NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
143.30 |
145.61 |
2.31 |
1.6% |
145.27 |
High |
148.60 |
147.63 |
-0.97 |
-0.7% |
148.60 |
Low |
142.92 |
144.10 |
1.18 |
0.8% |
137.31 |
Close |
146.35 |
146.68 |
0.33 |
0.2% |
146.35 |
Range |
5.68 |
3.53 |
-2.15 |
-37.9% |
11.29 |
ATR |
4.44 |
4.37 |
-0.06 |
-1.5% |
0.00 |
Volume |
36,550 |
46,709 |
10,159 |
27.8% |
181,545 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.73 |
155.23 |
148.62 |
|
R3 |
153.20 |
151.70 |
147.65 |
|
R2 |
149.67 |
149.67 |
147.33 |
|
R1 |
148.17 |
148.17 |
147.00 |
148.92 |
PP |
146.14 |
146.14 |
146.14 |
146.51 |
S1 |
144.64 |
144.64 |
146.36 |
145.39 |
S2 |
142.61 |
142.61 |
146.03 |
|
S3 |
139.08 |
141.11 |
145.71 |
|
S4 |
135.55 |
137.58 |
144.74 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
177.96 |
173.44 |
152.56 |
|
R3 |
166.67 |
162.15 |
149.45 |
|
R2 |
155.38 |
155.38 |
148.42 |
|
R1 |
150.86 |
150.86 |
147.38 |
153.12 |
PP |
144.09 |
144.09 |
144.09 |
145.22 |
S1 |
139.57 |
139.57 |
145.32 |
141.83 |
S2 |
132.80 |
132.80 |
144.28 |
|
S3 |
121.51 |
128.28 |
143.25 |
|
S4 |
110.22 |
116.99 |
140.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.60 |
137.31 |
11.29 |
7.7% |
5.02 |
3.4% |
83% |
False |
False |
39,979 |
10 |
148.60 |
137.31 |
11.29 |
7.7% |
4.05 |
2.8% |
83% |
False |
False |
36,555 |
20 |
148.60 |
132.90 |
15.70 |
10.7% |
4.20 |
2.9% |
88% |
False |
False |
34,614 |
40 |
148.60 |
122.37 |
26.23 |
17.9% |
4.59 |
3.1% |
93% |
False |
False |
40,237 |
60 |
148.60 |
107.00 |
41.60 |
28.4% |
4.14 |
2.8% |
95% |
False |
False |
35,693 |
80 |
148.60 |
96.62 |
51.98 |
35.4% |
3.76 |
2.6% |
96% |
False |
False |
31,758 |
100 |
148.60 |
94.90 |
53.70 |
36.6% |
3.60 |
2.5% |
96% |
False |
False |
30,719 |
120 |
148.60 |
85.60 |
63.00 |
43.0% |
3.34 |
2.3% |
97% |
False |
False |
28,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
162.63 |
2.618 |
156.87 |
1.618 |
153.34 |
1.000 |
151.16 |
0.618 |
149.81 |
HIGH |
147.63 |
0.618 |
146.28 |
0.500 |
145.87 |
0.382 |
145.45 |
LOW |
144.10 |
0.618 |
141.92 |
1.000 |
140.57 |
1.618 |
138.39 |
2.618 |
134.86 |
4.250 |
129.10 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
146.41 |
145.50 |
PP |
146.14 |
144.33 |
S1 |
145.87 |
143.15 |
|