NYMEX Light Sweet Crude Oil Future February 2009
Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
138.30 |
148.00 |
9.70 |
7.0% |
141.91 |
High |
143.83 |
148.17 |
4.34 |
3.0% |
148.17 |
Low |
138.20 |
146.09 |
7.89 |
5.7% |
138.12 |
Close |
143.83 |
146.54 |
2.71 |
1.9% |
146.54 |
Range |
5.63 |
2.08 |
-3.55 |
-63.1% |
10.05 |
ATR |
2.62 |
2.75 |
0.12 |
4.7% |
0.00 |
Volume |
3,112 |
1,560 |
-1,552 |
-49.9% |
9,018 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153.17 |
151.94 |
147.68 |
|
R3 |
151.09 |
149.86 |
147.11 |
|
R2 |
149.01 |
149.01 |
146.92 |
|
R1 |
147.78 |
147.78 |
146.73 |
147.36 |
PP |
146.93 |
146.93 |
146.93 |
146.72 |
S1 |
145.70 |
145.70 |
146.35 |
145.28 |
S2 |
144.85 |
144.85 |
146.16 |
|
S3 |
142.77 |
143.62 |
145.97 |
|
S4 |
140.69 |
141.54 |
145.40 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.43 |
170.53 |
152.07 |
|
R3 |
164.38 |
160.48 |
149.30 |
|
R2 |
154.33 |
154.33 |
148.38 |
|
R1 |
150.43 |
150.43 |
147.46 |
152.38 |
PP |
144.28 |
144.28 |
144.28 |
145.25 |
S1 |
140.38 |
140.38 |
145.62 |
142.33 |
S2 |
134.23 |
134.23 |
144.70 |
|
S3 |
124.18 |
130.33 |
143.78 |
|
S4 |
114.13 |
120.28 |
141.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
148.17 |
138.12 |
10.05 |
6.9% |
2.18 |
1.5% |
84% |
True |
False |
1,803 |
10 |
148.17 |
138.12 |
10.05 |
6.9% |
1.28 |
0.9% |
84% |
True |
False |
1,645 |
20 |
148.17 |
134.00 |
14.17 |
9.7% |
1.37 |
0.9% |
88% |
True |
False |
1,076 |
40 |
148.17 |
122.85 |
25.32 |
17.3% |
1.22 |
0.8% |
94% |
True |
False |
1,010 |
60 |
148.17 |
108.15 |
40.02 |
27.3% |
1.02 |
0.7% |
96% |
True |
False |
839 |
80 |
148.17 |
95.99 |
52.18 |
35.6% |
0.77 |
0.5% |
97% |
True |
False |
714 |
100 |
148.17 |
95.28 |
52.89 |
36.1% |
0.65 |
0.4% |
97% |
True |
False |
685 |
120 |
148.17 |
84.27 |
63.90 |
43.6% |
0.56 |
0.4% |
97% |
True |
False |
602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
157.01 |
2.618 |
153.62 |
1.618 |
151.54 |
1.000 |
150.25 |
0.618 |
149.46 |
HIGH |
148.17 |
0.618 |
147.38 |
0.500 |
147.13 |
0.382 |
146.88 |
LOW |
146.09 |
0.618 |
144.80 |
1.000 |
144.01 |
1.618 |
142.72 |
2.618 |
140.64 |
4.250 |
137.25 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
147.13 |
145.41 |
PP |
146.93 |
144.28 |
S1 |
146.74 |
143.15 |
|