NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
143.10 |
145.36 |
2.26 |
1.6% |
135.09 |
| High |
145.55 |
147.09 |
1.54 |
1.1% |
144.05 |
| Low |
141.61 |
144.59 |
2.98 |
2.1% |
133.10 |
| Close |
144.97 |
146.50 |
1.53 |
1.1% |
141.32 |
| Range |
3.94 |
2.50 |
-1.44 |
-36.5% |
10.95 |
| ATR |
4.43 |
4.29 |
-0.14 |
-3.1% |
0.00 |
| Volume |
38,253 |
33,109 |
-5,144 |
-13.4% |
147,330 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.56 |
152.53 |
147.88 |
|
| R3 |
151.06 |
150.03 |
147.19 |
|
| R2 |
148.56 |
148.56 |
146.96 |
|
| R1 |
147.53 |
147.53 |
146.73 |
148.05 |
| PP |
146.06 |
146.06 |
146.06 |
146.32 |
| S1 |
145.03 |
145.03 |
146.27 |
145.55 |
| S2 |
143.56 |
143.56 |
146.04 |
|
| S3 |
141.06 |
142.53 |
145.81 |
|
| S4 |
138.56 |
140.03 |
145.13 |
|
|
| 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 |
147.09 |
139.96 |
7.13 |
4.9% |
3.53 |
2.4% |
92% |
True |
False |
34,911 |
| 10 |
147.09 |
132.90 |
14.19 |
9.7% |
4.04 |
2.8% |
96% |
True |
False |
32,429 |
| 20 |
147.09 |
128.00 |
19.09 |
13.0% |
4.79 |
3.3% |
97% |
True |
False |
38,435 |
| 40 |
147.09 |
119.59 |
27.50 |
18.8% |
4.37 |
3.0% |
98% |
True |
False |
39,597 |
| 60 |
147.09 |
104.47 |
42.62 |
29.1% |
3.88 |
2.7% |
99% |
True |
False |
33,442 |
| 80 |
147.09 |
95.83 |
51.26 |
35.0% |
3.70 |
2.5% |
99% |
True |
False |
30,874 |
| 100 |
147.09 |
90.69 |
56.40 |
38.5% |
3.43 |
2.3% |
99% |
True |
False |
29,277 |
| 120 |
147.09 |
83.90 |
63.19 |
43.1% |
3.21 |
2.2% |
99% |
True |
False |
27,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.72 |
|
2.618 |
153.64 |
|
1.618 |
151.14 |
|
1.000 |
149.59 |
|
0.618 |
148.64 |
|
HIGH |
147.09 |
|
0.618 |
146.14 |
|
0.500 |
145.84 |
|
0.382 |
145.55 |
|
LOW |
144.59 |
|
0.618 |
143.05 |
|
1.000 |
142.09 |
|
1.618 |
140.55 |
|
2.618 |
138.05 |
|
4.250 |
133.97 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
146.28 |
145.78 |
| PP |
146.06 |
145.06 |
| S1 |
145.84 |
144.34 |
|