NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
137.30 |
132.89 |
-4.41 |
-3.2% |
146.10 |
| High |
137.93 |
133.50 |
-4.43 |
-3.2% |
146.84 |
| Low |
132.89 |
131.58 |
-1.31 |
-1.0% |
131.58 |
| Close |
131.96 |
131.26 |
-0.70 |
-0.5% |
131.26 |
| Range |
5.04 |
1.92 |
-3.12 |
-61.9% |
15.26 |
| ATR |
0.00 |
3.58 |
3.58 |
|
0.00 |
| Volume |
4,739 |
5,296 |
557 |
11.8% |
19,958 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.87 |
136.49 |
132.32 |
|
| R3 |
135.95 |
134.57 |
131.79 |
|
| R2 |
134.03 |
134.03 |
131.61 |
|
| R1 |
132.65 |
132.65 |
131.44 |
132.38 |
| PP |
132.11 |
132.11 |
132.11 |
131.98 |
| S1 |
130.73 |
130.73 |
131.08 |
130.46 |
| S2 |
130.19 |
130.19 |
130.91 |
|
| S3 |
128.27 |
128.81 |
130.73 |
|
| S4 |
126.35 |
126.89 |
130.20 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
182.34 |
172.06 |
139.65 |
|
| R3 |
167.08 |
156.80 |
135.46 |
|
| R2 |
151.82 |
151.82 |
134.06 |
|
| R1 |
141.54 |
141.54 |
132.66 |
139.05 |
| PP |
136.56 |
136.56 |
136.56 |
135.32 |
| S1 |
126.28 |
126.28 |
129.86 |
123.79 |
| S2 |
121.30 |
121.30 |
128.46 |
|
| S3 |
106.04 |
111.02 |
127.06 |
|
| S4 |
90.78 |
95.76 |
122.87 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.66 |
|
2.618 |
138.53 |
|
1.618 |
136.61 |
|
1.000 |
135.42 |
|
0.618 |
134.69 |
|
HIGH |
133.50 |
|
0.618 |
132.77 |
|
0.500 |
132.54 |
|
0.382 |
132.31 |
|
LOW |
131.58 |
|
0.618 |
130.39 |
|
1.000 |
129.66 |
|
1.618 |
128.47 |
|
2.618 |
126.55 |
|
4.250 |
123.42 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
132.54 |
135.79 |
| PP |
132.11 |
134.28 |
| S1 |
131.69 |
132.77 |
|