NYMEX Light Sweet Crude Oil Future November 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 |
140.14 |
136.55 |
-3.59 |
-2.6% |
145.07 |
| High |
140.54 |
138.34 |
-2.20 |
-1.6% |
148.47 |
| Low |
133.78 |
130.88 |
-2.90 |
-2.2% |
136.96 |
| Close |
136.30 |
131.13 |
-5.17 |
-3.8% |
146.20 |
| Range |
6.76 |
7.46 |
0.70 |
10.4% |
11.51 |
| ATR |
4.70 |
4.90 |
0.20 |
4.2% |
0.00 |
| Volume |
23,129 |
19,589 |
-3,540 |
-15.3% |
97,514 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.83 |
150.94 |
135.23 |
|
| R3 |
148.37 |
143.48 |
133.18 |
|
| R2 |
140.91 |
140.91 |
132.50 |
|
| R1 |
136.02 |
136.02 |
131.81 |
134.74 |
| PP |
133.45 |
133.45 |
133.45 |
132.81 |
| S1 |
128.56 |
128.56 |
130.45 |
127.28 |
| S2 |
125.99 |
125.99 |
129.76 |
|
| S3 |
118.53 |
121.10 |
129.08 |
|
| S4 |
111.07 |
113.64 |
127.03 |
|
|
| 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 |
130.88 |
17.59 |
13.4% |
6.70 |
5.1% |
1% |
False |
True |
20,278 |
| 10 |
148.47 |
130.88 |
17.59 |
13.4% |
5.47 |
4.2% |
1% |
False |
True |
19,154 |
| 20 |
148.47 |
130.88 |
17.59 |
13.4% |
4.59 |
3.5% |
1% |
False |
True |
16,362 |
| 40 |
148.47 |
122.40 |
26.07 |
19.9% |
4.60 |
3.5% |
33% |
False |
False |
15,641 |
| 60 |
148.47 |
107.60 |
40.87 |
31.2% |
3.91 |
3.0% |
58% |
False |
False |
12,082 |
| 80 |
148.47 |
98.15 |
50.32 |
38.4% |
3.23 |
2.5% |
66% |
False |
False |
9,624 |
| 100 |
148.47 |
96.27 |
52.20 |
39.8% |
2.87 |
2.2% |
67% |
False |
False |
8,108 |
| 120 |
148.47 |
86.22 |
62.25 |
47.5% |
2.56 |
2.0% |
72% |
False |
False |
6,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170.05 |
|
2.618 |
157.87 |
|
1.618 |
150.41 |
|
1.000 |
145.80 |
|
0.618 |
142.95 |
|
HIGH |
138.34 |
|
0.618 |
135.49 |
|
0.500 |
134.61 |
|
0.382 |
133.73 |
|
LOW |
130.88 |
|
0.618 |
126.27 |
|
1.000 |
123.42 |
|
1.618 |
118.81 |
|
2.618 |
111.35 |
|
4.250 |
99.18 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
134.61 |
139.35 |
| PP |
133.45 |
136.61 |
| S1 |
132.29 |
133.87 |
|