NYMEX Light Sweet Crude Oil Future January 2009
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 |
140.85 |
139.36 |
-1.49 |
-1.1% |
143.75 |
High |
140.85 |
140.00 |
-0.85 |
-0.6% |
146.57 |
Low |
137.80 |
137.76 |
-0.04 |
0.0% |
141.55 |
Close |
138.39 |
138.32 |
-0.07 |
-0.1% |
145.66 |
Range |
3.05 |
2.24 |
-0.81 |
-26.6% |
5.02 |
ATR |
3.21 |
3.14 |
-0.07 |
-2.2% |
0.00 |
Volume |
4,791 |
5,267 |
476 |
9.9% |
23,017 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.41 |
144.11 |
139.55 |
|
R3 |
143.17 |
141.87 |
138.94 |
|
R2 |
140.93 |
140.93 |
138.73 |
|
R1 |
139.63 |
139.63 |
138.53 |
139.16 |
PP |
138.69 |
138.69 |
138.69 |
138.46 |
S1 |
137.39 |
137.39 |
138.11 |
136.92 |
S2 |
136.45 |
136.45 |
137.91 |
|
S3 |
134.21 |
135.15 |
137.70 |
|
S4 |
131.97 |
132.91 |
137.09 |
|
|
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 |
137.76 |
8.81 |
6.4% |
1.99 |
1.4% |
6% |
False |
True |
5,316 |
10 |
146.57 |
137.76 |
8.81 |
6.4% |
2.33 |
1.7% |
6% |
False |
True |
4,064 |
20 |
146.57 |
133.32 |
13.25 |
9.6% |
2.44 |
1.8% |
38% |
False |
False |
3,195 |
40 |
146.57 |
121.97 |
24.60 |
17.8% |
2.63 |
1.9% |
66% |
False |
False |
2,875 |
60 |
146.57 |
108.57 |
38.00 |
27.5% |
2.06 |
1.5% |
78% |
False |
False |
2,170 |
80 |
146.57 |
96.69 |
49.88 |
36.1% |
1.91 |
1.4% |
83% |
False |
False |
1,764 |
100 |
146.57 |
95.30 |
51.27 |
37.1% |
1.59 |
1.2% |
84% |
False |
False |
1,540 |
120 |
146.57 |
84.44 |
62.13 |
44.9% |
1.37 |
1.0% |
87% |
False |
False |
1,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.52 |
2.618 |
145.86 |
1.618 |
143.62 |
1.000 |
142.24 |
0.618 |
141.38 |
HIGH |
140.00 |
0.618 |
139.14 |
0.500 |
138.88 |
0.382 |
138.62 |
LOW |
137.76 |
0.618 |
136.38 |
1.000 |
135.52 |
1.618 |
134.14 |
2.618 |
131.90 |
4.250 |
128.24 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
138.88 |
141.38 |
PP |
138.69 |
140.36 |
S1 |
138.51 |
139.34 |
|