NYMEX Light Sweet Crude Oil Future December 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
146.56 |
140.40 |
-6.16 |
-4.2% |
145.27 |
| High |
148.03 |
141.00 |
-7.03 |
-4.7% |
148.60 |
| Low |
137.79 |
134.25 |
-3.54 |
-2.6% |
137.31 |
| Close |
140.61 |
136.71 |
-3.90 |
-2.8% |
146.35 |
| Range |
10.24 |
6.75 |
-3.49 |
-34.1% |
11.29 |
| ATR |
4.79 |
4.93 |
0.14 |
2.9% |
0.00 |
| Volume |
22,837 |
46,986 |
24,149 |
105.7% |
181,545 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.57 |
153.89 |
140.42 |
|
| R3 |
150.82 |
147.14 |
138.57 |
|
| R2 |
144.07 |
144.07 |
137.95 |
|
| R1 |
140.39 |
140.39 |
137.33 |
138.86 |
| PP |
137.32 |
137.32 |
137.32 |
136.55 |
| S1 |
133.64 |
133.64 |
136.09 |
132.11 |
| S2 |
130.57 |
130.57 |
135.47 |
|
| S3 |
123.82 |
126.89 |
134.85 |
|
| S4 |
117.07 |
120.14 |
133.00 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
177.96 |
173.44 |
152.56 |
|
| R3 |
166.67 |
162.15 |
149.45 |
|
| R2 |
155.38 |
155.38 |
148.42 |
|
| R1 |
150.86 |
150.86 |
147.38 |
153.12 |
| PP |
144.09 |
144.09 |
144.09 |
145.22 |
| S1 |
139.57 |
139.57 |
145.32 |
141.83 |
| S2 |
132.80 |
132.80 |
144.28 |
|
| S3 |
121.51 |
128.28 |
143.25 |
|
| S4 |
110.22 |
116.99 |
140.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.60 |
134.25 |
14.35 |
10.5% |
6.47 |
4.7% |
17% |
False |
True |
36,468 |
| 10 |
148.60 |
134.25 |
14.35 |
10.5% |
5.04 |
3.7% |
17% |
False |
True |
36,429 |
| 20 |
148.60 |
132.90 |
15.70 |
11.5% |
4.69 |
3.4% |
24% |
False |
False |
34,933 |
| 40 |
148.60 |
122.37 |
26.23 |
19.2% |
4.86 |
3.6% |
55% |
False |
False |
40,197 |
| 60 |
148.60 |
107.00 |
41.60 |
30.4% |
4.35 |
3.2% |
71% |
False |
False |
36,247 |
| 80 |
148.60 |
96.62 |
51.98 |
38.0% |
3.92 |
2.9% |
77% |
False |
False |
32,144 |
| 100 |
148.60 |
95.83 |
52.77 |
38.6% |
3.74 |
2.7% |
77% |
False |
False |
31,016 |
| 120 |
148.60 |
85.60 |
63.00 |
46.1% |
3.45 |
2.5% |
81% |
False |
False |
28,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169.69 |
|
2.618 |
158.67 |
|
1.618 |
151.92 |
|
1.000 |
147.75 |
|
0.618 |
145.17 |
|
HIGH |
141.00 |
|
0.618 |
138.42 |
|
0.500 |
137.63 |
|
0.382 |
136.83 |
|
LOW |
134.25 |
|
0.618 |
130.08 |
|
1.000 |
127.50 |
|
1.618 |
123.33 |
|
2.618 |
116.58 |
|
4.250 |
105.56 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
137.63 |
141.14 |
| PP |
137.32 |
139.66 |
| S1 |
137.02 |
138.19 |
|