NYMEX Light Sweet Crude Oil Future February 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 |
146.66 |
146.66 |
0.00 |
0.0% |
141.72 |
| High |
146.66 |
146.66 |
0.00 |
0.0% |
146.66 |
| Low |
146.66 |
146.66 |
0.00 |
0.0% |
141.72 |
| Close |
146.79 |
146.79 |
0.00 |
0.0% |
146.79 |
| Range |
|
|
|
|
|
| ATR |
2.21 |
2.06 |
-0.15 |
-6.7% |
0.00 |
| Volume |
1,800 |
1,800 |
0 |
0.0% |
7,438 |
|
| Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146.70 |
146.75 |
146.79 |
|
| R3 |
146.70 |
146.75 |
146.79 |
|
| R2 |
146.70 |
146.70 |
146.79 |
|
| R1 |
146.75 |
146.75 |
146.79 |
146.73 |
| PP |
146.70 |
146.70 |
146.70 |
146.69 |
| S1 |
146.75 |
146.75 |
146.79 |
146.73 |
| S2 |
146.70 |
146.70 |
146.79 |
|
| S3 |
146.70 |
146.75 |
146.79 |
|
| S4 |
146.70 |
146.75 |
146.79 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.88 |
158.27 |
149.51 |
|
| R3 |
154.94 |
153.33 |
148.15 |
|
| R2 |
150.00 |
150.00 |
147.70 |
|
| R1 |
148.39 |
148.39 |
147.24 |
149.20 |
| PP |
145.06 |
145.06 |
145.06 |
145.46 |
| S1 |
143.45 |
143.45 |
146.34 |
144.26 |
| S2 |
140.12 |
140.12 |
145.88 |
|
| S3 |
135.18 |
138.51 |
145.43 |
|
| S4 |
130.24 |
133.57 |
144.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.66 |
141.72 |
4.94 |
3.4% |
0.38 |
0.3% |
103% |
True |
False |
1,487 |
| 10 |
146.66 |
135.10 |
11.56 |
7.9% |
1.18 |
0.8% |
101% |
True |
False |
955 |
| 20 |
146.66 |
131.75 |
14.91 |
10.2% |
0.99 |
0.7% |
101% |
True |
False |
988 |
| 40 |
146.66 |
121.78 |
24.88 |
16.9% |
1.08 |
0.7% |
101% |
True |
False |
897 |
| 60 |
146.66 |
105.34 |
41.32 |
28.1% |
0.84 |
0.6% |
100% |
True |
False |
742 |
| 80 |
146.66 |
95.99 |
50.67 |
34.5% |
0.65 |
0.4% |
100% |
True |
False |
660 |
| 100 |
146.66 |
91.39 |
55.27 |
37.7% |
0.54 |
0.4% |
100% |
True |
False |
605 |
| 120 |
146.66 |
84.00 |
62.66 |
42.7% |
0.47 |
0.3% |
100% |
True |
False |
540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146.66 |
|
2.618 |
146.66 |
|
1.618 |
146.66 |
|
1.000 |
146.66 |
|
0.618 |
146.66 |
|
HIGH |
146.66 |
|
0.618 |
146.66 |
|
0.500 |
146.66 |
|
0.382 |
146.66 |
|
LOW |
146.66 |
|
0.618 |
146.66 |
|
1.000 |
146.66 |
|
1.618 |
146.66 |
|
2.618 |
146.66 |
|
4.250 |
146.66 |
|
|
| Fisher Pivots for day following 04-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
146.75 |
145.99 |
| PP |
146.70 |
145.18 |
| S1 |
146.66 |
144.38 |
|