NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
137.35 |
142.82 |
5.47 |
4.0% |
145.34 |
| High |
143.23 |
148.13 |
4.90 |
3.4% |
148.13 |
| Low |
136.60 |
142.42 |
5.82 |
4.3% |
136.49 |
| Close |
142.76 |
145.96 |
3.20 |
2.2% |
145.96 |
| Range |
6.63 |
5.71 |
-0.92 |
-13.9% |
11.64 |
| ATR |
4.47 |
4.56 |
0.09 |
2.0% |
0.00 |
| Volume |
31,276 |
30,411 |
-865 |
-2.8% |
167,231 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162.63 |
160.01 |
149.10 |
|
| R3 |
156.92 |
154.30 |
147.53 |
|
| R2 |
151.21 |
151.21 |
147.01 |
|
| R1 |
148.59 |
148.59 |
146.48 |
149.90 |
| PP |
145.50 |
145.50 |
145.50 |
146.16 |
| S1 |
142.88 |
142.88 |
145.44 |
144.19 |
| S2 |
139.79 |
139.79 |
144.91 |
|
| S3 |
134.08 |
137.17 |
144.39 |
|
| S4 |
128.37 |
131.46 |
142.82 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.45 |
173.84 |
152.36 |
|
| R3 |
166.81 |
162.20 |
149.16 |
|
| R2 |
155.17 |
155.17 |
148.09 |
|
| R1 |
150.56 |
150.56 |
147.03 |
152.87 |
| PP |
143.53 |
143.53 |
143.53 |
144.68 |
| S1 |
138.92 |
138.92 |
144.89 |
141.23 |
| S2 |
131.89 |
131.89 |
143.83 |
|
| S3 |
120.25 |
127.28 |
142.76 |
|
| S4 |
108.61 |
115.64 |
139.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.13 |
136.49 |
11.64 |
8.0% |
5.46 |
3.7% |
81% |
True |
False |
33,446 |
| 10 |
148.13 |
136.49 |
11.64 |
8.0% |
4.27 |
2.9% |
81% |
True |
False |
30,598 |
| 20 |
148.13 |
132.54 |
15.59 |
10.7% |
4.48 |
3.1% |
86% |
True |
False |
27,606 |
| 40 |
148.13 |
122.32 |
25.81 |
17.7% |
4.60 |
3.2% |
92% |
True |
False |
26,022 |
| 60 |
148.13 |
108.00 |
40.13 |
27.5% |
4.09 |
2.8% |
95% |
True |
False |
19,695 |
| 80 |
148.13 |
96.67 |
51.46 |
35.3% |
3.59 |
2.5% |
96% |
True |
False |
15,958 |
| 100 |
148.13 |
95.61 |
52.52 |
36.0% |
3.24 |
2.2% |
96% |
True |
False |
13,292 |
| 120 |
148.13 |
86.34 |
61.79 |
42.3% |
2.89 |
2.0% |
96% |
True |
False |
11,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.40 |
|
2.618 |
163.08 |
|
1.618 |
157.37 |
|
1.000 |
153.84 |
|
0.618 |
151.66 |
|
HIGH |
148.13 |
|
0.618 |
145.95 |
|
0.500 |
145.28 |
|
0.382 |
144.60 |
|
LOW |
142.42 |
|
0.618 |
138.89 |
|
1.000 |
136.71 |
|
1.618 |
133.18 |
|
2.618 |
127.47 |
|
4.250 |
118.15 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
145.73 |
144.75 |
| PP |
145.50 |
143.53 |
| S1 |
145.28 |
142.32 |
|