NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
142.96 |
138.00 |
-4.96 |
-3.5% |
142.09 |
High |
144.15 |
140.25 |
-3.90 |
-2.7% |
147.09 |
Low |
137.31 |
137.34 |
0.03 |
0.0% |
140.81 |
Close |
138.05 |
138.01 |
-0.04 |
0.0% |
145.35 |
Range |
6.84 |
2.91 |
-3.93 |
-57.5% |
6.28 |
ATR |
4.30 |
4.20 |
-0.10 |
-2.3% |
0.00 |
Volume |
41,639 |
45,735 |
4,096 |
9.8% |
173,110 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147.26 |
145.55 |
139.61 |
|
R3 |
144.35 |
142.64 |
138.81 |
|
R2 |
141.44 |
141.44 |
138.54 |
|
R1 |
139.73 |
139.73 |
138.28 |
140.59 |
PP |
138.53 |
138.53 |
138.53 |
138.96 |
S1 |
136.82 |
136.82 |
137.74 |
137.68 |
S2 |
135.62 |
135.62 |
137.48 |
|
S3 |
132.71 |
133.91 |
137.21 |
|
S4 |
129.80 |
131.00 |
136.41 |
|
|
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% |
3.61 |
2.6% |
7% |
False |
False |
36,390 |
10 |
147.09 |
134.86 |
12.23 |
8.9% |
3.96 |
2.9% |
26% |
False |
False |
36,789 |
20 |
147.09 |
132.90 |
14.19 |
10.3% |
4.14 |
3.0% |
36% |
False |
False |
34,907 |
40 |
147.09 |
120.05 |
27.04 |
19.6% |
4.47 |
3.2% |
66% |
False |
False |
39,641 |
60 |
147.09 |
107.00 |
40.09 |
29.0% |
4.01 |
2.9% |
77% |
False |
False |
34,758 |
80 |
147.09 |
95.83 |
51.26 |
37.1% |
3.72 |
2.7% |
82% |
False |
False |
31,414 |
100 |
147.09 |
93.63 |
53.46 |
38.7% |
3.53 |
2.6% |
83% |
False |
False |
30,148 |
120 |
147.09 |
83.90 |
63.19 |
45.8% |
3.28 |
2.4% |
86% |
False |
False |
28,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
152.62 |
2.618 |
147.87 |
1.618 |
144.96 |
1.000 |
143.16 |
0.618 |
142.05 |
HIGH |
140.25 |
0.618 |
139.14 |
0.500 |
138.80 |
0.382 |
138.45 |
LOW |
137.34 |
0.618 |
135.54 |
1.000 |
134.43 |
1.618 |
132.63 |
2.618 |
129.72 |
4.250 |
124.97 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
138.80 |
141.39 |
PP |
138.53 |
140.26 |
S1 |
138.27 |
139.14 |
|