NYMEX Light Sweet Crude Oil Future February 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 |
140.10 |
139.68 |
-0.42 |
-0.3% |
141.72 |
High |
140.15 |
139.68 |
-0.47 |
-0.3% |
146.66 |
Low |
138.55 |
138.12 |
-0.43 |
-0.3% |
141.72 |
Close |
138.66 |
138.55 |
-0.11 |
-0.1% |
146.79 |
Range |
1.60 |
1.56 |
-0.04 |
-2.5% |
4.94 |
ATR |
2.46 |
2.39 |
-0.06 |
-2.6% |
0.00 |
Volume |
1,655 |
1,844 |
189 |
11.4% |
7,438 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.46 |
142.57 |
139.41 |
|
R3 |
141.90 |
141.01 |
138.98 |
|
R2 |
140.34 |
140.34 |
138.84 |
|
R1 |
139.45 |
139.45 |
138.69 |
139.12 |
PP |
138.78 |
138.78 |
138.78 |
138.62 |
S1 |
137.89 |
137.89 |
138.41 |
137.56 |
S2 |
137.22 |
137.22 |
138.26 |
|
S3 |
135.66 |
136.33 |
138.12 |
|
S4 |
134.10 |
134.77 |
137.69 |
|
|
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 |
138.12 |
8.54 |
6.2% |
0.63 |
0.5% |
5% |
False |
True |
1,589 |
10 |
146.66 |
138.12 |
8.54 |
6.2% |
1.04 |
0.7% |
5% |
False |
True |
1,321 |
20 |
146.66 |
134.00 |
12.66 |
9.1% |
1.04 |
0.7% |
36% |
False |
False |
1,030 |
40 |
146.66 |
121.82 |
24.84 |
17.9% |
1.11 |
0.8% |
67% |
False |
False |
946 |
60 |
146.66 |
108.15 |
38.51 |
27.8% |
0.89 |
0.6% |
79% |
False |
False |
790 |
80 |
146.66 |
95.99 |
50.67 |
36.6% |
0.67 |
0.5% |
84% |
False |
False |
678 |
100 |
146.66 |
95.18 |
51.48 |
37.2% |
0.57 |
0.4% |
84% |
False |
False |
639 |
120 |
146.66 |
84.00 |
62.66 |
45.2% |
0.49 |
0.4% |
87% |
False |
False |
568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
146.31 |
2.618 |
143.76 |
1.618 |
142.20 |
1.000 |
141.24 |
0.618 |
140.64 |
HIGH |
139.68 |
0.618 |
139.08 |
0.500 |
138.90 |
0.382 |
138.72 |
LOW |
138.12 |
0.618 |
137.16 |
1.000 |
136.56 |
1.618 |
135.60 |
2.618 |
134.04 |
4.250 |
131.49 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
138.90 |
140.02 |
PP |
138.78 |
139.53 |
S1 |
138.67 |
139.04 |
|