NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
141.76 |
143.10 |
1.34 |
0.9% |
135.09 |
| High |
144.70 |
145.55 |
0.85 |
0.6% |
144.05 |
| Low |
141.59 |
141.61 |
0.02 |
0.0% |
133.10 |
| Close |
142.47 |
144.97 |
2.50 |
1.8% |
141.32 |
| Range |
3.11 |
3.94 |
0.83 |
26.7% |
10.95 |
| ATR |
4.46 |
4.43 |
-0.04 |
-0.8% |
0.00 |
| Volume |
32,829 |
38,253 |
5,424 |
16.5% |
147,330 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.86 |
154.36 |
147.14 |
|
| R3 |
151.92 |
150.42 |
146.05 |
|
| R2 |
147.98 |
147.98 |
145.69 |
|
| R1 |
146.48 |
146.48 |
145.33 |
147.23 |
| PP |
144.04 |
144.04 |
144.04 |
144.42 |
| S1 |
142.54 |
142.54 |
144.61 |
143.29 |
| S2 |
140.10 |
140.10 |
144.25 |
|
| S3 |
136.16 |
138.60 |
143.89 |
|
| S4 |
132.22 |
134.66 |
142.80 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.34 |
167.78 |
147.34 |
|
| R3 |
161.39 |
156.83 |
144.33 |
|
| R2 |
150.44 |
150.44 |
143.33 |
|
| R1 |
145.88 |
145.88 |
142.32 |
148.16 |
| PP |
139.49 |
139.49 |
139.49 |
140.63 |
| S1 |
134.93 |
134.93 |
140.32 |
137.21 |
| S2 |
128.54 |
128.54 |
139.31 |
|
| S3 |
117.59 |
123.98 |
138.31 |
|
| S4 |
106.64 |
113.03 |
135.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.55 |
134.86 |
10.69 |
7.4% |
4.30 |
3.0% |
95% |
True |
False |
37,188 |
| 10 |
145.55 |
132.90 |
12.65 |
8.7% |
4.35 |
3.0% |
95% |
True |
False |
33,438 |
| 20 |
145.55 |
122.37 |
23.18 |
16.0% |
4.96 |
3.4% |
97% |
True |
False |
38,541 |
| 40 |
145.55 |
117.64 |
27.91 |
19.3% |
4.40 |
3.0% |
98% |
True |
False |
39,614 |
| 60 |
145.55 |
103.76 |
41.79 |
28.8% |
3.90 |
2.7% |
99% |
True |
False |
33,266 |
| 80 |
145.55 |
95.83 |
49.72 |
34.3% |
3.70 |
2.5% |
99% |
True |
False |
30,920 |
| 100 |
145.55 |
90.39 |
55.16 |
38.0% |
3.42 |
2.4% |
99% |
True |
False |
29,160 |
| 120 |
145.55 |
83.90 |
61.65 |
42.5% |
3.21 |
2.2% |
99% |
True |
False |
27,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.30 |
|
2.618 |
155.86 |
|
1.618 |
151.92 |
|
1.000 |
149.49 |
|
0.618 |
147.98 |
|
HIGH |
145.55 |
|
0.618 |
144.04 |
|
0.500 |
143.58 |
|
0.382 |
143.12 |
|
LOW |
141.61 |
|
0.618 |
139.18 |
|
1.000 |
137.67 |
|
1.618 |
135.24 |
|
2.618 |
131.30 |
|
4.250 |
124.87 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
144.51 |
144.37 |
| PP |
144.04 |
143.78 |
| S1 |
143.58 |
143.18 |
|