NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
137.11 |
132.39 |
-4.72 |
-3.4% |
145.61 |
High |
138.56 |
134.20 |
-4.36 |
-3.1% |
148.03 |
Low |
131.48 |
130.26 |
-1.22 |
-0.9% |
130.26 |
Close |
131.52 |
130.75 |
-0.77 |
-0.6% |
130.75 |
Range |
7.08 |
3.94 |
-3.14 |
-44.4% |
17.77 |
ATR |
5.08 |
5.00 |
-0.08 |
-1.6% |
0.00 |
Volume |
43,325 |
54,028 |
10,703 |
24.7% |
213,885 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.56 |
141.09 |
132.92 |
|
R3 |
139.62 |
137.15 |
131.83 |
|
R2 |
135.68 |
135.68 |
131.47 |
|
R1 |
133.21 |
133.21 |
131.11 |
132.48 |
PP |
131.74 |
131.74 |
131.74 |
131.37 |
S1 |
129.27 |
129.27 |
130.39 |
128.54 |
S2 |
127.80 |
127.80 |
130.03 |
|
S3 |
123.86 |
125.33 |
129.67 |
|
S4 |
119.92 |
121.39 |
128.58 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
189.66 |
177.97 |
140.52 |
|
R3 |
171.89 |
160.20 |
135.64 |
|
R2 |
154.12 |
154.12 |
134.01 |
|
R1 |
142.43 |
142.43 |
132.38 |
139.39 |
PP |
136.35 |
136.35 |
136.35 |
134.83 |
S1 |
124.66 |
124.66 |
129.12 |
121.62 |
S2 |
118.58 |
118.58 |
127.49 |
|
S3 |
100.81 |
106.89 |
125.86 |
|
S4 |
83.04 |
89.12 |
120.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.03 |
130.26 |
17.77 |
13.6% |
6.31 |
4.8% |
3% |
False |
True |
42,777 |
10 |
148.60 |
130.26 |
18.34 |
14.0% |
5.74 |
4.4% |
3% |
False |
True |
39,543 |
20 |
148.60 |
130.26 |
18.34 |
14.0% |
4.72 |
3.6% |
3% |
False |
True |
35,793 |
40 |
148.60 |
122.37 |
26.23 |
20.1% |
4.82 |
3.7% |
32% |
False |
False |
39,897 |
60 |
148.60 |
107.00 |
41.60 |
31.8% |
4.44 |
3.4% |
57% |
False |
False |
37,158 |
80 |
148.60 |
96.62 |
51.98 |
39.8% |
3.99 |
3.1% |
66% |
False |
False |
32,754 |
100 |
148.60 |
95.83 |
52.77 |
40.4% |
3.80 |
2.9% |
66% |
False |
False |
31,694 |
120 |
148.60 |
85.60 |
63.00 |
48.2% |
3.52 |
2.7% |
72% |
False |
False |
29,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.95 |
2.618 |
144.51 |
1.618 |
140.57 |
1.000 |
138.14 |
0.618 |
136.63 |
HIGH |
134.20 |
0.618 |
132.69 |
0.500 |
132.23 |
0.382 |
131.77 |
LOW |
130.26 |
0.618 |
127.83 |
1.000 |
126.32 |
1.618 |
123.89 |
2.618 |
119.95 |
4.250 |
113.52 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
132.23 |
135.63 |
PP |
131.74 |
134.00 |
S1 |
131.24 |
132.38 |
|