NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
128.88 |
131.04 |
2.16 |
1.7% |
144.69 |
| High |
132.05 |
132.07 |
0.02 |
0.0% |
146.73 |
| Low |
128.63 |
125.63 |
-3.00 |
-2.3% |
128.23 |
| Close |
131.04 |
127.95 |
-3.09 |
-2.4% |
128.88 |
| Range |
3.42 |
6.44 |
3.02 |
88.3% |
18.50 |
| ATR |
5.33 |
5.41 |
0.08 |
1.5% |
0.00 |
| Volume |
208,698 |
133,661 |
-75,037 |
-36.0% |
1,652,704 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147.87 |
144.35 |
131.49 |
|
| R3 |
141.43 |
137.91 |
129.72 |
|
| R2 |
134.99 |
134.99 |
129.13 |
|
| R1 |
131.47 |
131.47 |
128.54 |
130.01 |
| PP |
128.55 |
128.55 |
128.55 |
127.82 |
| S1 |
125.03 |
125.03 |
127.36 |
123.57 |
| S2 |
122.11 |
122.11 |
126.77 |
|
| S3 |
115.67 |
118.59 |
126.18 |
|
| S4 |
109.23 |
112.15 |
124.41 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
190.11 |
178.00 |
139.06 |
|
| R3 |
171.61 |
159.50 |
133.97 |
|
| R2 |
153.11 |
153.11 |
132.27 |
|
| R1 |
141.00 |
141.00 |
130.58 |
137.81 |
| PP |
134.61 |
134.61 |
134.61 |
133.02 |
| S1 |
122.50 |
122.50 |
127.18 |
119.31 |
| S2 |
116.11 |
116.11 |
125.49 |
|
| S3 |
97.61 |
104.00 |
123.79 |
|
| S4 |
79.11 |
85.50 |
118.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139.30 |
125.63 |
13.67 |
10.7% |
5.74 |
4.5% |
17% |
False |
True |
281,503 |
| 10 |
147.27 |
125.63 |
21.64 |
16.9% |
5.88 |
4.6% |
11% |
False |
True |
297,094 |
| 20 |
147.27 |
125.63 |
21.64 |
16.9% |
5.28 |
4.1% |
11% |
False |
True |
277,815 |
| 40 |
147.27 |
122.05 |
25.22 |
19.7% |
5.38 |
4.2% |
23% |
False |
False |
215,410 |
| 60 |
147.27 |
108.95 |
38.32 |
29.9% |
4.77 |
3.7% |
50% |
False |
False |
161,847 |
| 80 |
147.27 |
98.20 |
49.07 |
38.4% |
4.26 |
3.3% |
61% |
False |
False |
125,309 |
| 100 |
147.27 |
97.33 |
49.94 |
39.0% |
4.05 |
3.2% |
61% |
False |
False |
102,221 |
| 120 |
147.27 |
86.15 |
61.12 |
47.8% |
3.69 |
2.9% |
68% |
False |
False |
85,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.44 |
|
2.618 |
148.93 |
|
1.618 |
142.49 |
|
1.000 |
138.51 |
|
0.618 |
136.05 |
|
HIGH |
132.07 |
|
0.618 |
129.61 |
|
0.500 |
128.85 |
|
0.382 |
128.09 |
|
LOW |
125.63 |
|
0.618 |
121.65 |
|
1.000 |
119.19 |
|
1.618 |
115.21 |
|
2.618 |
108.77 |
|
4.250 |
98.26 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
128.85 |
128.85 |
| PP |
128.55 |
128.55 |
| S1 |
128.25 |
128.25 |
|