NYMEX Light Sweet Crude Oil Future September 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 |
140.70 |
142.07 |
1.37 |
1.0% |
135.20 |
| High |
143.90 |
144.94 |
1.04 |
0.7% |
143.54 |
| Low |
140.52 |
140.70 |
0.18 |
0.1% |
132.51 |
| Close |
141.58 |
144.14 |
2.56 |
1.8% |
140.75 |
| Range |
3.38 |
4.24 |
0.86 |
25.4% |
11.03 |
| ATR |
4.71 |
4.68 |
-0.03 |
-0.7% |
0.00 |
| Volume |
64,581 |
70,679 |
6,098 |
9.4% |
347,459 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155.98 |
154.30 |
146.47 |
|
| R3 |
151.74 |
150.06 |
145.31 |
|
| R2 |
147.50 |
147.50 |
144.92 |
|
| R1 |
145.82 |
145.82 |
144.53 |
146.66 |
| PP |
143.26 |
143.26 |
143.26 |
143.68 |
| S1 |
141.58 |
141.58 |
143.75 |
142.42 |
| S2 |
139.02 |
139.02 |
143.36 |
|
| S3 |
134.78 |
137.34 |
142.97 |
|
| S4 |
130.54 |
133.10 |
141.81 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
172.02 |
167.42 |
146.82 |
|
| R3 |
160.99 |
156.39 |
143.78 |
|
| R2 |
149.96 |
149.96 |
142.77 |
|
| R1 |
145.36 |
145.36 |
141.76 |
147.66 |
| PP |
138.93 |
138.93 |
138.93 |
140.09 |
| S1 |
134.33 |
134.33 |
139.74 |
136.63 |
| S2 |
127.90 |
127.90 |
138.73 |
|
| S3 |
116.87 |
123.30 |
137.72 |
|
| S4 |
105.84 |
112.27 |
134.68 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144.94 |
134.23 |
10.71 |
7.4% |
4.62 |
3.2% |
93% |
True |
False |
74,258 |
| 10 |
144.94 |
132.25 |
12.69 |
8.8% |
4.69 |
3.3% |
94% |
True |
False |
67,894 |
| 20 |
144.94 |
122.27 |
22.67 |
15.7% |
5.31 |
3.7% |
96% |
True |
False |
66,349 |
| 40 |
144.94 |
120.49 |
24.45 |
17.0% |
4.50 |
3.1% |
97% |
True |
False |
52,934 |
| 60 |
144.94 |
106.06 |
38.88 |
27.0% |
3.99 |
2.8% |
98% |
True |
False |
39,386 |
| 80 |
144.94 |
96.72 |
48.22 |
33.5% |
3.78 |
2.6% |
98% |
True |
False |
31,702 |
| 100 |
144.94 |
91.21 |
53.73 |
37.3% |
3.42 |
2.4% |
99% |
True |
False |
26,417 |
| 120 |
144.94 |
84.70 |
60.24 |
41.8% |
3.12 |
2.2% |
99% |
True |
False |
22,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
162.96 |
|
2.618 |
156.04 |
|
1.618 |
151.80 |
|
1.000 |
149.18 |
|
0.618 |
147.56 |
|
HIGH |
144.94 |
|
0.618 |
143.32 |
|
0.500 |
142.82 |
|
0.382 |
142.32 |
|
LOW |
140.70 |
|
0.618 |
138.08 |
|
1.000 |
136.46 |
|
1.618 |
133.84 |
|
2.618 |
129.60 |
|
4.250 |
122.68 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
143.70 |
143.55 |
| PP |
143.26 |
142.96 |
| S1 |
142.82 |
142.37 |
|