NYMEX Light Sweet Crude Oil Future August 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
141.59 |
136.00 |
-5.59 |
-3.9% |
140.60 |
| High |
142.44 |
138.28 |
-4.16 |
-2.9% |
145.85 |
| Low |
135.14 |
135.34 |
0.20 |
0.1% |
139.17 |
| Close |
136.04 |
136.05 |
0.01 |
0.0% |
145.29 |
| Range |
7.30 |
2.94 |
-4.36 |
-59.7% |
6.68 |
| ATR |
4.89 |
4.75 |
-0.14 |
-2.8% |
0.00 |
| Volume |
304,148 |
382,404 |
78,256 |
25.7% |
1,023,093 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.38 |
143.65 |
137.67 |
|
| R3 |
142.44 |
140.71 |
136.86 |
|
| R2 |
139.50 |
139.50 |
136.59 |
|
| R1 |
137.77 |
137.77 |
136.32 |
138.64 |
| PP |
136.56 |
136.56 |
136.56 |
136.99 |
| S1 |
134.83 |
134.83 |
135.78 |
135.70 |
| S2 |
133.62 |
133.62 |
135.51 |
|
| S3 |
130.68 |
131.89 |
135.24 |
|
| S4 |
127.74 |
128.95 |
134.43 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.48 |
161.06 |
148.96 |
|
| R3 |
156.80 |
154.38 |
147.13 |
|
| R2 |
150.12 |
150.12 |
146.51 |
|
| R1 |
147.70 |
147.70 |
145.90 |
148.91 |
| PP |
143.44 |
143.44 |
143.44 |
144.04 |
| S1 |
141.02 |
141.02 |
144.68 |
142.23 |
| S2 |
136.76 |
136.76 |
144.07 |
|
| S3 |
130.08 |
134.34 |
143.45 |
|
| S4 |
123.40 |
127.66 |
141.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.85 |
135.14 |
10.71 |
7.9% |
4.44 |
3.3% |
8% |
False |
False |
274,508 |
| 10 |
145.85 |
131.95 |
13.90 |
10.2% |
4.68 |
3.4% |
29% |
False |
False |
271,903 |
| 20 |
145.85 |
131.75 |
14.10 |
10.4% |
4.84 |
3.6% |
30% |
False |
False |
236,647 |
| 40 |
145.85 |
120.61 |
25.24 |
18.6% |
4.79 |
3.5% |
61% |
False |
False |
168,454 |
| 60 |
145.85 |
108.95 |
36.90 |
27.1% |
4.25 |
3.1% |
73% |
False |
False |
121,552 |
| 80 |
145.85 |
97.33 |
48.52 |
35.7% |
3.95 |
2.9% |
80% |
False |
False |
94,224 |
| 100 |
145.85 |
94.67 |
51.18 |
37.6% |
3.69 |
2.7% |
81% |
False |
False |
76,767 |
| 120 |
145.85 |
84.33 |
61.52 |
45.2% |
3.37 |
2.5% |
84% |
False |
False |
64,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150.78 |
|
2.618 |
145.98 |
|
1.618 |
143.04 |
|
1.000 |
141.22 |
|
0.618 |
140.10 |
|
HIGH |
138.28 |
|
0.618 |
137.16 |
|
0.500 |
136.81 |
|
0.382 |
136.46 |
|
LOW |
135.34 |
|
0.618 |
133.52 |
|
1.000 |
132.40 |
|
1.618 |
130.58 |
|
2.618 |
127.64 |
|
4.250 |
122.85 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.81 |
139.84 |
| PP |
136.56 |
138.57 |
| S1 |
136.30 |
137.31 |
|