NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
141.44 |
144.19 |
2.75 |
1.9% |
134.80 |
| High |
144.32 |
145.85 |
1.53 |
1.1% |
142.99 |
| Low |
140.01 |
143.22 |
3.21 |
2.3% |
131.95 |
| Close |
143.57 |
145.29 |
1.72 |
1.2% |
140.21 |
| Range |
4.31 |
2.63 |
-1.68 |
-39.0% |
11.04 |
| ATR |
4.78 |
4.62 |
-0.15 |
-3.2% |
0.00 |
| Volume |
238,751 |
253,397 |
14,646 |
6.1% |
1,342,880 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.68 |
151.61 |
146.74 |
|
| R3 |
150.05 |
148.98 |
146.01 |
|
| R2 |
147.42 |
147.42 |
145.77 |
|
| R1 |
146.35 |
146.35 |
145.53 |
146.89 |
| PP |
144.79 |
144.79 |
144.79 |
145.05 |
| S1 |
143.72 |
143.72 |
145.05 |
144.26 |
| S2 |
142.16 |
142.16 |
144.81 |
|
| S3 |
139.53 |
141.09 |
144.57 |
|
| S4 |
136.90 |
138.46 |
143.84 |
|
|
| 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 |
145.85 |
138.61 |
7.24 |
5.0% |
3.84 |
2.6% |
92% |
True |
False |
263,773 |
| 10 |
145.85 |
131.75 |
14.10 |
9.7% |
4.42 |
3.0% |
96% |
True |
False |
272,537 |
| 20 |
145.85 |
128.14 |
17.71 |
12.2% |
5.25 |
3.6% |
97% |
True |
False |
217,324 |
| 40 |
145.85 |
120.61 |
25.24 |
17.4% |
4.62 |
3.2% |
98% |
True |
False |
150,314 |
| 60 |
145.85 |
107.41 |
38.44 |
26.5% |
4.08 |
2.8% |
99% |
True |
False |
107,481 |
| 80 |
145.85 |
97.33 |
48.52 |
33.4% |
3.90 |
2.7% |
99% |
True |
False |
83,520 |
| 100 |
145.85 |
93.34 |
52.51 |
36.1% |
3.57 |
2.5% |
99% |
True |
False |
68,036 |
| 120 |
145.85 |
84.33 |
61.52 |
42.3% |
3.28 |
2.3% |
99% |
True |
False |
57,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157.03 |
|
2.618 |
152.74 |
|
1.618 |
150.11 |
|
1.000 |
148.48 |
|
0.618 |
147.48 |
|
HIGH |
145.85 |
|
0.618 |
144.85 |
|
0.500 |
144.54 |
|
0.382 |
144.22 |
|
LOW |
143.22 |
|
0.618 |
141.59 |
|
1.000 |
140.59 |
|
1.618 |
138.96 |
|
2.618 |
136.33 |
|
4.250 |
132.04 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
145.04 |
144.49 |
| PP |
144.79 |
143.70 |
| S1 |
144.54 |
142.90 |
|