NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
143.03 |
145.47 |
2.44 |
1.7% |
135.86 |
| High |
145.37 |
146.85 |
1.48 |
1.0% |
143.88 |
| Low |
141.68 |
144.50 |
2.82 |
2.0% |
133.09 |
| Close |
144.77 |
146.31 |
1.54 |
1.1% |
141.24 |
| Range |
3.69 |
2.35 |
-1.34 |
-36.3% |
10.79 |
| ATR |
4.03 |
3.91 |
-0.12 |
-3.0% |
0.00 |
| Volume |
15,832 |
14,276 |
-1,556 |
-9.8% |
61,480 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.94 |
151.97 |
147.60 |
|
| R3 |
150.59 |
149.62 |
146.96 |
|
| R2 |
148.24 |
148.24 |
146.74 |
|
| R1 |
147.27 |
147.27 |
146.53 |
147.76 |
| PP |
145.89 |
145.89 |
145.89 |
146.13 |
| S1 |
144.92 |
144.92 |
146.09 |
145.41 |
| S2 |
143.54 |
143.54 |
145.88 |
|
| S3 |
141.19 |
142.57 |
145.66 |
|
| S4 |
138.84 |
140.22 |
145.02 |
|
|
| 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 |
146.85 |
139.90 |
6.95 |
4.8% |
3.23 |
2.2% |
92% |
True |
False |
14,621 |
| 10 |
146.85 |
132.87 |
13.98 |
9.6% |
3.70 |
2.5% |
96% |
True |
False |
13,570 |
| 20 |
146.85 |
128.26 |
18.59 |
12.7% |
4.39 |
3.0% |
97% |
True |
False |
15,166 |
| 40 |
146.85 |
120.18 |
26.67 |
18.2% |
3.87 |
2.6% |
98% |
True |
False |
12,455 |
| 60 |
146.85 |
105.93 |
40.92 |
28.0% |
3.16 |
2.2% |
99% |
True |
False |
9,227 |
| 80 |
146.85 |
96.27 |
50.58 |
34.6% |
2.74 |
1.9% |
99% |
True |
False |
7,505 |
| 100 |
146.85 |
91.29 |
55.56 |
38.0% |
2.42 |
1.7% |
99% |
True |
False |
6,276 |
| 120 |
146.85 |
85.48 |
61.37 |
41.9% |
2.17 |
1.5% |
99% |
True |
False |
5,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156.84 |
|
2.618 |
153.00 |
|
1.618 |
150.65 |
|
1.000 |
149.20 |
|
0.618 |
148.30 |
|
HIGH |
146.85 |
|
0.618 |
145.95 |
|
0.500 |
145.68 |
|
0.382 |
145.40 |
|
LOW |
144.50 |
|
0.618 |
143.05 |
|
1.000 |
142.15 |
|
1.618 |
140.70 |
|
2.618 |
138.35 |
|
4.250 |
134.51 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
146.10 |
145.57 |
| PP |
145.89 |
144.83 |
| S1 |
145.68 |
144.09 |
|