NYMEX Light Sweet Crude Oil Future August 2008
| 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 |
140.18 |
141.44 |
1.26 |
0.9% |
134.80 |
| High |
143.33 |
144.32 |
0.99 |
0.7% |
142.99 |
| Low |
139.95 |
140.01 |
0.06 |
0.0% |
131.95 |
| Close |
140.97 |
143.57 |
2.60 |
1.8% |
140.21 |
| Range |
3.38 |
4.31 |
0.93 |
27.5% |
11.04 |
| ATR |
4.81 |
4.78 |
-0.04 |
-0.7% |
0.00 |
| Volume |
253,428 |
238,751 |
-14,677 |
-5.8% |
1,342,880 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.56 |
153.88 |
145.94 |
|
| R3 |
151.25 |
149.57 |
144.76 |
|
| R2 |
146.94 |
146.94 |
144.36 |
|
| R1 |
145.26 |
145.26 |
143.97 |
146.10 |
| PP |
142.63 |
142.63 |
142.63 |
143.06 |
| S1 |
140.95 |
140.95 |
143.17 |
141.79 |
| S2 |
138.32 |
138.32 |
142.78 |
|
| S3 |
134.01 |
136.64 |
142.38 |
|
| S4 |
129.70 |
132.33 |
141.20 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
171.50 |
166.90 |
146.28 |
|
| R3 |
160.46 |
155.86 |
143.25 |
|
| R2 |
149.42 |
149.42 |
142.23 |
|
| R1 |
144.82 |
144.82 |
141.22 |
147.12 |
| PP |
138.38 |
138.38 |
138.38 |
139.54 |
| S1 |
133.78 |
133.78 |
139.20 |
136.08 |
| S2 |
127.34 |
127.34 |
138.19 |
|
| S3 |
116.30 |
122.74 |
137.17 |
|
| S4 |
105.26 |
111.70 |
134.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.32 |
133.68 |
10.64 |
7.4% |
4.66 |
3.2% |
93% |
True |
False |
271,173 |
| 10 |
144.32 |
131.75 |
12.57 |
8.8% |
4.75 |
3.3% |
94% |
True |
False |
268,773 |
| 20 |
144.32 |
122.05 |
22.27 |
15.5% |
5.45 |
3.8% |
97% |
True |
False |
210,020 |
| 40 |
144.32 |
120.61 |
23.71 |
16.5% |
4.63 |
3.2% |
97% |
True |
False |
144,921 |
| 60 |
144.32 |
106.93 |
37.39 |
26.0% |
4.09 |
2.8% |
98% |
True |
False |
103,520 |
| 80 |
144.32 |
97.33 |
46.99 |
32.7% |
3.89 |
2.7% |
98% |
True |
False |
80,504 |
| 100 |
144.32 |
91.40 |
52.92 |
36.9% |
3.56 |
2.5% |
99% |
True |
False |
65,536 |
| 120 |
144.32 |
84.33 |
59.99 |
41.8% |
3.26 |
2.3% |
99% |
True |
False |
55,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.64 |
|
2.618 |
155.60 |
|
1.618 |
151.29 |
|
1.000 |
148.63 |
|
0.618 |
146.98 |
|
HIGH |
144.32 |
|
0.618 |
142.67 |
|
0.500 |
142.17 |
|
0.382 |
141.66 |
|
LOW |
140.01 |
|
0.618 |
137.35 |
|
1.000 |
135.70 |
|
1.618 |
133.04 |
|
2.618 |
128.73 |
|
4.250 |
121.69 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
143.10 |
142.96 |
| PP |
142.63 |
142.35 |
| S1 |
142.17 |
141.75 |
|