NYMEX Light Sweet Crude Oil Future October 2008
Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
136.15 |
131.68 |
-4.47 |
-3.3% |
145.24 |
High |
137.83 |
133.35 |
-4.48 |
-3.3% |
147.55 |
Low |
130.41 |
129.45 |
-0.96 |
-0.7% |
129.45 |
Close |
130.68 |
129.97 |
-0.71 |
-0.5% |
129.97 |
Range |
7.42 |
3.90 |
-3.52 |
-47.4% |
18.10 |
ATR |
5.22 |
5.12 |
-0.09 |
-1.8% |
0.00 |
Volume |
46,843 |
49,683 |
2,840 |
6.1% |
205,444 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142.62 |
140.20 |
132.12 |
|
R3 |
138.72 |
136.30 |
131.04 |
|
R2 |
134.82 |
134.82 |
130.69 |
|
R1 |
132.40 |
132.40 |
130.33 |
131.66 |
PP |
130.92 |
130.92 |
130.92 |
130.56 |
S1 |
128.50 |
128.50 |
129.61 |
127.76 |
S2 |
127.02 |
127.02 |
129.26 |
|
S3 |
123.12 |
124.60 |
128.90 |
|
S4 |
119.22 |
120.70 |
127.83 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
189.96 |
178.06 |
139.93 |
|
R3 |
171.86 |
159.96 |
134.95 |
|
R2 |
153.76 |
153.76 |
133.29 |
|
R1 |
141.86 |
141.86 |
131.63 |
138.76 |
PP |
135.66 |
135.66 |
135.66 |
134.11 |
S1 |
123.76 |
123.76 |
128.31 |
120.66 |
S2 |
117.56 |
117.56 |
126.65 |
|
S3 |
99.46 |
105.66 |
124.99 |
|
S4 |
81.36 |
87.56 |
120.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.55 |
129.45 |
18.10 |
13.9% |
6.42 |
4.9% |
3% |
False |
True |
41,088 |
10 |
148.13 |
129.45 |
18.68 |
14.4% |
5.94 |
4.6% |
3% |
False |
True |
37,267 |
20 |
148.13 |
129.45 |
18.68 |
14.4% |
4.87 |
3.7% |
3% |
False |
True |
31,431 |
40 |
148.13 |
122.32 |
25.81 |
19.9% |
4.93 |
3.8% |
30% |
False |
False |
29,213 |
60 |
148.13 |
108.00 |
40.13 |
30.9% |
4.42 |
3.4% |
55% |
False |
False |
22,798 |
80 |
148.13 |
97.48 |
50.65 |
39.0% |
3.87 |
3.0% |
64% |
False |
False |
18,257 |
100 |
148.13 |
96.67 |
51.46 |
39.6% |
3.51 |
2.7% |
65% |
False |
False |
15,301 |
120 |
148.13 |
86.34 |
61.79 |
47.5% |
3.13 |
2.4% |
71% |
False |
False |
12,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.93 |
2.618 |
143.56 |
1.618 |
139.66 |
1.000 |
137.25 |
0.618 |
135.76 |
HIGH |
133.35 |
0.618 |
131.86 |
0.500 |
131.40 |
0.382 |
130.94 |
LOW |
129.45 |
0.618 |
127.04 |
1.000 |
125.55 |
1.618 |
123.14 |
2.618 |
119.24 |
4.250 |
112.88 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
131.40 |
134.83 |
PP |
130.92 |
133.21 |
S1 |
130.45 |
131.59 |
|