NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.07 |
142.74 |
-2.33 |
-1.6% |
142.55 |
| High |
145.07 |
143.68 |
-1.39 |
-1.0% |
146.85 |
| Low |
140.91 |
136.96 |
-3.95 |
-2.8% |
141.00 |
| Close |
142.74 |
137.66 |
-5.08 |
-3.6% |
145.09 |
| Range |
4.16 |
6.72 |
2.56 |
61.5% |
5.85 |
| ATR |
3.76 |
3.97 |
0.21 |
5.6% |
0.00 |
| Volume |
16,195 |
22,558 |
6,363 |
39.3% |
72,048 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.59 |
155.35 |
141.36 |
|
| R3 |
152.87 |
148.63 |
139.51 |
|
| R2 |
146.15 |
146.15 |
138.89 |
|
| R1 |
141.91 |
141.91 |
138.28 |
140.67 |
| PP |
139.43 |
139.43 |
139.43 |
138.82 |
| S1 |
135.19 |
135.19 |
137.04 |
133.95 |
| S2 |
132.71 |
132.71 |
136.43 |
|
| S3 |
125.99 |
128.47 |
135.81 |
|
| S4 |
119.27 |
121.75 |
133.96 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161.86 |
159.33 |
148.31 |
|
| R3 |
156.01 |
153.48 |
146.70 |
|
| R2 |
150.16 |
150.16 |
146.16 |
|
| R1 |
147.63 |
147.63 |
145.63 |
148.90 |
| PP |
144.31 |
144.31 |
144.31 |
144.95 |
| S1 |
141.78 |
141.78 |
144.55 |
143.05 |
| S2 |
138.46 |
138.46 |
144.02 |
|
| S3 |
132.61 |
135.93 |
143.48 |
|
| S4 |
126.76 |
130.08 |
141.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.85 |
136.96 |
9.89 |
7.2% |
3.67 |
2.7% |
7% |
False |
True |
16,627 |
| 10 |
146.85 |
133.09 |
13.76 |
10.0% |
3.97 |
2.9% |
33% |
False |
False |
14,998 |
| 20 |
146.85 |
132.35 |
14.50 |
10.5% |
4.02 |
2.9% |
37% |
False |
False |
14,590 |
| 40 |
146.85 |
121.15 |
25.70 |
18.7% |
4.03 |
2.9% |
64% |
False |
False |
13,332 |
| 60 |
146.85 |
107.60 |
39.25 |
28.5% |
3.35 |
2.4% |
77% |
False |
False |
10,004 |
| 80 |
146.85 |
96.27 |
50.58 |
36.7% |
2.88 |
2.1% |
82% |
False |
False |
8,097 |
| 100 |
146.85 |
93.75 |
53.10 |
38.6% |
2.53 |
1.8% |
83% |
False |
False |
6,780 |
| 120 |
146.85 |
85.48 |
61.37 |
44.6% |
2.24 |
1.6% |
85% |
False |
False |
5,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.24 |
|
2.618 |
161.27 |
|
1.618 |
154.55 |
|
1.000 |
150.40 |
|
0.618 |
147.83 |
|
HIGH |
143.68 |
|
0.618 |
141.11 |
|
0.500 |
140.32 |
|
0.382 |
139.53 |
|
LOW |
136.96 |
|
0.618 |
132.81 |
|
1.000 |
130.24 |
|
1.618 |
126.09 |
|
2.618 |
119.37 |
|
4.250 |
108.40 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
140.32 |
141.73 |
| PP |
139.43 |
140.37 |
| S1 |
138.55 |
139.02 |
|