NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
142.42 |
145.35 |
2.93 |
2.1% |
144.81 |
| High |
147.90 |
146.93 |
-0.97 |
-0.7% |
147.90 |
| Low |
142.06 |
143.12 |
1.06 |
0.7% |
135.90 |
| Close |
145.66 |
145.78 |
0.12 |
0.1% |
145.66 |
| Range |
5.84 |
3.81 |
-2.03 |
-34.8% |
12.00 |
| ATR |
4.88 |
4.80 |
-0.08 |
-1.6% |
0.00 |
| Volume |
101,217 |
130,861 |
29,644 |
29.3% |
522,172 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.71 |
155.05 |
147.88 |
|
| R3 |
152.90 |
151.24 |
146.83 |
|
| R2 |
149.09 |
149.09 |
146.48 |
|
| R1 |
147.43 |
147.43 |
146.13 |
148.26 |
| PP |
145.28 |
145.28 |
145.28 |
145.69 |
| S1 |
143.62 |
143.62 |
145.43 |
144.45 |
| S2 |
141.47 |
141.47 |
145.08 |
|
| S3 |
137.66 |
139.81 |
144.73 |
|
| S4 |
133.85 |
136.00 |
143.68 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
179.15 |
174.41 |
152.26 |
|
| R3 |
167.15 |
162.41 |
148.96 |
|
| R2 |
155.15 |
155.15 |
147.86 |
|
| R1 |
150.41 |
150.41 |
146.76 |
152.78 |
| PP |
143.15 |
143.15 |
143.15 |
144.34 |
| S1 |
138.41 |
138.41 |
144.56 |
140.78 |
| S2 |
131.15 |
131.15 |
143.46 |
|
| S3 |
119.15 |
126.41 |
142.36 |
|
| S4 |
107.15 |
114.41 |
139.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147.90 |
135.90 |
12.00 |
8.2% |
5.28 |
3.6% |
82% |
False |
False |
118,146 |
| 10 |
147.90 |
135.90 |
12.00 |
8.2% |
4.59 |
3.1% |
82% |
False |
False |
94,813 |
| 20 |
147.90 |
132.25 |
15.65 |
10.7% |
4.76 |
3.3% |
86% |
False |
False |
78,687 |
| 40 |
147.90 |
122.27 |
25.63 |
17.6% |
4.80 |
3.3% |
92% |
False |
False |
67,136 |
| 60 |
147.90 |
108.40 |
39.50 |
27.1% |
4.28 |
2.9% |
95% |
False |
False |
50,529 |
| 80 |
147.90 |
97.44 |
50.46 |
34.6% |
3.91 |
2.7% |
96% |
False |
False |
40,073 |
| 100 |
147.90 |
95.83 |
52.07 |
35.7% |
3.64 |
2.5% |
96% |
False |
False |
33,448 |
| 120 |
147.90 |
86.44 |
61.46 |
42.2% |
3.31 |
2.3% |
97% |
False |
False |
28,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163.12 |
|
2.618 |
156.90 |
|
1.618 |
153.09 |
|
1.000 |
150.74 |
|
0.618 |
149.28 |
|
HIGH |
146.93 |
|
0.618 |
145.47 |
|
0.500 |
145.03 |
|
0.382 |
144.58 |
|
LOW |
143.12 |
|
0.618 |
140.77 |
|
1.000 |
139.31 |
|
1.618 |
136.96 |
|
2.618 |
133.15 |
|
4.250 |
126.93 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
145.53 |
144.53 |
| PP |
145.28 |
143.28 |
| S1 |
145.03 |
142.03 |
|