NYMEX Light Sweet Crude Oil Future January 2009
| 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 |
143.21 |
145.82 |
2.61 |
1.8% |
137.50 |
| High |
145.58 |
146.57 |
0.99 |
0.7% |
142.63 |
| Low |
141.85 |
145.00 |
3.15 |
2.2% |
133.51 |
| Close |
145.12 |
146.68 |
1.56 |
1.1% |
141.33 |
| Range |
3.73 |
1.57 |
-2.16 |
-57.9% |
9.12 |
| ATR |
3.27 |
3.15 |
-0.12 |
-3.7% |
0.00 |
| Volume |
3,713 |
7,046 |
3,333 |
89.8% |
10,667 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150.79 |
150.31 |
147.54 |
|
| R3 |
149.22 |
148.74 |
147.11 |
|
| R2 |
147.65 |
147.65 |
146.97 |
|
| R1 |
147.17 |
147.17 |
146.82 |
147.41 |
| PP |
146.08 |
146.08 |
146.08 |
146.21 |
| S1 |
145.60 |
145.60 |
146.54 |
145.84 |
| S2 |
144.51 |
144.51 |
146.39 |
|
| S3 |
142.94 |
144.03 |
146.25 |
|
| S4 |
141.37 |
142.46 |
145.82 |
|
|
| 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 |
146.57 |
140.00 |
6.57 |
4.5% |
2.51 |
1.7% |
102% |
True |
False |
3,651 |
| 10 |
146.57 |
133.51 |
13.06 |
8.9% |
2.24 |
1.5% |
101% |
True |
False |
2,941 |
| 20 |
146.57 |
130.44 |
16.13 |
11.0% |
2.88 |
2.0% |
101% |
True |
False |
2,813 |
| 40 |
146.57 |
119.92 |
26.65 |
18.2% |
2.55 |
1.7% |
100% |
True |
False |
2,549 |
| 60 |
146.57 |
104.00 |
42.57 |
29.0% |
2.01 |
1.4% |
100% |
True |
False |
1,881 |
| 80 |
146.57 |
96.69 |
49.88 |
34.0% |
1.82 |
1.2% |
100% |
True |
False |
1,563 |
| 100 |
146.57 |
90.95 |
55.62 |
37.9% |
1.53 |
1.0% |
100% |
True |
False |
1,391 |
| 120 |
146.57 |
84.44 |
62.13 |
42.4% |
1.30 |
0.9% |
100% |
True |
False |
1,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.24 |
|
2.618 |
150.68 |
|
1.618 |
149.11 |
|
1.000 |
148.14 |
|
0.618 |
147.54 |
|
HIGH |
146.57 |
|
0.618 |
145.97 |
|
0.500 |
145.79 |
|
0.382 |
145.60 |
|
LOW |
145.00 |
|
0.618 |
144.03 |
|
1.000 |
143.43 |
|
1.618 |
142.46 |
|
2.618 |
140.89 |
|
4.250 |
138.33 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
146.38 |
145.86 |
| PP |
146.08 |
145.03 |
| S1 |
145.79 |
144.21 |
|