NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.61 |
146.56 |
0.95 |
0.7% |
145.27 |
| High |
147.63 |
148.03 |
0.40 |
0.3% |
148.60 |
| Low |
144.10 |
137.79 |
-6.31 |
-4.4% |
137.31 |
| Close |
146.68 |
140.61 |
-6.07 |
-4.1% |
146.35 |
| Range |
3.53 |
10.24 |
6.71 |
190.1% |
11.29 |
| ATR |
4.37 |
4.79 |
0.42 |
9.6% |
0.00 |
| Volume |
46,709 |
22,837 |
-23,872 |
-51.1% |
181,545 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.86 |
166.98 |
146.24 |
|
| R3 |
162.62 |
156.74 |
143.43 |
|
| R2 |
152.38 |
152.38 |
142.49 |
|
| R1 |
146.50 |
146.50 |
141.55 |
144.32 |
| PP |
142.14 |
142.14 |
142.14 |
141.06 |
| S1 |
136.26 |
136.26 |
139.67 |
134.08 |
| S2 |
131.90 |
131.90 |
138.73 |
|
| S3 |
121.66 |
126.02 |
137.79 |
|
| S4 |
111.42 |
115.78 |
134.98 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.96 |
173.44 |
152.56 |
|
| R3 |
166.67 |
162.15 |
149.45 |
|
| R2 |
155.38 |
155.38 |
148.42 |
|
| R1 |
150.86 |
150.86 |
147.38 |
153.12 |
| PP |
144.09 |
144.09 |
144.09 |
145.22 |
| S1 |
139.57 |
139.57 |
145.32 |
141.83 |
| S2 |
132.80 |
132.80 |
144.28 |
|
| S3 |
121.51 |
128.28 |
143.25 |
|
| S4 |
110.22 |
116.99 |
140.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.60 |
137.34 |
11.26 |
8.0% |
5.70 |
4.1% |
29% |
False |
False |
36,218 |
| 10 |
148.60 |
137.31 |
11.29 |
8.0% |
4.76 |
3.4% |
29% |
False |
False |
35,556 |
| 20 |
148.60 |
132.90 |
15.70 |
11.2% |
4.56 |
3.2% |
49% |
False |
False |
34,106 |
| 40 |
148.60 |
122.37 |
26.23 |
18.7% |
4.79 |
3.4% |
70% |
False |
False |
39,947 |
| 60 |
148.60 |
107.00 |
41.60 |
29.6% |
4.28 |
3.0% |
81% |
False |
False |
35,723 |
| 80 |
148.60 |
96.62 |
51.98 |
37.0% |
3.86 |
2.7% |
85% |
False |
False |
31,686 |
| 100 |
148.60 |
95.55 |
53.05 |
37.7% |
3.69 |
2.6% |
85% |
False |
False |
30,724 |
| 120 |
148.60 |
85.60 |
63.00 |
44.8% |
3.41 |
2.4% |
87% |
False |
False |
28,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
191.55 |
|
2.618 |
174.84 |
|
1.618 |
164.60 |
|
1.000 |
158.27 |
|
0.618 |
154.36 |
|
HIGH |
148.03 |
|
0.618 |
144.12 |
|
0.500 |
142.91 |
|
0.382 |
141.70 |
|
LOW |
137.79 |
|
0.618 |
131.46 |
|
1.000 |
127.55 |
|
1.618 |
121.22 |
|
2.618 |
110.98 |
|
4.250 |
94.27 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.91 |
143.20 |
| PP |
142.14 |
142.33 |
| S1 |
141.38 |
141.47 |
|