NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
144.26 |
143.21 |
-1.05 |
-0.7% |
137.50 |
| High |
144.26 |
145.58 |
1.32 |
0.9% |
142.63 |
| Low |
141.84 |
141.85 |
0.01 |
0.0% |
133.51 |
| Close |
142.59 |
145.12 |
2.53 |
1.8% |
141.33 |
| Range |
2.42 |
3.73 |
1.31 |
54.1% |
9.12 |
| ATR |
3.24 |
3.27 |
0.04 |
1.1% |
0.00 |
| Volume |
2,562 |
3,713 |
1,151 |
44.9% |
10,667 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.37 |
153.98 |
147.17 |
|
| R3 |
151.64 |
150.25 |
146.15 |
|
| R2 |
147.91 |
147.91 |
145.80 |
|
| R1 |
146.52 |
146.52 |
145.46 |
147.22 |
| PP |
144.18 |
144.18 |
144.18 |
144.53 |
| S1 |
142.79 |
142.79 |
144.78 |
143.49 |
| S2 |
140.45 |
140.45 |
144.44 |
|
| S3 |
136.72 |
139.06 |
144.09 |
|
| S4 |
132.99 |
135.33 |
143.07 |
|
|
| 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 |
145.58 |
138.43 |
7.15 |
4.9% |
2.67 |
1.8% |
94% |
True |
False |
2,812 |
| 10 |
145.58 |
133.32 |
12.26 |
8.4% |
2.44 |
1.7% |
96% |
True |
False |
2,534 |
| 20 |
145.58 |
123.39 |
22.19 |
15.3% |
3.03 |
2.1% |
98% |
True |
False |
2,529 |
| 40 |
145.58 |
117.90 |
27.68 |
19.1% |
2.55 |
1.8% |
98% |
True |
False |
2,411 |
| 60 |
145.58 |
101.30 |
44.28 |
30.5% |
2.07 |
1.4% |
99% |
True |
False |
1,786 |
| 80 |
145.58 |
96.69 |
48.89 |
33.7% |
1.81 |
1.2% |
99% |
True |
False |
1,481 |
| 100 |
145.58 |
90.95 |
54.63 |
37.6% |
1.52 |
1.0% |
99% |
True |
False |
1,322 |
| 120 |
145.58 |
84.44 |
61.14 |
42.1% |
1.29 |
0.9% |
99% |
True |
False |
1,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161.43 |
|
2.618 |
155.35 |
|
1.618 |
151.62 |
|
1.000 |
149.31 |
|
0.618 |
147.89 |
|
HIGH |
145.58 |
|
0.618 |
144.16 |
|
0.500 |
143.72 |
|
0.382 |
143.27 |
|
LOW |
141.85 |
|
0.618 |
139.54 |
|
1.000 |
138.12 |
|
1.618 |
135.81 |
|
2.618 |
132.08 |
|
4.250 |
126.00 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
144.65 |
144.60 |
| PP |
144.18 |
144.08 |
| S1 |
143.72 |
143.57 |
|