NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
144.65 |
144.81 |
0.16 |
0.1% |
141.29 |
| High |
146.43 |
145.03 |
-1.40 |
-1.0% |
146.43 |
| Low |
143.81 |
140.19 |
-3.62 |
-2.5% |
139.79 |
| Close |
145.86 |
142.03 |
-3.83 |
-2.6% |
145.86 |
| Range |
2.62 |
4.84 |
2.22 |
84.7% |
6.64 |
| ATR |
4.53 |
4.61 |
0.08 |
1.8% |
0.00 |
| Volume |
77,975 |
62,299 |
-15,676 |
-20.1% |
295,099 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.94 |
154.32 |
144.69 |
|
| R3 |
152.10 |
149.48 |
143.36 |
|
| R2 |
147.26 |
147.26 |
142.92 |
|
| R1 |
144.64 |
144.64 |
142.47 |
143.53 |
| PP |
142.42 |
142.42 |
142.42 |
141.86 |
| S1 |
139.80 |
139.80 |
141.59 |
138.69 |
| S2 |
137.58 |
137.58 |
141.14 |
|
| S3 |
132.74 |
134.96 |
140.70 |
|
| S4 |
127.90 |
130.12 |
139.37 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163.95 |
161.54 |
149.51 |
|
| R3 |
157.31 |
154.90 |
147.69 |
|
| R2 |
150.67 |
150.67 |
147.08 |
|
| R1 |
148.26 |
148.26 |
146.47 |
149.47 |
| PP |
144.03 |
144.03 |
144.03 |
144.63 |
| S1 |
141.62 |
141.62 |
145.25 |
142.83 |
| S2 |
137.39 |
137.39 |
144.64 |
|
| S3 |
130.75 |
134.98 |
144.03 |
|
| S4 |
124.11 |
128.34 |
142.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
146.43 |
139.79 |
6.64 |
4.7% |
3.90 |
2.7% |
34% |
False |
False |
71,479 |
| 10 |
146.43 |
132.51 |
13.92 |
9.8% |
4.28 |
3.0% |
68% |
False |
False |
70,485 |
| 20 |
146.43 |
131.60 |
14.83 |
10.4% |
4.83 |
3.4% |
70% |
False |
False |
68,206 |
| 40 |
146.43 |
120.49 |
25.94 |
18.3% |
4.56 |
3.2% |
83% |
False |
False |
55,187 |
| 60 |
146.43 |
107.40 |
39.03 |
27.5% |
4.04 |
2.8% |
89% |
False |
False |
41,320 |
| 80 |
146.43 |
96.72 |
49.71 |
35.0% |
3.83 |
2.7% |
91% |
False |
False |
33,162 |
| 100 |
146.43 |
93.67 |
52.76 |
37.1% |
3.47 |
2.4% |
92% |
False |
False |
27,746 |
| 120 |
146.43 |
84.70 |
61.73 |
43.5% |
3.15 |
2.2% |
93% |
False |
False |
23,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
165.60 |
|
2.618 |
157.70 |
|
1.618 |
152.86 |
|
1.000 |
149.87 |
|
0.618 |
148.02 |
|
HIGH |
145.03 |
|
0.618 |
143.18 |
|
0.500 |
142.61 |
|
0.382 |
142.04 |
|
LOW |
140.19 |
|
0.618 |
137.20 |
|
1.000 |
135.35 |
|
1.618 |
132.36 |
|
2.618 |
127.52 |
|
4.250 |
119.62 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
142.61 |
143.31 |
| PP |
142.42 |
142.88 |
| S1 |
142.22 |
142.46 |
|