NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
141.91 |
140.10 |
-1.81 |
-1.3% |
141.72 |
High |
141.91 |
140.15 |
-1.76 |
-1.2% |
146.66 |
Low |
141.90 |
138.55 |
-3.35 |
-2.4% |
141.72 |
Close |
143.48 |
138.66 |
-4.82 |
-3.4% |
146.79 |
Range |
0.01 |
1.60 |
1.59 |
15,900.0% |
4.94 |
ATR |
2.27 |
2.46 |
0.19 |
8.4% |
0.00 |
Volume |
847 |
1,655 |
808 |
95.4% |
7,438 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.92 |
142.89 |
139.54 |
|
R3 |
142.32 |
141.29 |
139.10 |
|
R2 |
140.72 |
140.72 |
138.95 |
|
R1 |
139.69 |
139.69 |
138.81 |
139.41 |
PP |
139.12 |
139.12 |
139.12 |
138.98 |
S1 |
138.09 |
138.09 |
138.51 |
137.81 |
S2 |
137.52 |
137.52 |
138.37 |
|
S3 |
135.92 |
136.49 |
138.22 |
|
S4 |
134.32 |
134.89 |
137.78 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.88 |
158.27 |
149.51 |
|
R3 |
154.94 |
153.33 |
148.15 |
|
R2 |
150.00 |
150.00 |
147.70 |
|
R1 |
148.39 |
148.39 |
147.24 |
149.20 |
PP |
145.06 |
145.06 |
145.06 |
145.46 |
S1 |
143.45 |
143.45 |
146.34 |
144.26 |
S2 |
140.12 |
140.12 |
145.88 |
|
S3 |
135.18 |
138.51 |
145.43 |
|
S4 |
130.24 |
133.57 |
144.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.66 |
138.55 |
8.11 |
5.8% |
0.65 |
0.5% |
1% |
False |
True |
1,669 |
10 |
146.66 |
135.10 |
11.56 |
8.3% |
1.12 |
0.8% |
31% |
False |
False |
1,151 |
20 |
146.66 |
134.00 |
12.66 |
9.1% |
1.07 |
0.8% |
37% |
False |
False |
1,009 |
40 |
146.66 |
121.82 |
24.84 |
17.9% |
1.07 |
0.8% |
68% |
False |
False |
907 |
60 |
146.66 |
107.85 |
38.81 |
28.0% |
0.87 |
0.6% |
79% |
False |
False |
762 |
80 |
146.66 |
95.99 |
50.67 |
36.5% |
0.65 |
0.5% |
84% |
False |
False |
655 |
100 |
146.66 |
92.96 |
53.70 |
38.7% |
0.55 |
0.4% |
85% |
False |
False |
628 |
120 |
146.66 |
84.00 |
62.66 |
45.2% |
0.48 |
0.3% |
87% |
False |
False |
554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.95 |
2.618 |
144.34 |
1.618 |
142.74 |
1.000 |
141.75 |
0.618 |
141.14 |
HIGH |
140.15 |
0.618 |
139.54 |
0.500 |
139.35 |
0.382 |
139.16 |
LOW |
138.55 |
0.618 |
137.56 |
1.000 |
136.95 |
1.618 |
135.96 |
2.618 |
134.36 |
4.250 |
131.75 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
139.35 |
142.61 |
PP |
139.12 |
141.29 |
S1 |
138.89 |
139.98 |
|