NYMEX Light Sweet Crude Oil Future January 2009
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 |
145.50 |
145.00 |
-0.50 |
-0.3% |
143.75 |
High |
145.84 |
145.00 |
-0.84 |
-0.6% |
146.57 |
Low |
145.43 |
142.30 |
-3.13 |
-2.2% |
141.55 |
Close |
145.66 |
143.28 |
-2.38 |
-1.6% |
145.66 |
Range |
0.41 |
2.70 |
2.29 |
558.5% |
5.02 |
ATR |
3.01 |
3.04 |
0.02 |
0.8% |
0.00 |
Volume |
7,046 |
2,431 |
-4,615 |
-65.5% |
23,017 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151.63 |
150.15 |
144.77 |
|
R3 |
148.93 |
147.45 |
144.02 |
|
R2 |
146.23 |
146.23 |
143.78 |
|
R1 |
144.75 |
144.75 |
143.53 |
144.14 |
PP |
143.53 |
143.53 |
143.53 |
143.22 |
S1 |
142.05 |
142.05 |
143.03 |
141.44 |
S2 |
140.83 |
140.83 |
142.79 |
|
S3 |
138.13 |
139.35 |
142.54 |
|
S4 |
135.43 |
136.65 |
141.80 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.65 |
157.68 |
148.42 |
|
R3 |
154.63 |
152.66 |
147.04 |
|
R2 |
149.61 |
149.61 |
146.58 |
|
R1 |
147.64 |
147.64 |
146.12 |
148.63 |
PP |
144.59 |
144.59 |
144.59 |
145.09 |
S1 |
142.62 |
142.62 |
145.20 |
143.61 |
S2 |
139.57 |
139.57 |
144.74 |
|
S3 |
134.55 |
137.60 |
144.28 |
|
S4 |
129.53 |
132.58 |
142.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.57 |
141.84 |
4.73 |
3.3% |
2.17 |
1.5% |
30% |
False |
False |
4,559 |
10 |
146.57 |
133.51 |
13.06 |
9.1% |
2.28 |
1.6% |
75% |
False |
False |
3,397 |
20 |
146.57 |
131.83 |
14.74 |
10.3% |
2.58 |
1.8% |
78% |
False |
False |
2,992 |
40 |
146.57 |
121.97 |
24.60 |
17.2% |
2.56 |
1.8% |
87% |
False |
False |
2,711 |
60 |
146.57 |
106.04 |
40.53 |
28.3% |
2.03 |
1.4% |
92% |
False |
False |
2,021 |
80 |
146.57 |
96.69 |
49.88 |
34.8% |
1.86 |
1.3% |
93% |
False |
False |
1,648 |
100 |
146.57 |
92.74 |
53.83 |
37.6% |
1.55 |
1.1% |
94% |
False |
False |
1,477 |
120 |
146.57 |
84.44 |
62.13 |
43.4% |
1.32 |
0.9% |
95% |
False |
False |
1,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156.48 |
2.618 |
152.07 |
1.618 |
149.37 |
1.000 |
147.70 |
0.618 |
146.67 |
HIGH |
145.00 |
0.618 |
143.97 |
0.500 |
143.65 |
0.382 |
143.33 |
LOW |
142.30 |
0.618 |
140.63 |
1.000 |
139.60 |
1.618 |
137.93 |
2.618 |
135.23 |
4.250 |
130.83 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
143.65 |
144.44 |
PP |
143.53 |
144.05 |
S1 |
143.40 |
143.67 |
|