NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
143.75 |
144.26 |
0.51 |
0.4% |
137.50 |
| High |
143.75 |
144.26 |
0.51 |
0.4% |
142.63 |
| Low |
141.55 |
141.84 |
0.29 |
0.2% |
133.51 |
| Close |
141.56 |
142.59 |
1.03 |
0.7% |
141.33 |
| Range |
2.20 |
2.42 |
0.22 |
10.0% |
9.12 |
| ATR |
3.28 |
3.24 |
-0.04 |
-1.3% |
0.00 |
| Volume |
2,650 |
2,562 |
-88 |
-3.3% |
10,667 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.16 |
148.79 |
143.92 |
|
| R3 |
147.74 |
146.37 |
143.26 |
|
| R2 |
145.32 |
145.32 |
143.03 |
|
| R1 |
143.95 |
143.95 |
142.81 |
143.43 |
| PP |
142.90 |
142.90 |
142.90 |
142.63 |
| S1 |
141.53 |
141.53 |
142.37 |
141.01 |
| S2 |
140.48 |
140.48 |
142.15 |
|
| S3 |
138.06 |
139.11 |
141.92 |
|
| S4 |
135.64 |
136.69 |
141.26 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166.52 |
163.04 |
146.35 |
|
| R3 |
157.40 |
153.92 |
143.84 |
|
| R2 |
148.28 |
148.28 |
143.00 |
|
| R1 |
144.80 |
144.80 |
142.17 |
146.54 |
| PP |
139.16 |
139.16 |
139.16 |
140.03 |
| S1 |
135.68 |
135.68 |
140.49 |
137.42 |
| S2 |
130.04 |
130.04 |
139.66 |
|
| S3 |
120.92 |
126.56 |
138.82 |
|
| S4 |
111.80 |
117.44 |
136.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.26 |
133.51 |
10.75 |
7.5% |
2.71 |
1.9% |
84% |
True |
False |
2,562 |
| 10 |
144.26 |
133.32 |
10.94 |
7.7% |
2.46 |
1.7% |
85% |
True |
False |
2,370 |
| 20 |
144.26 |
122.90 |
21.36 |
15.0% |
2.93 |
2.1% |
92% |
True |
False |
2,426 |
| 40 |
144.26 |
116.25 |
28.01 |
19.6% |
2.52 |
1.8% |
94% |
True |
False |
2,328 |
| 60 |
144.26 |
101.30 |
42.96 |
30.1% |
2.04 |
1.4% |
96% |
True |
False |
1,725 |
| 80 |
144.26 |
96.69 |
47.57 |
33.4% |
1.77 |
1.2% |
96% |
True |
False |
1,455 |
| 100 |
144.26 |
89.10 |
55.16 |
38.7% |
1.48 |
1.0% |
97% |
True |
False |
1,307 |
| 120 |
144.26 |
84.44 |
59.82 |
42.0% |
1.25 |
0.9% |
97% |
True |
False |
1,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154.55 |
|
2.618 |
150.60 |
|
1.618 |
148.18 |
|
1.000 |
146.68 |
|
0.618 |
145.76 |
|
HIGH |
144.26 |
|
0.618 |
143.34 |
|
0.500 |
143.05 |
|
0.382 |
142.76 |
|
LOW |
141.84 |
|
0.618 |
140.34 |
|
1.000 |
139.42 |
|
1.618 |
137.92 |
|
2.618 |
135.50 |
|
4.250 |
131.56 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
143.05 |
142.44 |
| PP |
142.90 |
142.28 |
| S1 |
142.74 |
142.13 |
|