NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
146.85 |
140.77 |
-6.08 |
-4.1% |
145.00 |
| High |
147.30 |
141.22 |
-6.08 |
-4.1% |
148.35 |
| Low |
139.00 |
135.99 |
-3.01 |
-2.2% |
137.76 |
| Close |
140.85 |
137.02 |
-3.83 |
-2.7% |
146.47 |
| Range |
8.30 |
5.23 |
-3.07 |
-37.0% |
10.59 |
| ATR |
3.74 |
3.84 |
0.11 |
2.9% |
0.00 |
| Volume |
4,705 |
6,006 |
1,301 |
27.7% |
19,974 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.77 |
150.62 |
139.90 |
|
| R3 |
148.54 |
145.39 |
138.46 |
|
| R2 |
143.31 |
143.31 |
137.98 |
|
| R1 |
140.16 |
140.16 |
137.50 |
139.12 |
| PP |
138.08 |
138.08 |
138.08 |
137.56 |
| S1 |
134.93 |
134.93 |
136.54 |
133.89 |
| S2 |
132.85 |
132.85 |
136.06 |
|
| S3 |
127.62 |
129.70 |
135.58 |
|
| S4 |
122.39 |
124.47 |
134.14 |
|
|
| 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 |
135.99 |
12.36 |
9.0% |
5.36 |
3.9% |
8% |
False |
True |
4,579 |
| 10 |
148.35 |
135.99 |
12.36 |
9.0% |
3.68 |
2.7% |
8% |
False |
True |
4,947 |
| 20 |
148.35 |
133.32 |
15.03 |
11.0% |
3.06 |
2.2% |
25% |
False |
False |
3,740 |
| 40 |
148.35 |
122.90 |
25.45 |
18.6% |
3.08 |
2.3% |
55% |
False |
False |
3,237 |
| 60 |
148.35 |
108.57 |
39.78 |
29.0% |
2.46 |
1.8% |
72% |
False |
False |
2,510 |
| 80 |
148.35 |
97.38 |
50.97 |
37.2% |
2.20 |
1.6% |
78% |
False |
False |
2,009 |
| 100 |
148.35 |
96.69 |
51.66 |
37.7% |
1.84 |
1.3% |
78% |
False |
False |
1,743 |
| 120 |
148.35 |
86.00 |
62.35 |
45.5% |
1.59 |
1.2% |
82% |
False |
False |
1,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.45 |
|
2.618 |
154.91 |
|
1.618 |
149.68 |
|
1.000 |
146.45 |
|
0.618 |
144.45 |
|
HIGH |
141.22 |
|
0.618 |
139.22 |
|
0.500 |
138.61 |
|
0.382 |
137.99 |
|
LOW |
135.99 |
|
0.618 |
132.76 |
|
1.000 |
130.76 |
|
1.618 |
127.53 |
|
2.618 |
122.30 |
|
4.250 |
113.76 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
138.61 |
141.80 |
| PP |
138.08 |
140.20 |
| S1 |
137.55 |
138.61 |
|