NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 04-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.82 |
145.50 |
-0.32 |
-0.2% |
143.75 |
| High |
146.57 |
145.84 |
-0.73 |
-0.5% |
146.57 |
| Low |
145.00 |
145.43 |
0.43 |
0.3% |
141.55 |
| Close |
146.68 |
145.66 |
-1.02 |
-0.7% |
145.66 |
| Range |
1.57 |
0.41 |
-1.16 |
-73.9% |
5.02 |
| ATR |
3.15 |
3.01 |
-0.14 |
-4.3% |
0.00 |
| Volume |
7,046 |
7,046 |
0 |
0.0% |
23,017 |
|
| Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.87 |
146.68 |
145.89 |
|
| R3 |
146.46 |
146.27 |
145.77 |
|
| R2 |
146.05 |
146.05 |
145.74 |
|
| R1 |
145.86 |
145.86 |
145.70 |
145.96 |
| PP |
145.64 |
145.64 |
145.64 |
145.69 |
| S1 |
145.45 |
145.45 |
145.62 |
145.55 |
| S2 |
145.23 |
145.23 |
145.58 |
|
| S3 |
144.82 |
145.04 |
145.55 |
|
| S4 |
144.41 |
144.63 |
145.43 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.65 |
157.68 |
148.42 |
|
| R3 |
154.63 |
152.66 |
147.04 |
|
| R2 |
149.61 |
149.61 |
146.58 |
|
| R1 |
147.64 |
147.64 |
146.12 |
148.63 |
| PP |
144.59 |
144.59 |
144.59 |
145.09 |
| S1 |
142.62 |
142.62 |
145.20 |
143.61 |
| S2 |
139.57 |
139.57 |
144.74 |
|
| S3 |
134.55 |
137.60 |
144.28 |
|
| S4 |
129.53 |
132.58 |
142.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.57 |
141.55 |
5.02 |
3.4% |
2.07 |
1.4% |
82% |
False |
False |
4,603 |
| 10 |
146.57 |
133.51 |
13.06 |
9.0% |
2.10 |
1.4% |
93% |
False |
False |
3,368 |
| 20 |
146.57 |
131.83 |
14.74 |
10.1% |
2.52 |
1.7% |
94% |
False |
False |
3,096 |
| 40 |
146.57 |
121.97 |
24.60 |
16.9% |
2.51 |
1.7% |
96% |
False |
False |
2,675 |
| 60 |
146.57 |
105.06 |
41.51 |
28.5% |
1.99 |
1.4% |
98% |
False |
False |
1,990 |
| 80 |
146.57 |
96.69 |
49.88 |
34.2% |
1.83 |
1.3% |
98% |
False |
False |
1,635 |
| 100 |
146.57 |
91.25 |
55.32 |
38.0% |
1.53 |
1.0% |
98% |
False |
False |
1,460 |
| 120 |
146.57 |
84.44 |
62.13 |
42.7% |
1.30 |
0.9% |
99% |
False |
False |
1,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147.58 |
|
2.618 |
146.91 |
|
1.618 |
146.50 |
|
1.000 |
146.25 |
|
0.618 |
146.09 |
|
HIGH |
145.84 |
|
0.618 |
145.68 |
|
0.500 |
145.64 |
|
0.382 |
145.59 |
|
LOW |
145.43 |
|
0.618 |
145.18 |
|
1.000 |
145.02 |
|
1.618 |
144.77 |
|
2.618 |
144.36 |
|
4.250 |
143.69 |
|
|
| Fisher Pivots for day following 04-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
145.65 |
145.18 |
| PP |
145.64 |
144.69 |
| S1 |
145.64 |
144.21 |
|