NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
143.65 |
142.10 |
-1.55 |
-1.1% |
136.43 |
| High |
143.65 |
143.73 |
0.08 |
0.1% |
143.60 |
| Low |
143.37 |
142.10 |
-1.27 |
-0.9% |
135.10 |
| Close |
142.65 |
145.21 |
2.56 |
1.8% |
141.27 |
| Range |
0.28 |
1.63 |
1.35 |
482.1% |
8.50 |
| ATR |
2.32 |
2.27 |
-0.05 |
-2.1% |
0.00 |
| Volume |
751 |
2,247 |
1,496 |
199.2% |
2,113 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148.57 |
148.52 |
146.11 |
|
| R3 |
146.94 |
146.89 |
145.66 |
|
| R2 |
145.31 |
145.31 |
145.51 |
|
| R1 |
145.26 |
145.26 |
145.36 |
145.29 |
| PP |
143.68 |
143.68 |
143.68 |
143.69 |
| S1 |
143.63 |
143.63 |
145.06 |
143.66 |
| S2 |
142.05 |
142.05 |
144.91 |
|
| S3 |
140.42 |
142.00 |
144.76 |
|
| S4 |
138.79 |
140.37 |
144.31 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.49 |
161.88 |
145.95 |
|
| R3 |
156.99 |
153.38 |
143.61 |
|
| R2 |
148.49 |
148.49 |
142.83 |
|
| R1 |
144.88 |
144.88 |
142.05 |
146.69 |
| PP |
139.99 |
139.99 |
139.99 |
140.89 |
| S1 |
136.38 |
136.38 |
140.49 |
138.19 |
| S2 |
131.49 |
131.49 |
139.71 |
|
| S3 |
122.99 |
127.88 |
138.93 |
|
| S4 |
114.49 |
119.38 |
136.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.73 |
138.43 |
5.30 |
3.6% |
1.44 |
1.0% |
128% |
True |
False |
1,052 |
| 10 |
143.73 |
134.00 |
9.73 |
6.7% |
1.31 |
0.9% |
115% |
True |
False |
727 |
| 20 |
143.73 |
126.47 |
17.26 |
11.9% |
1.09 |
0.7% |
109% |
True |
False |
858 |
| 40 |
143.73 |
117.59 |
26.14 |
18.0% |
1.20 |
0.8% |
106% |
True |
False |
855 |
| 60 |
143.73 |
104.84 |
38.89 |
26.8% |
0.84 |
0.6% |
104% |
True |
False |
692 |
| 80 |
143.73 |
95.99 |
47.74 |
32.9% |
0.65 |
0.4% |
103% |
True |
False |
623 |
| 100 |
143.73 |
89.30 |
54.43 |
37.5% |
0.56 |
0.4% |
103% |
True |
False |
572 |
| 120 |
143.73 |
84.00 |
59.73 |
41.1% |
0.47 |
0.3% |
102% |
True |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.66 |
|
2.618 |
148.00 |
|
1.618 |
146.37 |
|
1.000 |
145.36 |
|
0.618 |
144.74 |
|
HIGH |
143.73 |
|
0.618 |
143.11 |
|
0.500 |
142.92 |
|
0.382 |
142.72 |
|
LOW |
142.10 |
|
0.618 |
141.09 |
|
1.000 |
140.47 |
|
1.618 |
139.46 |
|
2.618 |
137.83 |
|
4.250 |
135.17 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
144.45 |
144.38 |
| PP |
143.68 |
143.55 |
| S1 |
142.92 |
142.73 |
|