NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
146.36 |
145.07 |
-1.29 |
-0.9% |
142.55 |
High |
146.50 |
145.07 |
-1.43 |
-1.0% |
146.85 |
Low |
145.07 |
140.91 |
-4.16 |
-2.9% |
141.00 |
Close |
145.09 |
142.74 |
-2.35 |
-1.6% |
145.09 |
Range |
1.43 |
4.16 |
2.73 |
190.9% |
5.85 |
ATR |
3.73 |
3.76 |
0.03 |
0.9% |
0.00 |
Volume |
14,276 |
16,195 |
1,919 |
13.4% |
72,048 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.39 |
153.22 |
145.03 |
|
R3 |
151.23 |
149.06 |
143.88 |
|
R2 |
147.07 |
147.07 |
143.50 |
|
R1 |
144.90 |
144.90 |
143.12 |
143.91 |
PP |
142.91 |
142.91 |
142.91 |
142.41 |
S1 |
140.74 |
140.74 |
142.36 |
139.75 |
S2 |
138.75 |
138.75 |
141.98 |
|
S3 |
134.59 |
136.58 |
141.60 |
|
S4 |
130.43 |
132.42 |
140.45 |
|
|
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 |
140.91 |
5.94 |
4.2% |
2.95 |
2.1% |
31% |
False |
True |
14,065 |
10 |
146.85 |
133.09 |
13.76 |
9.6% |
3.50 |
2.4% |
70% |
False |
False |
13,573 |
20 |
146.85 |
132.06 |
14.79 |
10.4% |
3.97 |
2.8% |
72% |
False |
False |
14,216 |
40 |
146.85 |
121.15 |
25.70 |
18.0% |
3.92 |
2.7% |
84% |
False |
False |
12,947 |
60 |
146.85 |
107.52 |
39.33 |
27.6% |
3.25 |
2.3% |
90% |
False |
False |
9,638 |
80 |
146.85 |
96.27 |
50.58 |
35.4% |
2.81 |
2.0% |
92% |
False |
False |
7,838 |
100 |
146.85 |
93.75 |
53.10 |
37.2% |
2.47 |
1.7% |
92% |
False |
False |
6,565 |
120 |
146.85 |
85.48 |
61.37 |
43.0% |
2.20 |
1.5% |
93% |
False |
False |
5,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.75 |
2.618 |
155.96 |
1.618 |
151.80 |
1.000 |
149.23 |
0.618 |
147.64 |
HIGH |
145.07 |
0.618 |
143.48 |
0.500 |
142.99 |
0.382 |
142.50 |
LOW |
140.91 |
0.618 |
138.34 |
1.000 |
136.75 |
1.618 |
134.18 |
2.618 |
130.02 |
4.250 |
123.23 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
142.99 |
143.88 |
PP |
142.91 |
143.50 |
S1 |
142.82 |
143.12 |
|