NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
143.33 |
145.00 |
1.67 |
1.2% |
145.00 |
| High |
148.35 |
147.60 |
-0.75 |
-0.5% |
148.35 |
| Low |
143.33 |
144.85 |
1.52 |
1.1% |
137.76 |
| Close |
146.47 |
146.85 |
0.38 |
0.3% |
146.47 |
| Range |
5.02 |
2.75 |
-2.27 |
-45.2% |
10.59 |
| ATR |
3.43 |
3.39 |
-0.05 |
-1.4% |
0.00 |
| Volume |
3,538 |
4,699 |
1,161 |
32.8% |
19,974 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154.68 |
153.52 |
148.36 |
|
| R3 |
151.93 |
150.77 |
147.61 |
|
| R2 |
149.18 |
149.18 |
147.35 |
|
| R1 |
148.02 |
148.02 |
147.10 |
148.60 |
| PP |
146.43 |
146.43 |
146.43 |
146.73 |
| S1 |
145.27 |
145.27 |
146.60 |
145.85 |
| S2 |
143.68 |
143.68 |
146.35 |
|
| S3 |
140.93 |
142.52 |
146.09 |
|
| S4 |
138.18 |
139.77 |
145.34 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.96 |
171.81 |
152.29 |
|
| R3 |
165.37 |
161.22 |
149.38 |
|
| R2 |
154.78 |
154.78 |
148.41 |
|
| R1 |
150.63 |
150.63 |
147.44 |
152.71 |
| PP |
144.19 |
144.19 |
144.19 |
145.23 |
| S1 |
140.04 |
140.04 |
145.50 |
142.12 |
| S2 |
133.60 |
133.60 |
144.53 |
|
| S3 |
123.01 |
129.45 |
143.56 |
|
| S4 |
112.42 |
118.86 |
140.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.35 |
137.76 |
10.59 |
7.2% |
3.71 |
2.5% |
86% |
False |
False |
4,448 |
| 10 |
148.35 |
137.76 |
10.59 |
7.2% |
2.94 |
2.0% |
86% |
False |
False |
4,504 |
| 20 |
148.35 |
133.32 |
15.03 |
10.2% |
2.65 |
1.8% |
90% |
False |
False |
3,388 |
| 40 |
148.35 |
122.90 |
25.45 |
17.3% |
2.84 |
1.9% |
94% |
False |
False |
3,047 |
| 60 |
148.35 |
108.57 |
39.78 |
27.1% |
2.26 |
1.5% |
96% |
False |
False |
2,338 |
| 80 |
148.35 |
96.69 |
51.66 |
35.2% |
2.05 |
1.4% |
97% |
False |
False |
1,884 |
| 100 |
148.35 |
95.30 |
53.05 |
36.1% |
1.71 |
1.2% |
97% |
False |
False |
1,646 |
| 120 |
148.35 |
86.00 |
62.35 |
42.5% |
1.47 |
1.0% |
98% |
False |
False |
1,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159.29 |
|
2.618 |
154.80 |
|
1.618 |
152.05 |
|
1.000 |
150.35 |
|
0.618 |
149.30 |
|
HIGH |
147.60 |
|
0.618 |
146.55 |
|
0.500 |
146.23 |
|
0.382 |
145.90 |
|
LOW |
144.85 |
|
0.618 |
143.15 |
|
1.000 |
142.10 |
|
1.618 |
140.40 |
|
2.618 |
137.65 |
|
4.250 |
133.16 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
146.64 |
145.68 |
| PP |
146.43 |
144.51 |
| S1 |
146.23 |
143.34 |
|