NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 04-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.15 |
146.05 |
0.90 |
0.6% |
141.68 |
| High |
146.68 |
146.44 |
-0.24 |
-0.2% |
146.68 |
| Low |
144.22 |
144.65 |
0.43 |
0.3% |
140.42 |
| Close |
146.12 |
145.09 |
-1.03 |
-0.7% |
145.09 |
| Range |
2.46 |
1.79 |
-0.67 |
-27.2% |
6.26 |
| ATR |
4.33 |
4.15 |
-0.18 |
-4.2% |
0.00 |
| Volume |
26,852 |
26,852 |
0 |
0.0% |
138,750 |
|
| Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.76 |
149.72 |
146.07 |
|
| R3 |
148.97 |
147.93 |
145.58 |
|
| R2 |
147.18 |
147.18 |
145.42 |
|
| R1 |
146.14 |
146.14 |
145.25 |
145.77 |
| PP |
145.39 |
145.39 |
145.39 |
145.21 |
| S1 |
144.35 |
144.35 |
144.93 |
143.98 |
| S2 |
143.60 |
143.60 |
144.76 |
|
| S3 |
141.81 |
142.56 |
144.60 |
|
| S4 |
140.02 |
140.77 |
144.11 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.84 |
160.23 |
148.53 |
|
| R3 |
156.58 |
153.97 |
146.81 |
|
| R2 |
150.32 |
150.32 |
146.24 |
|
| R1 |
147.71 |
147.71 |
145.66 |
149.02 |
| PP |
144.06 |
144.06 |
144.06 |
144.72 |
| S1 |
141.45 |
141.45 |
144.52 |
142.76 |
| S2 |
137.80 |
137.80 |
143.94 |
|
| S3 |
131.54 |
135.19 |
143.37 |
|
| S4 |
125.28 |
128.93 |
141.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.68 |
140.42 |
6.26 |
4.3% |
3.07 |
2.1% |
75% |
False |
False |
27,750 |
| 10 |
146.68 |
132.85 |
13.83 |
9.5% |
3.79 |
2.6% |
89% |
False |
False |
25,595 |
| 20 |
146.68 |
131.70 |
14.98 |
10.3% |
4.45 |
3.1% |
89% |
False |
False |
27,644 |
| 40 |
146.68 |
120.30 |
26.38 |
18.2% |
4.30 |
3.0% |
94% |
False |
False |
23,049 |
| 60 |
146.68 |
106.72 |
39.96 |
27.5% |
3.78 |
2.6% |
96% |
False |
False |
17,224 |
| 80 |
146.68 |
96.67 |
50.01 |
34.5% |
3.40 |
2.3% |
97% |
False |
False |
14,087 |
| 100 |
146.68 |
93.10 |
53.58 |
36.9% |
3.02 |
2.1% |
97% |
False |
False |
11,686 |
| 120 |
146.68 |
84.60 |
62.08 |
42.8% |
2.70 |
1.9% |
97% |
False |
False |
9,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.05 |
|
2.618 |
151.13 |
|
1.618 |
149.34 |
|
1.000 |
148.23 |
|
0.618 |
147.55 |
|
HIGH |
146.44 |
|
0.618 |
145.76 |
|
0.500 |
145.55 |
|
0.382 |
145.33 |
|
LOW |
144.65 |
|
0.618 |
143.54 |
|
1.000 |
142.86 |
|
1.618 |
141.75 |
|
2.618 |
139.96 |
|
4.250 |
137.04 |
|
|
| Fisher Pivots for day following 04-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
145.55 |
144.73 |
| PP |
145.39 |
144.38 |
| S1 |
145.24 |
144.02 |
|