NYMEX Light Sweet Crude Oil Future December 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 |
146.33 |
145.27 |
-1.06 |
-0.7% |
142.09 |
High |
146.73 |
145.47 |
-1.26 |
-0.9% |
147.09 |
Low |
145.20 |
141.22 |
-3.98 |
-2.7% |
140.81 |
Close |
145.35 |
143.02 |
-2.33 |
-1.6% |
145.35 |
Range |
1.53 |
4.25 |
2.72 |
177.8% |
6.28 |
ATR |
4.09 |
4.10 |
0.01 |
0.3% |
0.00 |
Volume |
33,109 |
28,359 |
-4,750 |
-14.3% |
173,110 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155.99 |
153.75 |
145.36 |
|
R3 |
151.74 |
149.50 |
144.19 |
|
R2 |
147.49 |
147.49 |
143.80 |
|
R1 |
145.25 |
145.25 |
143.41 |
144.25 |
PP |
143.24 |
143.24 |
143.24 |
142.73 |
S1 |
141.00 |
141.00 |
142.63 |
140.00 |
S2 |
138.99 |
138.99 |
142.24 |
|
S3 |
134.74 |
136.75 |
141.85 |
|
S4 |
130.49 |
132.50 |
140.68 |
|
|
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 |
141.22 |
5.87 |
4.1% |
3.07 |
2.1% |
31% |
False |
True |
33,131 |
10 |
147.09 |
133.10 |
13.99 |
9.8% |
3.74 |
2.6% |
71% |
False |
False |
32,372 |
20 |
147.09 |
131.72 |
15.37 |
10.7% |
4.31 |
3.0% |
74% |
False |
False |
34,708 |
40 |
147.09 |
120.05 |
27.04 |
18.9% |
4.37 |
3.1% |
85% |
False |
False |
39,401 |
60 |
147.09 |
105.64 |
41.45 |
29.0% |
3.91 |
2.7% |
90% |
False |
False |
33,711 |
80 |
147.09 |
95.83 |
51.26 |
35.8% |
3.72 |
2.6% |
92% |
False |
False |
30,932 |
100 |
147.09 |
92.81 |
54.28 |
38.0% |
3.45 |
2.4% |
93% |
False |
False |
29,633 |
120 |
147.09 |
83.90 |
63.19 |
44.2% |
3.23 |
2.3% |
94% |
False |
False |
27,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163.53 |
2.618 |
156.60 |
1.618 |
152.35 |
1.000 |
149.72 |
0.618 |
148.10 |
HIGH |
145.47 |
0.618 |
143.85 |
0.500 |
143.35 |
0.382 |
142.84 |
LOW |
141.22 |
0.618 |
138.59 |
1.000 |
136.97 |
1.618 |
134.34 |
2.618 |
130.09 |
4.250 |
123.16 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
143.35 |
144.16 |
PP |
143.24 |
143.78 |
S1 |
143.13 |
143.40 |
|