NYMEX Light Sweet Crude Oil Future October 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
139.69 |
136.15 |
-3.54 |
-2.5% |
145.34 |
| High |
140.20 |
137.83 |
-2.37 |
-1.7% |
148.13 |
| Low |
133.32 |
130.41 |
-2.91 |
-2.2% |
136.49 |
| Close |
135.83 |
130.68 |
-5.15 |
-3.8% |
145.96 |
| Range |
6.88 |
7.42 |
0.54 |
7.8% |
11.64 |
| ATR |
5.05 |
5.22 |
0.17 |
3.4% |
0.00 |
| Volume |
42,652 |
46,843 |
4,191 |
9.8% |
167,231 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.23 |
150.38 |
134.76 |
|
| R3 |
147.81 |
142.96 |
132.72 |
|
| R2 |
140.39 |
140.39 |
132.04 |
|
| R1 |
135.54 |
135.54 |
131.36 |
134.26 |
| PP |
132.97 |
132.97 |
132.97 |
132.33 |
| S1 |
128.12 |
128.12 |
130.00 |
126.84 |
| S2 |
125.55 |
125.55 |
129.32 |
|
| S3 |
118.13 |
120.70 |
128.64 |
|
| S4 |
110.71 |
113.28 |
126.60 |
|
|
| 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 |
130.41 |
17.72 |
13.6% |
6.78 |
5.2% |
2% |
False |
True |
37,234 |
| 10 |
148.13 |
130.41 |
17.72 |
13.6% |
5.73 |
4.4% |
2% |
False |
True |
34,984 |
| 20 |
148.13 |
130.41 |
17.72 |
13.6% |
4.93 |
3.8% |
2% |
False |
True |
30,308 |
| 40 |
148.13 |
122.32 |
25.81 |
19.8% |
4.97 |
3.8% |
32% |
False |
False |
28,687 |
| 60 |
148.13 |
108.00 |
40.13 |
30.7% |
4.41 |
3.4% |
57% |
False |
False |
22,046 |
| 80 |
148.13 |
97.48 |
50.65 |
38.8% |
3.84 |
2.9% |
66% |
False |
False |
17,696 |
| 100 |
148.13 |
96.67 |
51.46 |
39.4% |
3.48 |
2.7% |
66% |
False |
False |
14,812 |
| 120 |
148.13 |
86.34 |
61.79 |
47.3% |
3.11 |
2.4% |
72% |
False |
False |
12,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.37 |
|
2.618 |
157.26 |
|
1.618 |
149.84 |
|
1.000 |
145.25 |
|
0.618 |
142.42 |
|
HIGH |
137.83 |
|
0.618 |
135.00 |
|
0.500 |
134.12 |
|
0.382 |
133.24 |
|
LOW |
130.41 |
|
0.618 |
125.82 |
|
1.000 |
122.99 |
|
1.618 |
118.40 |
|
2.618 |
110.98 |
|
4.250 |
98.88 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134.12 |
138.98 |
| PP |
132.97 |
136.21 |
| S1 |
131.83 |
133.45 |
|