NYMEX Light Sweet Crude Oil Future September 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
145.71 |
139.31 |
-6.40 |
-4.4% |
144.81 |
| High |
147.40 |
139.91 |
-7.49 |
-5.1% |
147.90 |
| Low |
136.54 |
132.80 |
-3.74 |
-2.7% |
135.90 |
| Close |
139.37 |
135.32 |
-4.05 |
-2.9% |
145.66 |
| Range |
10.86 |
7.11 |
-3.75 |
-34.5% |
12.00 |
| ATR |
5.23 |
5.37 |
0.13 |
2.6% |
0.00 |
| Volume |
110,200 |
156,831 |
46,631 |
42.3% |
522,172 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157.34 |
153.44 |
139.23 |
|
| R3 |
150.23 |
146.33 |
137.28 |
|
| R2 |
143.12 |
143.12 |
136.62 |
|
| R1 |
139.22 |
139.22 |
135.97 |
137.62 |
| PP |
136.01 |
136.01 |
136.01 |
135.21 |
| S1 |
132.11 |
132.11 |
134.67 |
130.51 |
| S2 |
128.90 |
128.90 |
134.02 |
|
| S3 |
121.79 |
125.00 |
133.36 |
|
| S4 |
114.68 |
117.89 |
131.41 |
|
|
| 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 |
132.80 |
15.10 |
11.2% |
6.83 |
5.0% |
17% |
False |
True |
123,593 |
| 10 |
147.90 |
132.80 |
15.10 |
11.2% |
5.61 |
4.1% |
17% |
False |
True |
106,871 |
| 20 |
147.90 |
132.25 |
15.65 |
11.6% |
5.17 |
3.8% |
20% |
False |
False |
86,039 |
| 40 |
147.90 |
122.27 |
25.63 |
18.9% |
5.11 |
3.8% |
51% |
False |
False |
72,644 |
| 60 |
147.90 |
108.40 |
39.50 |
29.2% |
4.50 |
3.3% |
68% |
False |
False |
54,725 |
| 80 |
147.90 |
97.93 |
49.97 |
36.9% |
4.07 |
3.0% |
75% |
False |
False |
43,256 |
| 100 |
147.90 |
96.72 |
51.18 |
37.8% |
3.79 |
2.8% |
75% |
False |
False |
36,018 |
| 120 |
147.90 |
86.44 |
61.46 |
45.4% |
3.43 |
2.5% |
80% |
False |
False |
30,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170.13 |
|
2.618 |
158.52 |
|
1.618 |
151.41 |
|
1.000 |
147.02 |
|
0.618 |
144.30 |
|
HIGH |
139.91 |
|
0.618 |
137.19 |
|
0.500 |
136.36 |
|
0.382 |
135.52 |
|
LOW |
132.80 |
|
0.618 |
128.41 |
|
1.000 |
125.69 |
|
1.618 |
121.30 |
|
2.618 |
114.19 |
|
4.250 |
102.58 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
136.36 |
140.10 |
| PP |
136.01 |
138.51 |
| S1 |
135.67 |
136.91 |
|