NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
127.20 |
125.75 |
-1.45 |
-1.1% |
132.25 |
| High |
127.38 |
126.62 |
-0.76 |
-0.6% |
132.79 |
| Low |
125.00 |
125.51 |
0.51 |
0.4% |
125.00 |
| Close |
125.07 |
126.44 |
1.37 |
1.1% |
125.07 |
| Range |
2.38 |
1.11 |
-1.27 |
-53.4% |
7.79 |
| ATR |
3.30 |
3.17 |
-0.12 |
-3.8% |
0.00 |
| Volume |
9,102 |
2,077 |
-7,025 |
-77.2% |
22,898 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129.52 |
129.09 |
127.05 |
|
| R3 |
128.41 |
127.98 |
126.75 |
|
| R2 |
127.30 |
127.30 |
126.64 |
|
| R1 |
126.87 |
126.87 |
126.54 |
127.09 |
| PP |
126.19 |
126.19 |
126.19 |
126.30 |
| S1 |
125.76 |
125.76 |
126.34 |
125.98 |
| S2 |
125.08 |
125.08 |
126.24 |
|
| S3 |
123.97 |
124.65 |
126.13 |
|
| S4 |
122.86 |
123.54 |
125.83 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.99 |
145.82 |
129.35 |
|
| R3 |
143.20 |
138.03 |
127.21 |
|
| R2 |
135.41 |
135.41 |
126.50 |
|
| R1 |
130.24 |
130.24 |
125.78 |
128.93 |
| PP |
127.62 |
127.62 |
127.62 |
126.97 |
| S1 |
122.45 |
122.45 |
124.36 |
121.14 |
| S2 |
119.83 |
119.83 |
123.64 |
|
| S3 |
112.04 |
114.66 |
122.93 |
|
| S4 |
104.25 |
106.87 |
120.79 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131.34 |
|
2.618 |
129.53 |
|
1.618 |
128.42 |
|
1.000 |
127.73 |
|
0.618 |
127.31 |
|
HIGH |
126.62 |
|
0.618 |
126.20 |
|
0.500 |
126.07 |
|
0.382 |
125.93 |
|
LOW |
125.51 |
|
0.618 |
124.82 |
|
1.000 |
124.40 |
|
1.618 |
123.71 |
|
2.618 |
122.60 |
|
4.250 |
120.79 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
126.32 |
126.36 |
| PP |
126.19 |
126.27 |
| S1 |
126.07 |
126.19 |
|