NYMEX Light Sweet Crude Oil Future January 2009
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
139.36 |
138.34 |
-1.02 |
-0.7% |
143.75 |
High |
140.00 |
143.82 |
3.82 |
2.7% |
146.57 |
Low |
137.76 |
138.32 |
0.56 |
0.4% |
141.55 |
Close |
138.32 |
143.67 |
5.35 |
3.9% |
145.66 |
Range |
2.24 |
5.50 |
3.26 |
145.5% |
5.02 |
ATR |
3.14 |
3.31 |
0.17 |
5.4% |
0.00 |
Volume |
5,267 |
3,947 |
-1,320 |
-25.1% |
23,017 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.44 |
156.55 |
146.70 |
|
R3 |
152.94 |
151.05 |
145.18 |
|
R2 |
147.44 |
147.44 |
144.68 |
|
R1 |
145.55 |
145.55 |
144.17 |
146.50 |
PP |
141.94 |
141.94 |
141.94 |
142.41 |
S1 |
140.05 |
140.05 |
143.17 |
141.00 |
S2 |
136.44 |
136.44 |
142.66 |
|
S3 |
130.94 |
134.55 |
142.16 |
|
S4 |
125.44 |
129.05 |
140.65 |
|
|
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 |
145.84 |
137.76 |
8.08 |
5.6% |
2.78 |
1.9% |
73% |
False |
False |
4,696 |
10 |
146.57 |
137.76 |
8.81 |
6.1% |
2.65 |
1.8% |
67% |
False |
False |
4,174 |
20 |
146.57 |
133.32 |
13.25 |
9.2% |
2.49 |
1.7% |
78% |
False |
False |
3,261 |
40 |
146.57 |
121.97 |
24.60 |
17.1% |
2.74 |
1.9% |
88% |
False |
False |
2,911 |
60 |
146.57 |
108.57 |
38.00 |
26.4% |
2.16 |
1.5% |
92% |
False |
False |
2,223 |
80 |
146.57 |
96.69 |
49.88 |
34.7% |
1.96 |
1.4% |
94% |
False |
False |
1,805 |
100 |
146.57 |
95.30 |
51.27 |
35.7% |
1.65 |
1.1% |
94% |
False |
False |
1,572 |
120 |
146.57 |
84.44 |
62.13 |
43.2% |
1.41 |
1.0% |
95% |
False |
False |
1,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
167.20 |
2.618 |
158.22 |
1.618 |
152.72 |
1.000 |
149.32 |
0.618 |
147.22 |
HIGH |
143.82 |
0.618 |
141.72 |
0.500 |
141.07 |
0.382 |
140.42 |
LOW |
138.32 |
0.618 |
134.92 |
1.000 |
132.82 |
1.618 |
129.42 |
2.618 |
123.92 |
4.250 |
114.95 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
142.80 |
142.71 |
PP |
141.94 |
141.75 |
S1 |
141.07 |
140.79 |
|