NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
141.43 |
143.03 |
1.60 |
1.1% |
135.86 |
| High |
144.45 |
145.37 |
0.92 |
0.6% |
143.88 |
| Low |
141.33 |
141.68 |
0.35 |
0.2% |
133.09 |
| Close |
142.28 |
144.77 |
2.49 |
1.8% |
141.24 |
| Range |
3.12 |
3.69 |
0.57 |
18.3% |
10.79 |
| ATR |
4.05 |
4.03 |
-0.03 |
-0.6% |
0.00 |
| Volume |
9,747 |
15,832 |
6,085 |
62.4% |
61,480 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.01 |
153.58 |
146.80 |
|
| R3 |
151.32 |
149.89 |
145.78 |
|
| R2 |
147.63 |
147.63 |
145.45 |
|
| R1 |
146.20 |
146.20 |
145.11 |
146.92 |
| PP |
143.94 |
143.94 |
143.94 |
144.30 |
| S1 |
142.51 |
142.51 |
144.43 |
143.23 |
| S2 |
140.25 |
140.25 |
144.09 |
|
| S3 |
136.56 |
138.82 |
143.76 |
|
| S4 |
132.87 |
135.13 |
142.74 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.77 |
167.30 |
147.17 |
|
| R3 |
160.98 |
156.51 |
144.21 |
|
| R2 |
150.19 |
150.19 |
143.22 |
|
| R1 |
145.72 |
145.72 |
142.23 |
147.96 |
| PP |
139.40 |
139.40 |
139.40 |
140.52 |
| S1 |
134.93 |
134.93 |
140.25 |
137.17 |
| S2 |
128.61 |
128.61 |
139.26 |
|
| S3 |
117.82 |
124.14 |
138.27 |
|
| S4 |
107.03 |
113.35 |
135.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.37 |
134.80 |
10.57 |
7.3% |
3.98 |
2.7% |
94% |
True |
False |
14,325 |
| 10 |
145.37 |
132.87 |
12.50 |
8.6% |
3.99 |
2.8% |
95% |
True |
False |
13,592 |
| 20 |
145.37 |
122.40 |
22.97 |
15.9% |
4.57 |
3.2% |
97% |
True |
False |
14,964 |
| 40 |
145.37 |
118.10 |
27.27 |
18.8% |
3.89 |
2.7% |
98% |
True |
False |
12,177 |
| 60 |
145.37 |
104.74 |
40.63 |
28.1% |
3.16 |
2.2% |
99% |
True |
False |
9,047 |
| 80 |
145.37 |
96.27 |
49.10 |
33.9% |
2.72 |
1.9% |
99% |
True |
False |
7,370 |
| 100 |
145.37 |
90.98 |
54.39 |
37.6% |
2.41 |
1.7% |
99% |
True |
False |
6,139 |
| 120 |
145.37 |
85.48 |
59.89 |
41.4% |
2.15 |
1.5% |
99% |
True |
False |
5,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.05 |
|
2.618 |
155.03 |
|
1.618 |
151.34 |
|
1.000 |
149.06 |
|
0.618 |
147.65 |
|
HIGH |
145.37 |
|
0.618 |
143.96 |
|
0.500 |
143.53 |
|
0.382 |
143.09 |
|
LOW |
141.68 |
|
0.618 |
139.40 |
|
1.000 |
137.99 |
|
1.618 |
135.71 |
|
2.618 |
132.02 |
|
4.250 |
126.00 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
144.36 |
144.24 |
| PP |
143.94 |
143.71 |
| S1 |
143.53 |
143.19 |
|