NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.24 |
145.83 |
0.59 |
0.4% |
145.34 |
| High |
147.20 |
147.55 |
0.35 |
0.2% |
148.13 |
| Low |
143.60 |
137.25 |
-6.35 |
-4.4% |
136.49 |
| Close |
146.13 |
139.83 |
-6.30 |
-4.3% |
145.96 |
| Range |
3.60 |
10.30 |
6.70 |
186.1% |
11.64 |
| ATR |
4.49 |
4.91 |
0.41 |
9.2% |
0.00 |
| Volume |
35,830 |
30,436 |
-5,394 |
-15.1% |
167,231 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.44 |
166.44 |
145.50 |
|
| R3 |
162.14 |
156.14 |
142.66 |
|
| R2 |
151.84 |
151.84 |
141.72 |
|
| R1 |
145.84 |
145.84 |
140.77 |
143.69 |
| PP |
141.54 |
141.54 |
141.54 |
140.47 |
| S1 |
135.54 |
135.54 |
138.89 |
133.39 |
| S2 |
131.24 |
131.24 |
137.94 |
|
| S3 |
120.94 |
125.24 |
137.00 |
|
| S4 |
110.64 |
114.94 |
134.17 |
|
|
| 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 |
136.50 |
11.63 |
8.3% |
5.84 |
4.2% |
29% |
False |
False |
32,745 |
| 10 |
148.13 |
136.49 |
11.64 |
8.3% |
4.94 |
3.5% |
29% |
False |
False |
31,666 |
| 20 |
148.13 |
132.54 |
15.59 |
11.1% |
4.74 |
3.4% |
47% |
False |
False |
28,037 |
| 40 |
148.13 |
122.32 |
25.81 |
18.5% |
4.83 |
3.5% |
68% |
False |
False |
27,230 |
| 60 |
148.13 |
108.00 |
40.13 |
28.7% |
4.25 |
3.0% |
79% |
False |
False |
20,693 |
| 80 |
148.13 |
97.48 |
50.65 |
36.2% |
3.72 |
2.7% |
84% |
False |
False |
16,655 |
| 100 |
148.13 |
96.38 |
51.75 |
37.0% |
3.35 |
2.4% |
84% |
False |
False |
13,939 |
| 120 |
148.13 |
86.34 |
61.79 |
44.2% |
3.01 |
2.2% |
87% |
False |
False |
11,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
191.33 |
|
2.618 |
174.52 |
|
1.618 |
164.22 |
|
1.000 |
157.85 |
|
0.618 |
153.92 |
|
HIGH |
147.55 |
|
0.618 |
143.62 |
|
0.500 |
142.40 |
|
0.382 |
141.18 |
|
LOW |
137.25 |
|
0.618 |
130.88 |
|
1.000 |
126.95 |
|
1.618 |
120.58 |
|
2.618 |
110.28 |
|
4.250 |
93.48 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.40 |
142.69 |
| PP |
141.54 |
141.74 |
| S1 |
140.69 |
140.78 |
|