NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
146.12 |
140.14 |
-5.98 |
-4.1% |
145.07 |
| High |
147.81 |
140.54 |
-7.27 |
-4.9% |
148.47 |
| Low |
137.63 |
133.78 |
-3.85 |
-2.8% |
136.96 |
| Close |
140.26 |
136.30 |
-3.96 |
-2.8% |
146.20 |
| Range |
10.18 |
6.76 |
-3.42 |
-33.6% |
11.51 |
| ATR |
4.55 |
4.70 |
0.16 |
3.5% |
0.00 |
| Volume |
13,309 |
23,129 |
9,820 |
73.8% |
97,514 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.15 |
153.49 |
140.02 |
|
| R3 |
150.39 |
146.73 |
138.16 |
|
| R2 |
143.63 |
143.63 |
137.54 |
|
| R1 |
139.97 |
139.97 |
136.92 |
138.42 |
| PP |
136.87 |
136.87 |
136.87 |
136.10 |
| S1 |
133.21 |
133.21 |
135.68 |
131.66 |
| S2 |
130.11 |
130.11 |
135.06 |
|
| S3 |
123.35 |
126.45 |
134.44 |
|
| S4 |
116.59 |
119.69 |
132.58 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.41 |
173.81 |
152.53 |
|
| R3 |
166.90 |
162.30 |
149.37 |
|
| R2 |
155.39 |
155.39 |
148.31 |
|
| R1 |
150.79 |
150.79 |
147.26 |
153.09 |
| PP |
143.88 |
143.88 |
143.88 |
145.03 |
| S1 |
139.28 |
139.28 |
145.14 |
141.58 |
| S2 |
132.37 |
132.37 |
144.09 |
|
| S3 |
120.86 |
127.77 |
143.03 |
|
| S4 |
109.35 |
116.26 |
139.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.47 |
133.78 |
14.69 |
10.8% |
6.48 |
4.8% |
17% |
False |
True |
19,808 |
| 10 |
148.47 |
133.78 |
14.69 |
10.8% |
4.96 |
3.6% |
17% |
False |
True |
18,623 |
| 20 |
148.47 |
132.87 |
15.60 |
11.4% |
4.47 |
3.3% |
22% |
False |
False |
16,107 |
| 40 |
148.47 |
122.40 |
26.07 |
19.1% |
4.55 |
3.3% |
53% |
False |
False |
15,474 |
| 60 |
148.47 |
107.60 |
40.87 |
30.0% |
3.80 |
2.8% |
70% |
False |
False |
11,812 |
| 80 |
148.47 |
98.15 |
50.32 |
36.9% |
3.19 |
2.3% |
76% |
False |
False |
9,409 |
| 100 |
148.47 |
96.27 |
52.20 |
38.3% |
2.80 |
2.1% |
77% |
False |
False |
7,919 |
| 120 |
148.47 |
86.22 |
62.25 |
45.7% |
2.51 |
1.8% |
80% |
False |
False |
6,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.27 |
|
2.618 |
158.24 |
|
1.618 |
151.48 |
|
1.000 |
147.30 |
|
0.618 |
144.72 |
|
HIGH |
140.54 |
|
0.618 |
137.96 |
|
0.500 |
137.16 |
|
0.382 |
136.36 |
|
LOW |
133.78 |
|
0.618 |
129.60 |
|
1.000 |
127.02 |
|
1.618 |
122.84 |
|
2.618 |
116.08 |
|
4.250 |
105.05 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.16 |
140.80 |
| PP |
136.87 |
139.30 |
| S1 |
136.59 |
137.80 |
|