NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.35 |
145.71 |
0.36 |
0.2% |
144.81 |
| High |
146.93 |
147.40 |
0.47 |
0.3% |
147.90 |
| Low |
143.12 |
136.54 |
-6.58 |
-4.6% |
135.90 |
| Close |
145.78 |
139.37 |
-6.41 |
-4.4% |
145.66 |
| Range |
3.81 |
10.86 |
7.05 |
185.0% |
12.00 |
| ATR |
4.80 |
5.23 |
0.43 |
9.0% |
0.00 |
| Volume |
130,861 |
110,200 |
-20,661 |
-15.8% |
522,172 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
173.68 |
167.39 |
145.34 |
|
| R3 |
162.82 |
156.53 |
142.36 |
|
| R2 |
151.96 |
151.96 |
141.36 |
|
| R1 |
145.67 |
145.67 |
140.37 |
143.39 |
| PP |
141.10 |
141.10 |
141.10 |
139.96 |
| S1 |
134.81 |
134.81 |
138.37 |
132.53 |
| S2 |
130.24 |
130.24 |
137.38 |
|
| S3 |
119.38 |
123.95 |
136.38 |
|
| S4 |
108.52 |
113.09 |
133.40 |
|
|
| 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 |
136.00 |
11.90 |
8.5% |
6.01 |
4.3% |
28% |
False |
False |
123,117 |
| 10 |
147.90 |
135.90 |
12.00 |
8.6% |
5.23 |
3.8% |
29% |
False |
False |
97,646 |
| 20 |
147.90 |
132.25 |
15.65 |
11.2% |
4.98 |
3.6% |
45% |
False |
False |
81,338 |
| 40 |
147.90 |
122.27 |
25.63 |
18.4% |
5.02 |
3.6% |
67% |
False |
False |
69,369 |
| 60 |
147.90 |
108.40 |
39.50 |
28.3% |
4.43 |
3.2% |
78% |
False |
False |
52,239 |
| 80 |
147.90 |
97.83 |
50.07 |
35.9% |
4.01 |
2.9% |
83% |
False |
False |
41,343 |
| 100 |
147.90 |
96.72 |
51.18 |
36.7% |
3.73 |
2.7% |
83% |
False |
False |
34,504 |
| 120 |
147.90 |
86.44 |
61.46 |
44.1% |
3.39 |
2.4% |
86% |
False |
False |
29,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
193.56 |
|
2.618 |
175.83 |
|
1.618 |
164.97 |
|
1.000 |
158.26 |
|
0.618 |
154.11 |
|
HIGH |
147.40 |
|
0.618 |
143.25 |
|
0.500 |
141.97 |
|
0.382 |
140.69 |
|
LOW |
136.54 |
|
0.618 |
129.83 |
|
1.000 |
125.68 |
|
1.618 |
118.97 |
|
2.618 |
108.11 |
|
4.250 |
90.39 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
141.97 |
142.22 |
| PP |
141.10 |
141.27 |
| S1 |
140.24 |
140.32 |
|