NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
145.27 |
142.96 |
-2.31 |
-1.6% |
142.09 |
High |
145.47 |
144.15 |
-1.32 |
-0.9% |
147.09 |
Low |
141.22 |
137.31 |
-3.91 |
-2.8% |
140.81 |
Close |
143.02 |
138.05 |
-4.97 |
-3.5% |
145.35 |
Range |
4.25 |
6.84 |
2.59 |
60.9% |
6.28 |
ATR |
4.10 |
4.30 |
0.20 |
4.8% |
0.00 |
Volume |
28,359 |
41,639 |
13,280 |
46.8% |
173,110 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.36 |
156.04 |
141.81 |
|
R3 |
153.52 |
149.20 |
139.93 |
|
R2 |
146.68 |
146.68 |
139.30 |
|
R1 |
142.36 |
142.36 |
138.68 |
141.10 |
PP |
139.84 |
139.84 |
139.84 |
139.21 |
S1 |
135.52 |
135.52 |
137.42 |
134.26 |
S2 |
133.00 |
133.00 |
136.80 |
|
S3 |
126.16 |
128.68 |
136.17 |
|
S4 |
119.32 |
121.84 |
134.29 |
|
|
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 |
137.31 |
9.78 |
7.1% |
3.81 |
2.8% |
8% |
False |
True |
34,893 |
10 |
147.09 |
133.10 |
13.99 |
10.1% |
4.18 |
3.0% |
35% |
False |
False |
34,647 |
20 |
147.09 |
132.00 |
15.09 |
10.9% |
4.35 |
3.1% |
40% |
False |
False |
34,895 |
40 |
147.09 |
120.05 |
27.04 |
19.6% |
4.47 |
3.2% |
67% |
False |
False |
39,415 |
60 |
147.09 |
107.00 |
40.09 |
29.0% |
3.99 |
2.9% |
77% |
False |
False |
34,159 |
80 |
147.09 |
95.83 |
51.26 |
37.1% |
3.78 |
2.7% |
82% |
False |
False |
31,105 |
100 |
147.09 |
93.63 |
53.46 |
38.7% |
3.51 |
2.5% |
83% |
False |
False |
29,870 |
120 |
147.09 |
83.90 |
63.19 |
45.8% |
3.27 |
2.4% |
86% |
False |
False |
27,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
173.22 |
2.618 |
162.06 |
1.618 |
155.22 |
1.000 |
150.99 |
0.618 |
148.38 |
HIGH |
144.15 |
0.618 |
141.54 |
0.500 |
140.73 |
0.382 |
139.92 |
LOW |
137.31 |
0.618 |
133.08 |
1.000 |
130.47 |
1.618 |
126.24 |
2.618 |
119.40 |
4.250 |
108.24 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
140.73 |
142.02 |
PP |
139.84 |
140.70 |
S1 |
138.94 |
139.37 |
|