NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
139.68 |
138.30 |
-1.38 |
-1.0% |
141.72 |
| High |
139.68 |
143.83 |
4.15 |
3.0% |
146.66 |
| Low |
138.12 |
138.20 |
0.08 |
0.1% |
141.72 |
| Close |
138.55 |
143.83 |
5.28 |
3.8% |
146.79 |
| Range |
1.56 |
5.63 |
4.07 |
260.9% |
4.94 |
| ATR |
2.39 |
2.62 |
0.23 |
9.7% |
0.00 |
| Volume |
1,844 |
3,112 |
1,268 |
68.8% |
7,438 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158.84 |
156.97 |
146.93 |
|
| R3 |
153.21 |
151.34 |
145.38 |
|
| R2 |
147.58 |
147.58 |
144.86 |
|
| R1 |
145.71 |
145.71 |
144.35 |
146.65 |
| PP |
141.95 |
141.95 |
141.95 |
142.42 |
| S1 |
140.08 |
140.08 |
143.31 |
141.02 |
| S2 |
136.32 |
136.32 |
142.80 |
|
| S3 |
130.69 |
134.45 |
142.28 |
|
| S4 |
125.06 |
128.82 |
140.73 |
|
|
| 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 |
138.12 |
8.54 |
5.9% |
1.76 |
1.2% |
67% |
False |
False |
1,851 |
| 10 |
146.66 |
138.12 |
8.54 |
5.9% |
1.38 |
1.0% |
67% |
False |
False |
1,557 |
| 20 |
146.66 |
134.00 |
12.66 |
8.8% |
1.29 |
0.9% |
78% |
False |
False |
1,056 |
| 40 |
146.66 |
121.82 |
24.84 |
17.3% |
1.24 |
0.9% |
89% |
False |
False |
998 |
| 60 |
146.66 |
108.15 |
38.51 |
26.8% |
0.98 |
0.7% |
93% |
False |
False |
828 |
| 80 |
146.66 |
95.99 |
50.67 |
35.2% |
0.74 |
0.5% |
94% |
False |
False |
712 |
| 100 |
146.66 |
95.18 |
51.48 |
35.8% |
0.63 |
0.4% |
95% |
False |
False |
669 |
| 120 |
146.66 |
84.00 |
62.66 |
43.6% |
0.54 |
0.4% |
95% |
False |
False |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
167.76 |
|
2.618 |
158.57 |
|
1.618 |
152.94 |
|
1.000 |
149.46 |
|
0.618 |
147.31 |
|
HIGH |
143.83 |
|
0.618 |
141.68 |
|
0.500 |
141.02 |
|
0.382 |
140.35 |
|
LOW |
138.20 |
|
0.618 |
134.72 |
|
1.000 |
132.57 |
|
1.618 |
129.09 |
|
2.618 |
123.46 |
|
4.250 |
114.27 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.89 |
142.88 |
| PP |
141.95 |
141.93 |
| S1 |
141.02 |
140.98 |
|