NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
142.21 |
137.16 |
-5.05 |
-3.6% |
141.68 |
High |
143.41 |
139.48 |
-3.93 |
-2.7% |
146.68 |
Low |
136.49 |
136.50 |
0.01 |
0.0% |
140.42 |
Close |
137.21 |
137.19 |
-0.02 |
0.0% |
145.09 |
Range |
6.92 |
2.98 |
-3.94 |
-56.9% |
6.26 |
ATR |
4.41 |
4.31 |
-0.10 |
-2.3% |
0.00 |
Volume |
38,788 |
35,775 |
-3,013 |
-7.8% |
138,750 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146.66 |
144.91 |
138.83 |
|
R3 |
143.68 |
141.93 |
138.01 |
|
R2 |
140.70 |
140.70 |
137.74 |
|
R1 |
138.95 |
138.95 |
137.46 |
139.83 |
PP |
137.72 |
137.72 |
137.72 |
138.16 |
S1 |
135.97 |
135.97 |
136.92 |
136.85 |
S2 |
134.74 |
134.74 |
136.64 |
|
S3 |
131.76 |
132.99 |
136.37 |
|
S4 |
128.78 |
130.01 |
135.55 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.84 |
160.23 |
148.53 |
|
R3 |
156.58 |
153.97 |
146.81 |
|
R2 |
150.32 |
150.32 |
146.24 |
|
R1 |
147.71 |
147.71 |
145.66 |
149.02 |
PP |
144.06 |
144.06 |
144.06 |
144.72 |
S1 |
141.45 |
141.45 |
144.52 |
142.76 |
S2 |
137.80 |
137.80 |
143.94 |
|
S3 |
131.54 |
135.19 |
143.37 |
|
S4 |
125.28 |
128.93 |
141.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.68 |
136.49 |
10.19 |
7.4% |
3.84 |
2.8% |
7% |
False |
False |
31,849 |
10 |
146.68 |
134.68 |
12.00 |
8.7% |
4.11 |
3.0% |
21% |
False |
False |
30,056 |
20 |
146.68 |
132.54 |
14.14 |
10.3% |
4.30 |
3.1% |
33% |
False |
False |
27,606 |
40 |
146.68 |
120.30 |
26.38 |
19.2% |
4.47 |
3.3% |
64% |
False |
False |
24,858 |
60 |
146.68 |
108.00 |
38.68 |
28.2% |
3.93 |
2.9% |
75% |
False |
False |
18,811 |
80 |
146.68 |
96.67 |
50.01 |
36.5% |
3.52 |
2.6% |
81% |
False |
False |
15,295 |
100 |
146.68 |
95.61 |
51.07 |
37.2% |
3.14 |
2.3% |
81% |
False |
False |
12,720 |
120 |
146.68 |
84.60 |
62.08 |
45.3% |
2.81 |
2.0% |
85% |
False |
False |
10,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.15 |
2.618 |
147.28 |
1.618 |
144.30 |
1.000 |
142.46 |
0.618 |
141.32 |
HIGH |
139.48 |
0.618 |
138.34 |
0.500 |
137.99 |
0.382 |
137.64 |
LOW |
136.50 |
0.618 |
134.66 |
1.000 |
133.52 |
1.618 |
131.68 |
2.618 |
128.70 |
4.250 |
123.84 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
137.99 |
141.06 |
PP |
137.72 |
139.77 |
S1 |
137.46 |
138.48 |
|