NYMEX Light Sweet Crude Oil Future February 2009
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
141.72 |
143.65 |
1.93 |
1.4% |
136.43 |
| High |
141.72 |
143.65 |
1.93 |
1.4% |
143.60 |
| Low |
141.72 |
143.37 |
1.65 |
1.2% |
135.10 |
| Close |
141.61 |
142.65 |
1.04 |
0.7% |
141.27 |
| Range |
0.00 |
0.28 |
0.28 |
|
8.50 |
| ATR |
2.34 |
2.32 |
-0.02 |
-0.9% |
0.00 |
| Volume |
840 |
751 |
-89 |
-10.6% |
2,113 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144.06 |
143.64 |
142.80 |
|
| R3 |
143.78 |
143.36 |
142.73 |
|
| R2 |
143.50 |
143.50 |
142.70 |
|
| R1 |
143.08 |
143.08 |
142.68 |
143.15 |
| PP |
143.22 |
143.22 |
143.22 |
143.26 |
| S1 |
142.80 |
142.80 |
142.62 |
142.87 |
| S2 |
142.94 |
142.94 |
142.60 |
|
| S3 |
142.66 |
142.52 |
142.57 |
|
| S4 |
142.38 |
142.24 |
142.50 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
165.49 |
161.88 |
145.95 |
|
| R3 |
156.99 |
153.38 |
143.61 |
|
| R2 |
148.49 |
148.49 |
142.83 |
|
| R1 |
144.88 |
144.88 |
142.05 |
146.69 |
| PP |
139.99 |
139.99 |
139.99 |
140.89 |
| S1 |
136.38 |
136.38 |
140.49 |
138.19 |
| S2 |
131.49 |
131.49 |
139.71 |
|
| S3 |
122.99 |
127.88 |
138.93 |
|
| S4 |
114.49 |
119.38 |
136.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.65 |
135.10 |
8.55 |
6.0% |
1.59 |
1.1% |
88% |
True |
False |
632 |
| 10 |
143.65 |
134.00 |
9.65 |
6.8% |
1.38 |
1.0% |
90% |
True |
False |
564 |
| 20 |
143.65 |
122.85 |
20.80 |
14.6% |
1.00 |
0.7% |
95% |
True |
False |
783 |
| 40 |
143.65 |
117.37 |
26.28 |
18.4% |
1.17 |
0.8% |
96% |
True |
False |
801 |
| 60 |
143.65 |
103.52 |
40.13 |
28.1% |
0.82 |
0.6% |
98% |
True |
False |
655 |
| 80 |
143.65 |
95.99 |
47.66 |
33.4% |
0.63 |
0.4% |
98% |
True |
False |
596 |
| 100 |
143.65 |
88.85 |
54.80 |
38.4% |
0.54 |
0.4% |
98% |
True |
False |
550 |
| 120 |
143.65 |
84.00 |
59.65 |
41.8% |
0.45 |
0.3% |
98% |
True |
False |
508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.84 |
|
2.618 |
144.38 |
|
1.618 |
144.10 |
|
1.000 |
143.93 |
|
0.618 |
143.82 |
|
HIGH |
143.65 |
|
0.618 |
143.54 |
|
0.500 |
143.51 |
|
0.382 |
143.48 |
|
LOW |
143.37 |
|
0.618 |
143.20 |
|
1.000 |
143.09 |
|
1.618 |
142.92 |
|
2.618 |
142.64 |
|
4.250 |
142.18 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
143.51 |
142.46 |
| PP |
143.22 |
142.28 |
| S1 |
142.94 |
142.09 |
|