NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
146.05 |
145.34 |
-0.71 |
-0.5% |
141.68 |
| High |
146.44 |
145.63 |
-0.81 |
-0.6% |
146.68 |
| Low |
144.65 |
140.57 |
-4.08 |
-2.8% |
140.42 |
| Close |
145.09 |
142.42 |
-2.67 |
-1.8% |
145.09 |
| Range |
1.79 |
5.06 |
3.27 |
182.7% |
6.26 |
| ATR |
4.15 |
4.21 |
0.07 |
1.6% |
0.00 |
| Volume |
26,852 |
30,981 |
4,129 |
15.4% |
138,750 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.05 |
155.30 |
145.20 |
|
| R3 |
152.99 |
150.24 |
143.81 |
|
| R2 |
147.93 |
147.93 |
143.35 |
|
| R1 |
145.18 |
145.18 |
142.88 |
144.03 |
| PP |
142.87 |
142.87 |
142.87 |
142.30 |
| S1 |
140.12 |
140.12 |
141.96 |
138.97 |
| S2 |
137.81 |
137.81 |
141.49 |
|
| S3 |
132.75 |
135.06 |
141.03 |
|
| S4 |
127.69 |
130.00 |
139.64 |
|
|
| 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 |
140.57 |
6.11 |
4.3% |
3.26 |
2.3% |
30% |
False |
True |
27,454 |
| 10 |
146.68 |
132.85 |
13.83 |
9.7% |
3.92 |
2.7% |
69% |
False |
False |
26,244 |
| 20 |
146.68 |
131.70 |
14.98 |
10.5% |
4.46 |
3.1% |
72% |
False |
False |
26,578 |
| 40 |
146.68 |
120.30 |
26.38 |
18.5% |
4.37 |
3.1% |
84% |
False |
False |
23,541 |
| 60 |
146.68 |
107.01 |
39.67 |
27.9% |
3.85 |
2.7% |
89% |
False |
False |
17,650 |
| 80 |
146.68 |
96.67 |
50.01 |
35.1% |
3.45 |
2.4% |
91% |
False |
False |
14,442 |
| 100 |
146.68 |
93.39 |
53.29 |
37.4% |
3.06 |
2.2% |
92% |
False |
False |
11,988 |
| 120 |
146.68 |
84.60 |
62.08 |
43.6% |
2.74 |
1.9% |
93% |
False |
False |
10,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.14 |
|
2.618 |
158.88 |
|
1.618 |
153.82 |
|
1.000 |
150.69 |
|
0.618 |
148.76 |
|
HIGH |
145.63 |
|
0.618 |
143.70 |
|
0.500 |
143.10 |
|
0.382 |
142.50 |
|
LOW |
140.57 |
|
0.618 |
137.44 |
|
1.000 |
135.51 |
|
1.618 |
132.38 |
|
2.618 |
127.32 |
|
4.250 |
119.07 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
143.10 |
143.63 |
| PP |
142.87 |
143.22 |
| S1 |
142.65 |
142.82 |
|