NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
142.09 |
141.76 |
-0.33 |
-0.2% |
135.09 |
High |
144.82 |
144.70 |
-0.12 |
-0.1% |
144.05 |
Low |
140.81 |
141.59 |
0.78 |
0.6% |
133.10 |
Close |
141.45 |
142.47 |
1.02 |
0.7% |
141.32 |
Range |
4.01 |
3.11 |
-0.90 |
-22.4% |
10.95 |
ATR |
4.56 |
4.46 |
-0.09 |
-2.0% |
0.00 |
Volume |
35,810 |
32,829 |
-2,981 |
-8.3% |
147,330 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.25 |
150.47 |
144.18 |
|
R3 |
149.14 |
147.36 |
143.33 |
|
R2 |
146.03 |
146.03 |
143.04 |
|
R1 |
144.25 |
144.25 |
142.76 |
145.14 |
PP |
142.92 |
142.92 |
142.92 |
143.37 |
S1 |
141.14 |
141.14 |
142.18 |
142.03 |
S2 |
139.81 |
139.81 |
141.90 |
|
S3 |
136.70 |
138.03 |
141.61 |
|
S4 |
133.59 |
134.92 |
140.76 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
172.34 |
167.78 |
147.34 |
|
R3 |
161.39 |
156.83 |
144.33 |
|
R2 |
150.44 |
150.44 |
143.33 |
|
R1 |
145.88 |
145.88 |
142.32 |
148.16 |
PP |
139.49 |
139.49 |
139.49 |
140.63 |
S1 |
134.93 |
134.93 |
140.32 |
137.21 |
S2 |
128.54 |
128.54 |
139.31 |
|
S3 |
117.59 |
123.98 |
138.31 |
|
S4 |
106.64 |
113.03 |
135.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
144.82 |
133.10 |
11.72 |
8.2% |
4.56 |
3.2% |
80% |
False |
False |
34,401 |
10 |
144.82 |
132.90 |
11.92 |
8.4% |
4.37 |
3.1% |
80% |
False |
False |
32,655 |
20 |
144.82 |
122.37 |
22.45 |
15.8% |
4.90 |
3.4% |
90% |
False |
False |
38,359 |
40 |
144.82 |
116.24 |
28.58 |
20.1% |
4.38 |
3.1% |
92% |
False |
False |
39,186 |
60 |
144.82 |
103.65 |
41.17 |
28.9% |
3.86 |
2.7% |
94% |
False |
False |
32,950 |
80 |
144.82 |
95.83 |
48.99 |
34.4% |
3.68 |
2.6% |
95% |
False |
False |
30,909 |
100 |
144.82 |
89.35 |
55.47 |
38.9% |
3.41 |
2.4% |
96% |
False |
False |
28,969 |
120 |
144.82 |
83.90 |
60.92 |
42.8% |
3.19 |
2.2% |
96% |
False |
False |
26,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.92 |
2.618 |
152.84 |
1.618 |
149.73 |
1.000 |
147.81 |
0.618 |
146.62 |
HIGH |
144.70 |
0.618 |
143.51 |
0.500 |
143.15 |
0.382 |
142.78 |
LOW |
141.59 |
0.618 |
139.67 |
1.000 |
138.48 |
1.618 |
136.56 |
2.618 |
133.45 |
4.250 |
128.37 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
143.15 |
142.44 |
PP |
142.92 |
142.42 |
S1 |
142.70 |
142.39 |
|