NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
141.11 |
142.77 |
1.66 |
1.2% |
135.15 |
| High |
144.09 |
145.30 |
1.21 |
0.8% |
143.80 |
| Low |
141.05 |
141.36 |
0.31 |
0.2% |
132.85 |
| Close |
141.98 |
144.50 |
2.52 |
1.8% |
141.06 |
| Range |
3.04 |
3.94 |
0.90 |
29.6% |
10.95 |
| ATR |
4.52 |
4.48 |
-0.04 |
-0.9% |
0.00 |
| Volume |
23,122 |
29,466 |
6,344 |
27.4% |
117,201 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.54 |
153.96 |
146.67 |
|
| R3 |
151.60 |
150.02 |
145.58 |
|
| R2 |
147.66 |
147.66 |
145.22 |
|
| R1 |
146.08 |
146.08 |
144.86 |
146.87 |
| PP |
143.72 |
143.72 |
143.72 |
144.12 |
| S1 |
142.14 |
142.14 |
144.14 |
142.93 |
| S2 |
139.78 |
139.78 |
143.78 |
|
| S3 |
135.84 |
138.20 |
143.42 |
|
| S4 |
131.90 |
134.26 |
142.33 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.09 |
167.52 |
147.08 |
|
| R3 |
161.14 |
156.57 |
144.07 |
|
| R2 |
150.19 |
150.19 |
143.07 |
|
| R1 |
145.62 |
145.62 |
142.06 |
147.91 |
| PP |
139.24 |
139.24 |
139.24 |
140.38 |
| S1 |
134.67 |
134.67 |
140.06 |
136.96 |
| S2 |
128.29 |
128.29 |
139.05 |
|
| S3 |
117.34 |
123.72 |
138.05 |
|
| S4 |
106.39 |
112.77 |
135.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.30 |
134.68 |
10.62 |
7.3% |
4.38 |
3.0% |
92% |
True |
False |
28,264 |
| 10 |
145.30 |
132.54 |
12.76 |
8.8% |
4.48 |
3.1% |
94% |
True |
False |
25,569 |
| 20 |
145.30 |
122.32 |
22.98 |
15.9% |
5.08 |
3.5% |
97% |
True |
False |
27,068 |
| 40 |
145.30 |
118.76 |
26.54 |
18.4% |
4.35 |
3.0% |
97% |
True |
False |
22,144 |
| 60 |
145.30 |
105.17 |
40.13 |
27.8% |
3.78 |
2.6% |
98% |
True |
False |
16,623 |
| 80 |
145.30 |
96.67 |
48.63 |
33.7% |
3.39 |
2.3% |
98% |
True |
False |
13,507 |
| 100 |
145.30 |
91.13 |
54.17 |
37.5% |
2.99 |
2.1% |
99% |
True |
False |
11,190 |
| 120 |
145.30 |
84.60 |
60.70 |
42.0% |
2.67 |
1.9% |
99% |
True |
False |
9,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.05 |
|
2.618 |
155.61 |
|
1.618 |
151.67 |
|
1.000 |
149.24 |
|
0.618 |
147.73 |
|
HIGH |
145.30 |
|
0.618 |
143.79 |
|
0.500 |
143.33 |
|
0.382 |
142.87 |
|
LOW |
141.36 |
|
0.618 |
138.93 |
|
1.000 |
137.42 |
|
1.618 |
134.99 |
|
2.618 |
131.05 |
|
4.250 |
124.62 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
144.11 |
143.95 |
| PP |
143.72 |
143.41 |
| S1 |
143.33 |
142.86 |
|