NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.34 |
142.21 |
-3.13 |
-2.2% |
141.68 |
| High |
145.63 |
143.41 |
-2.22 |
-1.5% |
146.68 |
| Low |
140.57 |
136.49 |
-4.08 |
-2.9% |
140.42 |
| Close |
142.42 |
137.21 |
-5.21 |
-3.7% |
145.09 |
| Range |
5.06 |
6.92 |
1.86 |
36.8% |
6.26 |
| ATR |
4.21 |
4.41 |
0.19 |
4.6% |
0.00 |
| Volume |
30,981 |
38,788 |
7,807 |
25.2% |
138,750 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.80 |
155.42 |
141.02 |
|
| R3 |
152.88 |
148.50 |
139.11 |
|
| R2 |
145.96 |
145.96 |
138.48 |
|
| R1 |
141.58 |
141.58 |
137.84 |
140.31 |
| PP |
139.04 |
139.04 |
139.04 |
138.40 |
| S1 |
134.66 |
134.66 |
136.58 |
133.39 |
| S2 |
132.12 |
132.12 |
135.94 |
|
| S3 |
125.20 |
127.74 |
135.31 |
|
| S4 |
118.28 |
120.82 |
133.40 |
|
|
| 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 |
136.49 |
10.19 |
7.4% |
4.03 |
2.9% |
7% |
False |
True |
30,587 |
| 10 |
146.68 |
132.85 |
13.83 |
10.1% |
4.35 |
3.2% |
32% |
False |
False |
28,468 |
| 20 |
146.68 |
132.25 |
14.43 |
10.5% |
4.48 |
3.3% |
34% |
False |
False |
27,323 |
| 40 |
146.68 |
120.30 |
26.38 |
19.2% |
4.48 |
3.3% |
64% |
False |
False |
24,221 |
| 60 |
146.68 |
107.24 |
39.44 |
28.7% |
3.94 |
2.9% |
76% |
False |
False |
18,263 |
| 80 |
146.68 |
96.67 |
50.01 |
36.4% |
3.53 |
2.6% |
81% |
False |
False |
14,892 |
| 100 |
146.68 |
93.39 |
53.29 |
38.8% |
3.12 |
2.3% |
82% |
False |
False |
12,369 |
| 120 |
146.68 |
84.60 |
62.08 |
45.2% |
2.79 |
2.0% |
85% |
False |
False |
10,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.82 |
|
2.618 |
161.53 |
|
1.618 |
154.61 |
|
1.000 |
150.33 |
|
0.618 |
147.69 |
|
HIGH |
143.41 |
|
0.618 |
140.77 |
|
0.500 |
139.95 |
|
0.382 |
139.13 |
|
LOW |
136.49 |
|
0.618 |
132.21 |
|
1.000 |
129.57 |
|
1.618 |
125.29 |
|
2.618 |
118.37 |
|
4.250 |
107.08 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139.95 |
141.47 |
| PP |
139.04 |
140.05 |
| S1 |
138.12 |
138.63 |
|