NYMEX Light Sweet Crude Oil Future November 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 |
142.74 |
137.64 |
-5.10 |
-3.6% |
142.55 |
High |
143.68 |
139.65 |
-4.03 |
-2.8% |
146.85 |
Low |
136.96 |
137.10 |
0.14 |
0.1% |
141.00 |
Close |
137.66 |
137.63 |
-0.03 |
0.0% |
145.09 |
Range |
6.72 |
2.55 |
-4.17 |
-62.1% |
5.85 |
ATR |
3.97 |
3.87 |
-0.10 |
-2.6% |
0.00 |
Volume |
22,558 |
19,888 |
-2,670 |
-11.8% |
72,048 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.78 |
144.25 |
139.03 |
|
R3 |
143.23 |
141.70 |
138.33 |
|
R2 |
140.68 |
140.68 |
138.10 |
|
R1 |
139.15 |
139.15 |
137.86 |
138.64 |
PP |
138.13 |
138.13 |
138.13 |
137.87 |
S1 |
136.60 |
136.60 |
137.40 |
136.09 |
S2 |
135.58 |
135.58 |
137.16 |
|
S3 |
133.03 |
134.05 |
136.93 |
|
S4 |
130.48 |
131.50 |
136.23 |
|
|
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 |
136.96 |
9.89 |
7.2% |
3.44 |
2.5% |
7% |
False |
False |
17,438 |
10 |
146.85 |
134.80 |
12.05 |
8.8% |
3.71 |
2.7% |
23% |
False |
False |
15,882 |
20 |
146.85 |
132.87 |
13.98 |
10.2% |
3.81 |
2.8% |
34% |
False |
False |
14,597 |
40 |
146.85 |
121.15 |
25.70 |
18.7% |
4.05 |
2.9% |
64% |
False |
False |
13,642 |
60 |
146.85 |
107.60 |
39.25 |
28.5% |
3.36 |
2.4% |
77% |
False |
False |
10,324 |
80 |
146.85 |
96.27 |
50.58 |
36.8% |
2.89 |
2.1% |
82% |
False |
False |
8,314 |
100 |
146.85 |
95.15 |
51.70 |
37.6% |
2.55 |
1.9% |
82% |
False |
False |
6,968 |
120 |
146.85 |
85.48 |
61.37 |
44.6% |
2.25 |
1.6% |
85% |
False |
False |
5,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.49 |
2.618 |
146.33 |
1.618 |
143.78 |
1.000 |
142.20 |
0.618 |
141.23 |
HIGH |
139.65 |
0.618 |
138.68 |
0.500 |
138.38 |
0.382 |
138.07 |
LOW |
137.10 |
0.618 |
135.52 |
1.000 |
134.55 |
1.618 |
132.97 |
2.618 |
130.42 |
4.250 |
126.26 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
138.38 |
141.02 |
PP |
138.13 |
139.89 |
S1 |
137.88 |
138.76 |
|