NYMEX Light Sweet Crude Oil Future November 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
136.55 |
132.01 |
-4.54 |
-3.3% |
144.00 |
| High |
138.34 |
133.82 |
-4.52 |
-3.3% |
147.81 |
| Low |
130.88 |
130.00 |
-0.88 |
-0.7% |
130.00 |
| Close |
131.13 |
130.39 |
-0.74 |
-0.6% |
130.39 |
| Range |
7.46 |
3.82 |
-3.64 |
-48.8% |
17.81 |
| ATR |
4.90 |
4.82 |
-0.08 |
-1.6% |
0.00 |
| Volume |
19,589 |
22,586 |
2,997 |
15.3% |
102,344 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.86 |
140.45 |
132.49 |
|
| R3 |
139.04 |
136.63 |
131.44 |
|
| R2 |
135.22 |
135.22 |
131.09 |
|
| R1 |
132.81 |
132.81 |
130.74 |
132.11 |
| PP |
131.40 |
131.40 |
131.40 |
131.05 |
| S1 |
128.99 |
128.99 |
130.04 |
128.29 |
| S2 |
127.58 |
127.58 |
129.69 |
|
| S3 |
123.76 |
125.17 |
129.34 |
|
| S4 |
119.94 |
121.35 |
128.29 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
189.50 |
177.75 |
140.19 |
|
| R3 |
171.69 |
159.94 |
135.29 |
|
| R2 |
153.88 |
153.88 |
133.66 |
|
| R1 |
142.13 |
142.13 |
132.02 |
139.10 |
| PP |
136.07 |
136.07 |
136.07 |
134.55 |
| S1 |
124.32 |
124.32 |
128.76 |
121.29 |
| S2 |
118.26 |
118.26 |
127.12 |
|
| S3 |
100.45 |
106.51 |
125.49 |
|
| S4 |
82.64 |
88.70 |
120.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147.81 |
130.00 |
17.81 |
13.7% |
6.31 |
4.8% |
2% |
False |
True |
20,468 |
| 10 |
148.47 |
130.00 |
18.47 |
14.2% |
5.71 |
4.4% |
2% |
False |
True |
19,985 |
| 20 |
148.47 |
130.00 |
18.47 |
14.2% |
4.55 |
3.5% |
2% |
False |
True |
16,669 |
| 40 |
148.47 |
122.40 |
26.07 |
20.0% |
4.55 |
3.5% |
31% |
False |
False |
15,826 |
| 60 |
148.47 |
107.60 |
40.87 |
31.3% |
3.94 |
3.0% |
56% |
False |
False |
12,415 |
| 80 |
148.47 |
98.15 |
50.32 |
38.6% |
3.26 |
2.5% |
64% |
False |
False |
9,868 |
| 100 |
148.47 |
96.27 |
52.20 |
40.0% |
2.91 |
2.2% |
65% |
False |
False |
8,328 |
| 120 |
148.47 |
86.22 |
62.25 |
47.7% |
2.59 |
2.0% |
71% |
False |
False |
7,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.06 |
|
2.618 |
143.82 |
|
1.618 |
140.00 |
|
1.000 |
137.64 |
|
0.618 |
136.18 |
|
HIGH |
133.82 |
|
0.618 |
132.36 |
|
0.500 |
131.91 |
|
0.382 |
131.46 |
|
LOW |
130.00 |
|
0.618 |
127.64 |
|
1.000 |
126.18 |
|
1.618 |
123.82 |
|
2.618 |
120.00 |
|
4.250 |
113.77 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
131.91 |
135.27 |
| PP |
131.40 |
133.64 |
| S1 |
130.90 |
132.02 |
|