NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
146.66 |
141.91 |
-4.75 |
-3.2% |
141.72 |
| High |
146.66 |
141.91 |
-4.75 |
-3.2% |
146.66 |
| Low |
146.66 |
141.90 |
-4.76 |
-3.2% |
141.72 |
| Close |
146.79 |
143.48 |
-3.31 |
-2.3% |
146.79 |
| Range |
0.00 |
0.01 |
0.01 |
|
4.94 |
| ATR |
2.06 |
2.27 |
0.20 |
9.8% |
0.00 |
| Volume |
1,800 |
847 |
-953 |
-52.9% |
7,438 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142.46 |
142.98 |
143.49 |
|
| R3 |
142.45 |
142.97 |
143.48 |
|
| R2 |
142.44 |
142.44 |
143.48 |
|
| R1 |
142.96 |
142.96 |
143.48 |
142.70 |
| PP |
142.43 |
142.43 |
142.43 |
142.30 |
| S1 |
142.95 |
142.95 |
143.48 |
142.69 |
| S2 |
142.42 |
142.42 |
143.48 |
|
| S3 |
142.41 |
142.94 |
143.48 |
|
| S4 |
142.40 |
142.93 |
143.47 |
|
|
| 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 |
141.90 |
4.76 |
3.3% |
0.38 |
0.3% |
33% |
False |
True |
1,489 |
| 10 |
146.66 |
135.10 |
11.56 |
8.1% |
1.07 |
0.7% |
72% |
False |
False |
992 |
| 20 |
146.66 |
131.75 |
14.91 |
10.4% |
0.99 |
0.7% |
79% |
False |
False |
980 |
| 40 |
146.66 |
121.78 |
24.88 |
17.3% |
1.07 |
0.7% |
87% |
False |
False |
887 |
| 60 |
146.66 |
106.34 |
40.32 |
28.1% |
0.84 |
0.6% |
92% |
False |
False |
747 |
| 80 |
146.66 |
95.99 |
50.67 |
35.3% |
0.65 |
0.5% |
94% |
False |
False |
658 |
| 100 |
146.66 |
92.10 |
54.56 |
38.0% |
0.54 |
0.4% |
94% |
False |
False |
613 |
| 120 |
146.66 |
84.00 |
62.66 |
43.7% |
0.47 |
0.3% |
95% |
False |
False |
541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141.95 |
|
2.618 |
141.94 |
|
1.618 |
141.93 |
|
1.000 |
141.92 |
|
0.618 |
141.92 |
|
HIGH |
141.91 |
|
0.618 |
141.91 |
|
0.500 |
141.91 |
|
0.382 |
141.90 |
|
LOW |
141.90 |
|
0.618 |
141.89 |
|
1.000 |
141.89 |
|
1.618 |
141.88 |
|
2.618 |
141.87 |
|
4.250 |
141.86 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.96 |
144.28 |
| PP |
142.43 |
144.01 |
| S1 |
141.91 |
143.75 |
|