NYMEX Light Sweet Crude Oil Future November 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
137.64 |
138.17 |
0.53 |
0.4% |
142.55 |
High |
139.65 |
143.45 |
3.80 |
2.7% |
146.85 |
Low |
137.10 |
137.08 |
-0.02 |
0.0% |
141.00 |
Close |
137.63 |
143.15 |
5.52 |
4.0% |
145.09 |
Range |
2.55 |
6.37 |
3.82 |
149.8% |
5.85 |
ATR |
3.87 |
4.05 |
0.18 |
4.6% |
0.00 |
Volume |
19,888 |
17,238 |
-2,650 |
-13.3% |
72,048 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.34 |
158.11 |
146.65 |
|
R3 |
153.97 |
151.74 |
144.90 |
|
R2 |
147.60 |
147.60 |
144.32 |
|
R1 |
145.37 |
145.37 |
143.73 |
146.49 |
PP |
141.23 |
141.23 |
141.23 |
141.78 |
S1 |
139.00 |
139.00 |
142.57 |
140.12 |
S2 |
134.86 |
134.86 |
141.98 |
|
S3 |
128.49 |
132.63 |
141.40 |
|
S4 |
122.12 |
126.26 |
139.65 |
|
|
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 |
146.50 |
136.96 |
9.54 |
6.7% |
4.25 |
3.0% |
65% |
False |
False |
18,031 |
10 |
146.85 |
136.96 |
9.89 |
6.9% |
3.74 |
2.6% |
63% |
False |
False |
16,326 |
20 |
146.85 |
132.87 |
13.98 |
9.8% |
3.90 |
2.7% |
74% |
False |
False |
14,731 |
40 |
146.85 |
121.15 |
25.70 |
18.0% |
4.19 |
2.9% |
86% |
False |
False |
13,941 |
60 |
146.85 |
107.60 |
39.25 |
27.4% |
3.46 |
2.4% |
91% |
False |
False |
10,576 |
80 |
146.85 |
96.27 |
50.58 |
35.3% |
2.96 |
2.1% |
93% |
False |
False |
8,491 |
100 |
146.85 |
95.37 |
51.48 |
36.0% |
2.59 |
1.8% |
93% |
False |
False |
7,128 |
120 |
146.85 |
85.48 |
61.37 |
42.9% |
2.31 |
1.6% |
94% |
False |
False |
6,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
170.52 |
2.618 |
160.13 |
1.618 |
153.76 |
1.000 |
149.82 |
0.618 |
147.39 |
HIGH |
143.45 |
0.618 |
141.02 |
0.500 |
140.27 |
0.382 |
139.51 |
LOW |
137.08 |
0.618 |
133.14 |
1.000 |
130.71 |
1.618 |
126.77 |
2.618 |
120.40 |
4.250 |
110.01 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
142.19 |
142.21 |
PP |
141.23 |
141.26 |
S1 |
140.27 |
140.32 |
|