NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
143.10 |
144.00 |
0.90 |
0.6% |
145.07 |
| High |
148.47 |
147.35 |
-1.12 |
-0.8% |
148.47 |
| Low |
142.71 |
144.00 |
1.29 |
0.9% |
136.96 |
| Close |
146.20 |
146.43 |
0.23 |
0.2% |
146.20 |
| Range |
5.76 |
3.35 |
-2.41 |
-41.8% |
11.51 |
| ATR |
4.17 |
4.11 |
-0.06 |
-1.4% |
0.00 |
| Volume |
21,635 |
23,731 |
2,096 |
9.7% |
97,514 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.98 |
154.55 |
148.27 |
|
| R3 |
152.63 |
151.20 |
147.35 |
|
| R2 |
149.28 |
149.28 |
147.04 |
|
| R1 |
147.85 |
147.85 |
146.74 |
148.57 |
| PP |
145.93 |
145.93 |
145.93 |
146.28 |
| S1 |
144.50 |
144.50 |
146.12 |
145.22 |
| S2 |
142.58 |
142.58 |
145.82 |
|
| S3 |
139.23 |
141.15 |
145.51 |
|
| S4 |
135.88 |
137.80 |
144.59 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
178.41 |
173.81 |
152.53 |
|
| R3 |
166.90 |
162.30 |
149.37 |
|
| R2 |
155.39 |
155.39 |
148.31 |
|
| R1 |
150.79 |
150.79 |
147.26 |
153.09 |
| PP |
143.88 |
143.88 |
143.88 |
145.03 |
| S1 |
139.28 |
139.28 |
145.14 |
141.58 |
| S2 |
132.37 |
132.37 |
144.09 |
|
| S3 |
120.86 |
127.77 |
143.03 |
|
| S4 |
109.35 |
116.26 |
139.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.47 |
136.96 |
11.51 |
7.9% |
4.95 |
3.4% |
82% |
False |
False |
21,010 |
| 10 |
148.47 |
136.96 |
11.51 |
7.9% |
3.95 |
2.7% |
82% |
False |
False |
17,537 |
| 20 |
148.47 |
132.87 |
15.60 |
10.7% |
3.93 |
2.7% |
87% |
False |
False |
15,636 |
| 40 |
148.47 |
122.40 |
26.07 |
17.8% |
4.24 |
2.9% |
92% |
False |
False |
14,800 |
| 60 |
148.47 |
107.60 |
40.87 |
27.9% |
3.57 |
2.4% |
95% |
False |
False |
11,266 |
| 80 |
148.47 |
98.10 |
50.37 |
34.4% |
2.99 |
2.0% |
96% |
False |
False |
9,001 |
| 100 |
148.47 |
95.37 |
53.10 |
36.3% |
2.65 |
1.8% |
96% |
False |
False |
7,573 |
| 120 |
148.47 |
86.22 |
62.25 |
42.5% |
2.38 |
1.6% |
97% |
False |
False |
6,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.59 |
|
2.618 |
156.12 |
|
1.618 |
152.77 |
|
1.000 |
150.70 |
|
0.618 |
149.42 |
|
HIGH |
147.35 |
|
0.618 |
146.07 |
|
0.500 |
145.68 |
|
0.382 |
145.28 |
|
LOW |
144.00 |
|
0.618 |
141.93 |
|
1.000 |
140.65 |
|
1.618 |
138.58 |
|
2.618 |
135.23 |
|
4.250 |
129.76 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
146.18 |
145.21 |
| PP |
145.93 |
143.99 |
| S1 |
145.68 |
142.78 |
|