R3 |
145.04 |
139.36 |
127.50 |
|
| R2 |
136.52 |
136.52 |
126.72 |
|
| R1 |
130.84 |
130.84 |
125.94 |
129.42 |
| PP |
128.00 |
128.00 |
128.00 |
127.29 |
| S1 |
122.32 |
122.32 |
124.38 |
120.90 |
| S2 |
119.48 |
119.48 |
123.60 |
|
| S3 |
110.96 |
113.80 |
122.82 |
|
| S4 |
102.44 |
105.28 |
120.47 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126.14 |
|
2.618 |
125.34 |
|
1.618 |
124.85 |
|
1.000 |
124.55 |
|
0.618 |
124.36 |
|
HIGH |
124.06 |
|
0.618 |
123.87 |
|
0.500 |
123.82 |
|
0.382 |
123.76 |
|
LOW |
123.57 |
|
0.618 |
123.27 |
|
1.000 |
123.08 |
|
1.618 |
122.78 |
|
2.618 |
122.29 |
|
4.250 |
121.49 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
123.98 |
124.97 |
| PP |
123.90 |
124.67 |
| S1 |
123.82 |
124.36 |
|