NYMEX Light Sweet Crude Oil Future December 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 |
145.36 |
146.33 |
0.97 |
0.7% |
142.09 |
High |
147.09 |
146.73 |
-0.36 |
-0.2% |
147.09 |
Low |
144.59 |
145.20 |
0.61 |
0.4% |
140.81 |
Close |
146.50 |
145.35 |
-1.15 |
-0.8% |
145.35 |
Range |
2.50 |
1.53 |
-0.97 |
-38.8% |
6.28 |
ATR |
4.29 |
4.09 |
-0.20 |
-4.6% |
0.00 |
Volume |
33,109 |
33,109 |
0 |
0.0% |
173,110 |
|
Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.35 |
149.38 |
146.19 |
|
R3 |
148.82 |
147.85 |
145.77 |
|
R2 |
147.29 |
147.29 |
145.63 |
|
R1 |
146.32 |
146.32 |
145.49 |
146.04 |
PP |
145.76 |
145.76 |
145.76 |
145.62 |
S1 |
144.79 |
144.79 |
145.21 |
144.51 |
S2 |
144.23 |
144.23 |
145.07 |
|
S3 |
142.70 |
143.26 |
144.93 |
|
S4 |
141.17 |
141.73 |
144.51 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.26 |
160.58 |
148.80 |
|
R3 |
156.98 |
154.30 |
147.08 |
|
R2 |
150.70 |
150.70 |
146.50 |
|
R1 |
148.02 |
148.02 |
145.93 |
149.36 |
PP |
144.42 |
144.42 |
144.42 |
145.09 |
S1 |
141.74 |
141.74 |
144.77 |
143.08 |
S2 |
138.14 |
138.14 |
144.20 |
|
S3 |
131.86 |
135.46 |
143.62 |
|
S4 |
125.58 |
129.18 |
141.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.09 |
140.81 |
6.28 |
4.3% |
3.02 |
2.1% |
72% |
False |
False |
34,622 |
10 |
147.09 |
133.10 |
13.99 |
9.6% |
3.70 |
2.5% |
88% |
False |
False |
32,044 |
20 |
147.09 |
131.72 |
15.37 |
10.6% |
4.35 |
3.0% |
89% |
False |
False |
37,776 |
40 |
147.09 |
120.05 |
27.04 |
18.6% |
4.34 |
3.0% |
94% |
False |
False |
39,615 |
60 |
147.09 |
105.18 |
41.91 |
28.8% |
3.86 |
2.7% |
96% |
False |
False |
33,587 |
80 |
147.09 |
95.83 |
51.26 |
35.3% |
3.69 |
2.5% |
97% |
False |
False |
30,984 |
100 |
147.09 |
92.25 |
54.84 |
37.7% |
3.43 |
2.4% |
97% |
False |
False |
29,475 |
120 |
147.09 |
83.90 |
63.19 |
43.5% |
3.21 |
2.2% |
97% |
False |
False |
27,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
153.23 |
2.618 |
150.74 |
1.618 |
149.21 |
1.000 |
148.26 |
0.618 |
147.68 |
HIGH |
146.73 |
0.618 |
146.15 |
0.500 |
145.97 |
0.382 |
145.78 |
LOW |
145.20 |
0.618 |
144.25 |
1.000 |
143.67 |
1.618 |
142.72 |
2.618 |
141.19 |
4.250 |
138.70 |
|
|
Fisher Pivots for day following 04-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
145.97 |
145.02 |
PP |
145.76 |
144.68 |
S1 |
145.56 |
144.35 |
|