NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
124.46 |
125.60 |
1.14 |
0.9% |
129.50 |
| High |
126.44 |
126.51 |
0.07 |
0.1% |
132.90 |
| Low |
123.50 |
122.50 |
-1.00 |
-0.8% |
122.50 |
| Close |
125.49 |
123.26 |
-2.23 |
-1.8% |
123.26 |
| Range |
2.94 |
4.01 |
1.07 |
36.4% |
10.40 |
| ATR |
5.14 |
5.06 |
-0.08 |
-1.6% |
0.00 |
| Volume |
293,200 |
267,709 |
-25,491 |
-8.7% |
1,281,779 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136.12 |
133.70 |
125.47 |
|
| R3 |
132.11 |
129.69 |
124.36 |
|
| R2 |
128.10 |
128.10 |
124.00 |
|
| R1 |
125.68 |
125.68 |
123.63 |
124.89 |
| PP |
124.09 |
124.09 |
124.09 |
123.69 |
| S1 |
121.67 |
121.67 |
122.89 |
120.88 |
| S2 |
120.08 |
120.08 |
122.52 |
|
| S3 |
116.07 |
117.66 |
122.16 |
|
| S4 |
112.06 |
113.65 |
121.05 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.42 |
150.74 |
128.98 |
|
| R3 |
147.02 |
140.34 |
126.12 |
|
| R2 |
136.62 |
136.62 |
125.17 |
|
| R1 |
129.94 |
129.94 |
124.21 |
128.08 |
| PP |
126.22 |
126.22 |
126.22 |
125.29 |
| S1 |
119.54 |
119.54 |
122.31 |
117.68 |
| S2 |
115.82 |
115.82 |
121.35 |
|
| S3 |
105.42 |
109.14 |
120.40 |
|
| S4 |
95.02 |
98.74 |
117.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132.90 |
122.50 |
10.40 |
8.4% |
4.34 |
3.5% |
7% |
False |
True |
256,355 |
| 10 |
147.40 |
122.50 |
24.90 |
20.2% |
5.49 |
4.5% |
3% |
False |
True |
202,168 |
| 20 |
147.90 |
122.50 |
25.40 |
20.6% |
5.07 |
4.1% |
3% |
False |
True |
145,744 |
| 40 |
147.90 |
122.27 |
25.63 |
20.8% |
5.14 |
4.2% |
4% |
False |
False |
103,084 |
| 60 |
147.90 |
109.84 |
38.06 |
30.9% |
4.68 |
3.8% |
35% |
False |
False |
80,058 |
| 80 |
147.90 |
101.77 |
46.13 |
37.4% |
4.18 |
3.4% |
47% |
False |
False |
62,779 |
| 100 |
147.90 |
96.72 |
51.18 |
41.5% |
3.96 |
3.2% |
52% |
False |
False |
51,869 |
| 120 |
147.90 |
86.68 |
61.22 |
49.7% |
3.62 |
2.9% |
60% |
False |
False |
43,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.55 |
|
2.618 |
137.01 |
|
1.618 |
133.00 |
|
1.000 |
130.52 |
|
0.618 |
128.99 |
|
HIGH |
126.51 |
|
0.618 |
124.98 |
|
0.500 |
124.51 |
|
0.382 |
124.03 |
|
LOW |
122.50 |
|
0.618 |
120.02 |
|
1.000 |
118.49 |
|
1.618 |
116.01 |
|
2.618 |
112.00 |
|
4.250 |
105.46 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124.51 |
125.60 |
| PP |
124.09 |
124.82 |
| S1 |
123.68 |
124.04 |
|