NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.00 |
140.85 |
-4.15 |
-2.9% |
143.75 |
| High |
145.00 |
140.85 |
-4.15 |
-2.9% |
146.57 |
| Low |
142.30 |
137.80 |
-4.50 |
-3.2% |
141.55 |
| Close |
143.28 |
138.39 |
-4.89 |
-3.4% |
145.66 |
| Range |
2.70 |
3.05 |
0.35 |
13.0% |
5.02 |
| ATR |
3.04 |
3.21 |
0.17 |
5.7% |
0.00 |
| Volume |
2,431 |
4,791 |
2,360 |
97.1% |
23,017 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.16 |
146.33 |
140.07 |
|
| R3 |
145.11 |
143.28 |
139.23 |
|
| R2 |
142.06 |
142.06 |
138.95 |
|
| R1 |
140.23 |
140.23 |
138.67 |
139.62 |
| PP |
139.01 |
139.01 |
139.01 |
138.71 |
| S1 |
137.18 |
137.18 |
138.11 |
136.57 |
| S2 |
135.96 |
135.96 |
137.83 |
|
| S3 |
132.91 |
134.13 |
137.55 |
|
| S4 |
129.86 |
131.08 |
136.71 |
|
|
| 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 |
137.80 |
8.77 |
6.3% |
2.29 |
1.7% |
7% |
False |
True |
5,005 |
| 10 |
146.57 |
133.51 |
13.06 |
9.4% |
2.50 |
1.8% |
37% |
False |
False |
3,783 |
| 20 |
146.57 |
131.83 |
14.74 |
10.7% |
2.66 |
1.9% |
45% |
False |
False |
3,098 |
| 40 |
146.57 |
121.97 |
24.60 |
17.8% |
2.61 |
1.9% |
67% |
False |
False |
2,779 |
| 60 |
146.57 |
106.04 |
40.53 |
29.3% |
2.07 |
1.5% |
80% |
False |
False |
2,084 |
| 80 |
146.57 |
96.69 |
49.88 |
36.0% |
1.89 |
1.4% |
84% |
False |
False |
1,702 |
| 100 |
146.57 |
92.74 |
53.83 |
38.9% |
1.58 |
1.1% |
85% |
False |
False |
1,519 |
| 120 |
146.57 |
84.44 |
62.13 |
44.9% |
1.35 |
1.0% |
87% |
False |
False |
1,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.81 |
|
2.618 |
148.83 |
|
1.618 |
145.78 |
|
1.000 |
143.90 |
|
0.618 |
142.73 |
|
HIGH |
140.85 |
|
0.618 |
139.68 |
|
0.500 |
139.33 |
|
0.382 |
138.97 |
|
LOW |
137.80 |
|
0.618 |
135.92 |
|
1.000 |
134.75 |
|
1.618 |
132.87 |
|
2.618 |
129.82 |
|
4.250 |
124.84 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
139.33 |
141.82 |
| PP |
139.01 |
140.68 |
| S1 |
138.70 |
139.53 |
|