NYMEX Light Sweet Crude Oil Future January 2009
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
140.77 |
137.36 |
-3.41 |
-2.4% |
145.00 |
| High |
141.22 |
138.50 |
-2.72 |
-1.9% |
148.35 |
| Low |
135.99 |
131.99 |
-4.00 |
-2.9% |
137.76 |
| Close |
137.02 |
131.83 |
-5.19 |
-3.8% |
146.47 |
| Range |
5.23 |
6.51 |
1.28 |
24.5% |
10.59 |
| ATR |
3.84 |
4.03 |
0.19 |
5.0% |
0.00 |
| Volume |
6,006 |
3,647 |
-2,359 |
-39.3% |
19,974 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153.64 |
149.24 |
135.41 |
|
| R3 |
147.13 |
142.73 |
133.62 |
|
| R2 |
140.62 |
140.62 |
133.02 |
|
| R1 |
136.22 |
136.22 |
132.43 |
135.17 |
| PP |
134.11 |
134.11 |
134.11 |
133.58 |
| S1 |
129.71 |
129.71 |
131.23 |
128.66 |
| S2 |
127.60 |
127.60 |
130.64 |
|
| S3 |
121.09 |
123.20 |
130.04 |
|
| S4 |
114.58 |
116.69 |
128.25 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
175.96 |
171.81 |
152.29 |
|
| R3 |
165.37 |
161.22 |
149.38 |
|
| R2 |
154.78 |
154.78 |
148.41 |
|
| R1 |
150.63 |
150.63 |
147.44 |
152.71 |
| PP |
144.19 |
144.19 |
144.19 |
145.23 |
| S1 |
140.04 |
140.04 |
145.50 |
142.12 |
| S2 |
133.60 |
133.60 |
144.53 |
|
| S3 |
123.01 |
129.45 |
143.56 |
|
| S4 |
112.42 |
118.86 |
140.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148.35 |
131.99 |
16.36 |
12.4% |
5.56 |
4.2% |
-1% |
False |
True |
4,519 |
| 10 |
148.35 |
131.99 |
16.36 |
12.4% |
4.17 |
3.2% |
-1% |
False |
True |
4,607 |
| 20 |
148.35 |
131.99 |
16.36 |
12.4% |
3.20 |
2.4% |
-1% |
False |
True |
3,774 |
| 40 |
148.35 |
122.90 |
25.45 |
19.3% |
3.11 |
2.4% |
35% |
False |
False |
3,235 |
| 60 |
148.35 |
108.57 |
39.78 |
30.2% |
2.56 |
1.9% |
58% |
False |
False |
2,563 |
| 80 |
148.35 |
97.38 |
50.97 |
38.7% |
2.27 |
1.7% |
68% |
False |
False |
2,051 |
| 100 |
148.35 |
96.69 |
51.66 |
39.2% |
1.91 |
1.4% |
68% |
False |
False |
1,762 |
| 120 |
148.35 |
86.00 |
62.35 |
47.3% |
1.64 |
1.2% |
74% |
False |
False |
1,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166.17 |
|
2.618 |
155.54 |
|
1.618 |
149.03 |
|
1.000 |
145.01 |
|
0.618 |
142.52 |
|
HIGH |
138.50 |
|
0.618 |
136.01 |
|
0.500 |
135.25 |
|
0.382 |
134.48 |
|
LOW |
131.99 |
|
0.618 |
127.97 |
|
1.000 |
125.48 |
|
1.618 |
121.46 |
|
2.618 |
114.95 |
|
4.250 |
104.32 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
135.25 |
139.65 |
| PP |
134.11 |
137.04 |
| S1 |
132.97 |
134.44 |
|