NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
136.73 |
136.36 |
-0.37 |
-0.3% |
141.29 |
| High |
139.00 |
142.69 |
3.69 |
2.7% |
146.43 |
| Low |
136.00 |
136.15 |
0.15 |
0.1% |
139.79 |
| Close |
136.72 |
142.33 |
5.61 |
4.1% |
145.86 |
| Range |
3.00 |
6.54 |
3.54 |
118.0% |
6.64 |
| ATR |
4.67 |
4.80 |
0.13 |
2.9% |
0.00 |
| Volume |
154,453 |
118,856 |
-35,597 |
-23.0% |
295,099 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160.01 |
157.71 |
145.93 |
|
| R3 |
153.47 |
151.17 |
144.13 |
|
| R2 |
146.93 |
146.93 |
143.53 |
|
| R1 |
144.63 |
144.63 |
142.93 |
145.78 |
| PP |
140.39 |
140.39 |
140.39 |
140.97 |
| S1 |
138.09 |
138.09 |
141.73 |
139.24 |
| S2 |
133.85 |
133.85 |
141.13 |
|
| S3 |
127.31 |
131.55 |
140.53 |
|
| S4 |
120.77 |
125.01 |
138.73 |
|
|
| 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 |
135.90 |
10.53 |
7.4% |
4.84 |
3.4% |
61% |
False |
False |
99,786 |
| 10 |
146.43 |
134.23 |
12.20 |
8.6% |
4.73 |
3.3% |
66% |
False |
False |
87,022 |
| 20 |
146.43 |
132.25 |
14.18 |
10.0% |
4.73 |
3.3% |
71% |
False |
False |
74,796 |
| 40 |
146.43 |
120.49 |
25.94 |
18.2% |
4.79 |
3.4% |
84% |
False |
False |
62,405 |
| 60 |
146.43 |
108.40 |
38.03 |
26.7% |
4.19 |
2.9% |
89% |
False |
False |
46,919 |
| 80 |
146.43 |
96.72 |
49.71 |
34.9% |
3.88 |
2.7% |
92% |
False |
False |
37,379 |
| 100 |
146.43 |
95.83 |
50.60 |
35.6% |
3.58 |
2.5% |
92% |
False |
False |
31,196 |
| 120 |
146.43 |
85.11 |
61.32 |
43.1% |
3.25 |
2.3% |
93% |
False |
False |
26,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170.49 |
|
2.618 |
159.81 |
|
1.618 |
153.27 |
|
1.000 |
149.23 |
|
0.618 |
146.73 |
|
HIGH |
142.69 |
|
0.618 |
140.19 |
|
0.500 |
139.42 |
|
0.382 |
138.65 |
|
LOW |
136.15 |
|
0.618 |
132.11 |
|
1.000 |
129.61 |
|
1.618 |
125.57 |
|
2.618 |
119.03 |
|
4.250 |
108.36 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141.36 |
141.39 |
| PP |
140.39 |
140.44 |
| S1 |
139.42 |
139.50 |
|