NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 04-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
145.47 |
146.36 |
0.89 |
0.6% |
142.55 |
High |
146.85 |
146.50 |
-0.35 |
-0.2% |
146.85 |
Low |
144.50 |
145.07 |
0.57 |
0.4% |
141.00 |
Close |
146.31 |
145.09 |
-1.22 |
-0.8% |
145.09 |
Range |
2.35 |
1.43 |
-0.92 |
-39.1% |
5.85 |
ATR |
3.91 |
3.73 |
-0.18 |
-4.5% |
0.00 |
Volume |
14,276 |
14,276 |
0 |
0.0% |
72,048 |
|
Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.84 |
148.90 |
145.88 |
|
R3 |
148.41 |
147.47 |
145.48 |
|
R2 |
146.98 |
146.98 |
145.35 |
|
R1 |
146.04 |
146.04 |
145.22 |
145.80 |
PP |
145.55 |
145.55 |
145.55 |
145.43 |
S1 |
144.61 |
144.61 |
144.96 |
144.37 |
S2 |
144.12 |
144.12 |
144.83 |
|
S3 |
142.69 |
143.18 |
144.70 |
|
S4 |
141.26 |
141.75 |
144.30 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
161.86 |
159.33 |
148.31 |
|
R3 |
156.01 |
153.48 |
146.70 |
|
R2 |
150.16 |
150.16 |
146.16 |
|
R1 |
147.63 |
147.63 |
145.63 |
148.90 |
PP |
144.31 |
144.31 |
144.31 |
144.95 |
S1 |
141.78 |
141.78 |
144.55 |
143.05 |
S2 |
138.46 |
138.46 |
144.02 |
|
S3 |
132.61 |
135.93 |
143.48 |
|
S4 |
126.76 |
130.08 |
141.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.85 |
141.00 |
5.85 |
4.0% |
2.72 |
1.9% |
70% |
False |
False |
14,409 |
10 |
146.85 |
133.09 |
13.76 |
9.5% |
3.39 |
2.3% |
87% |
False |
False |
13,352 |
20 |
146.85 |
132.06 |
14.79 |
10.2% |
3.96 |
2.7% |
88% |
False |
False |
15,159 |
40 |
146.85 |
121.15 |
25.70 |
17.7% |
3.85 |
2.7% |
93% |
False |
False |
12,704 |
60 |
146.85 |
105.95 |
40.90 |
28.2% |
3.18 |
2.2% |
96% |
False |
False |
9,409 |
80 |
146.85 |
96.27 |
50.58 |
34.9% |
2.76 |
1.9% |
97% |
False |
False |
7,659 |
100 |
146.85 |
93.04 |
53.81 |
37.1% |
2.43 |
1.7% |
97% |
False |
False |
6,408 |
120 |
146.85 |
85.48 |
61.37 |
42.3% |
2.17 |
1.5% |
97% |
False |
False |
5,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.58 |
2.618 |
150.24 |
1.618 |
148.81 |
1.000 |
147.93 |
0.618 |
147.38 |
HIGH |
146.50 |
0.618 |
145.95 |
0.500 |
145.79 |
0.382 |
145.62 |
LOW |
145.07 |
0.618 |
144.19 |
1.000 |
143.64 |
1.618 |
142.76 |
2.618 |
141.33 |
4.250 |
138.99 |
|
|
Fisher Pivots for day following 04-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
145.79 |
144.82 |
PP |
145.55 |
144.54 |
S1 |
145.32 |
144.27 |
|